# EDGAR Filing Document

**Accession Number:** 0000911507
**File Stem:** 0001410368-26-006417
**Filing Date:** 2026-1
**Character Count:** 232531
**Document Hash:** 214525b359e7d3e19bddf2452dda9a91
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-006417.hdr.sgml**: 20260122

**ACCESSION NUMBER**: 0001410368-26-006417

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260122

**DATE AS OF CHANGE**: 20260122

**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:** 26551790

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

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

## Series and Classes Contracts Data

### Lord Abbett Short Duration Core Bond Fund (Series ID: S000056809)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000180461 | Class A      | LDCAX           |
| C000180462 | Class C      | LDCCX           |
| C000180463 | Class F      | LDCFX           |
| C000180464 | Class F3     | LSCOX           |
| C000180465 | Class I      | LSCIX           |
| C000180467 | Class R3     | LDCRX           |
| C000180468 | Class R4     | LSCSX           |
| C000180469 | Class R5     | LSCUX           |
| C000180470 | Class R6     | LDCVX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** JERSEY CITY

  - **State:** NJ

  - **Foreign country:** US

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

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

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

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

- **b. EDGAR series identifier (if any):** S000056809

- **c. LEI of Series:** 549300BKJOMBF1YPCH28

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

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

- **b. Date as of which information is reported:** 2025-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $658022925.51

**Total Liabilities:** $22544381.80

**Net Assets:** $635478543.71

**Delayed Delivery Securities:** $16141476.43

**Cash Not Reported:** $4707919.77

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2261.92000000 | **1-Year:** -45599.24000000 | **5-Year:** -46317.77000000 | **10-Year:** -83.27000000 | **30-Year:** 0.00000000

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

- **3-Month:** -163.39000000 | **1-Year:** -2214.13000000 | **5-Year:** -1526.60000000 | **10-Year:** -2.52000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000180461 | 0.38%                | 0.27%                | 0.58%                |
| Class ID C000180462 | 0.32%                | 0.21%                | 0.42%                |
| Class ID C000180463 | 0.38%                | 0.28%                | 0.48%                |
| Class ID C000180464 | 0.40%                | 0.29%                | 0.50%                |
| Class ID C000180465 | 0.39%                | 0.29%                | 0.49%                |
| Class ID C000180467 | 0.35%                | 0.24%                | 0.45%                |
| Class ID C000180468 | 0.37%                | 0.26%                | 0.47%                |
| Class ID C000180469 | 0.39%                | 0.29%                | 0.49%                |
| Class ID C000180470 | 0.29%                | 0.40%                | 0.50%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $302283.32               | $-293860.90                                |
| Month 2  | $342527.97               | $-707817.46                                |
| Month 3  | $377336.52               | $508577.19                                 |

**Designated Index Information**

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

- **Index Identifier:** BC706T

### Schedule of Portfolio Investments

| Name                                                   | Title                                                                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABN AMRO BANK NV                                       | ABN AMRO Bank NV                                                                                              | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $305050.81    | 0.05%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                          | AIB Group PLC                                                                                                 | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    269000 | PA      | $286253.23    | 0.05%             | 2029-09-13      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                | Corebridge Global Funding                                                                                     | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    161000 | PA      | $162635.59    | 0.03%             | 2026-07-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                | Corebridge Global Funding                                                                                     | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    244000 | PA      | $250575.50    | 0.04%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                | Corebridge Global Funding                                                                                     | CUSIP: 00138CBG2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2233000 | PA      | $2239445.15   | 0.35%             | 2028-08-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                               | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                     | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    267000 | PA      | $274690.75    | 0.04%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AEGON FUNDING CO LLC                                   | AEGON Funding Co LLC                                                                                          | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |   1693000 | PA      | $1720643.74   | 0.27%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ADVENTIST HEALTH SYS/W                                 | Adventist Health System/West                                                                                  | CUSIP: 007944AN1<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |   1546000 | PA      | $1564506.47   | 0.25%             | 2030-12-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                    | Affirm Master Trust                                                                                           | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050000 | PA      | $1059044.81   | 0.17%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                    | Affirm Master Trust Series 2025-3                                                                             | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1535000 | PA      | $1539475.29   | 0.24%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                             | Affirm Asset Securitization Trust 2024-A                                                                      | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    345000 | PA      | $345889.41    | 0.05%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                             | Affirm Asset Securitization Trust 2024-A                                                                      | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    840000 | PA      | $842132.09    | 0.13%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| AGL CLO 14, LTD.                                       | AGL CLO 14 Ltd                                                                                                | CUSIP: 00851WAL3<br>LEI: 254900G6P36ERQHAIS15 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500747.00   | 0.24%             | 2034-12-02      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                         | Air Lease Corp                                                                                                | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1257000 | PA      | $1263964.95   | 0.20%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                         | Air Lease Corp                                                                                                | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1278000 | PA      | $1300987.23   | 0.20%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                                | Aircastle Ltd / Aircastle Ireland DAC                                                                         | CUSIP: 00929JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    273000 | PA      | $276336.45    | 0.04%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                | Algonquin Power & Utilities Corp                                                                              | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    752000 | PA      | $755910.91    | 0.12%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                 | Alliant Energy Finance LLC                                                                                    | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    177000 | PA      | $179363.28    | 0.03%             | 2027-06-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F042418<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1237000 | PA      | $1236902.83   | 0.19%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F050411<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2629000 | PA      | $2659416.53   | 0.42%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F052417<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3560000 | PA      | $3643829.71   | 0.57%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                     | Ally Bank Auto Credit-Linked Notes Series 2025-A                                                              | CUSIP: 02007G5E9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1243418 | PA      | $1249274.49   | 0.20%             | 2033-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                     | Ally Bank Auto Credit-Linked Notes Series 2024-A                                                              | CUSIP: 02007GZ55<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1066418 | PA      | $1083305.86   | 0.17%             | 2032-05-17      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                               | Amcor Flexibles North America Inc                                                                             | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    148000 | PA      | $150103.94    | 0.02%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust               | AmeriCredit Automobile Receivables Trust 2024-1                                                               | CUSIP: 023947AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    855000 | PA      | $862095.22    | 0.14%             | 2029-01-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                    | American Tower Corp                                                                                           | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1093000 | PA      | $1082995.76   | 0.17%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust               | AmeriCredit Automobile Receivables Trust 2023-2                                                               | CUSIP: 03065UAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1482796 | PA      | $1493886.92   | 0.24%             | 2028-05-18      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                 | Amur Equipment Finance Receivables XIII LLC                                                                   | CUSIP: 03237CAB8<br>LEI: 254900O8ABFLU3FOSN14 | Long             | ABS-O            | CORP              | US        |    995812 | PA      | $1007263.06   | 0.16%             | 2031-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                 | Anglo American Capital PLC                                                                                    | CUSIP: 034863AU4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    238000 | PA      | $239713.87    | 0.04%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                 | Anglo American Capital PLC                                                                                    | CUSIP: 034863BB5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197753.10    | 0.03%             | 2029-03-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                  | Antero Resources Corp                                                                                         | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    926000 | PA      | $943853.28    | 0.15%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                  | Antero Resources Corp                                                                                         | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    266000 | PA      | $268638.45    | 0.04%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AON CORP                                               | Aon Corp                                                                                                      | CUSIP: 037389AK9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    503000 | PA      | $523650.14    | 0.08%             | 2027-01-01      | Fixed         | 8.21%                 | No            |                  2 | On Loan: No      |
| APA CORP                                               | APA Corp                                                                                                      | CUSIP: 03743QAY4<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1658691.71   | 0.26%             | 2029-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Apex Credit CLO LLC                                    | Apex Credit Clo 2021 Ltd                                                                                      | CUSIP: 03754CAQ8<br>LEI: 549300PKXRJW5V5VW357 | Long             | ABS-CBDO         | CORP              | KY        |   3100000 | PA      | $3097287.50   | 0.49%             | 2034-07-18      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                               | Apollo Global Management Inc                                                                                  | CUSIP: 03769MAF3<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1898292.08   | 0.30%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                          | AppLovin Corp                                                                                                 | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   1082000 | PA      | $1107093.95   | 0.17%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                           | ARES LX CLO LTD                                                                                               | CUSIP: 04018FAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2752092.75   | 0.43%             | 2034-07-18      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                           | Assurant Inc                                                                                                  | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    899000 | PA      | $911301.04    | 0.14%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                                                                         | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1017000 | PA      | $963408.03    | 0.15%             | 2029-01-07      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                                                                         | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2838000 | PA      | $2919881.24   | 0.46%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                                                                         | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    525000 | PA      | $532737.56    | 0.08%             | 2027-03-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                   | Atlas Warehouse Lending Co LP                                                                                 | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   2007000 | PA      | $2116203.56   | 0.33%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                   | Atlas Warehouse Lending Co LP                                                                                 | CUSIP: 049463AF9<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   1189000 | PA      | $1192755.52   | 0.19%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                  | Atlassian Corp                                                                                                | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    427000 | PA      | $438388.22    | 0.07%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                 | Aviation Capital Group LLC                                                                                    | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    578000 | PA      | $568589.74    | 0.09%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                 | Aviation Capital Group LLC                                                                                    | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1852000 | PA      | $1818632.68   | 0.29%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AVILEASE CAPITAL LTD                                   | Avilease Capital Ltd                                                                                          | CUSIP: 05370HAA1<br>LEI: 635400SXOPVAVBWNE366 | Long             | DBT              | CORP              | KY        |    539000 | PA      | $536433.87    | 0.08%             | 2030-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                               | Avolon Holdings Funding Ltd                                                                                   | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1150000 | PA      | $1150516.17   | 0.18%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                               | Avolon Holdings Funding Ltd                                                                                   | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    657000 | PA      | $652980.95    | 0.10%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                               | Avolon Holdings Funding Ltd                                                                                   | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     80000 | PA      | $77307.43     | 0.01%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                               | Avolon Holdings Funding Ltd                                                                                   | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    759000 | PA      | $791601.10    | 0.12%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                               | Avolon Holdings Funding Ltd                                                                                   | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    326000 | PA      | $337985.25    | 0.05%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC            | BBCMS Mortgage Trust 2020-C7                                                                                  | CUSIP: 05492VAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    227174 | PA      | $216486.51    | 0.03%             | 2053-04-15      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                | BPCE SA                                                                                                       | CUSIP: 05578QAE3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $200263.39    | 0.03%             | 2026-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Commercial Mortgage Trust 2024-XL5                                                                         | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    343880 | PA      | $344243.46    | 0.05%             | 2041-03-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                       | Bain Capital Credit CLO 2020-5 Ltd                                                                            | CUSIP: 05683FBE8<br>LEI: 2549006JVW9O28JU2J23 | Long             | ABS-CBDO         | CORP              | KY        |   1330000 | PA      | $1330063.84   | 0.21%             | 2034-04-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                       | Bain Capital Credit CLO 2021-4 Ltd                                                                            | CUSIP: 05685AAQ1<br>LEI: 254900YJBP8866ZPO033 | Long             | ABS-CBDO         | CORP              | KY        |   1160000 | PA      | $1161926.76   | 0.18%             | 2034-10-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                               | Baiterek National Managing Holding JSC                                                                        | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |    436000 | PA      | $442996.47    | 0.07%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                   | Bank of America Corp                                                                                          | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1601000 | PA      | $1598732.58   | 0.25%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                  | Bank of Ireland Group PLC                                                                                     | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    702000 | PA      | $689891.12    | 0.11%             | 2027-09-30      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                  | Bank of Ireland Group PLC                                                                                     | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    636000 | PA      | $662619.75    | 0.10%             | 2030-03-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                       | Bank of Montreal                                                                                              | CUSIP: 06368LC53<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    169000 | PA      | $171310.00    | 0.03%             | 2026-12-11      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Bank                                                   | BANK 2017-BNK7                                                                                                | CUSIP: 06541XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1267634 | PA      | $1249571.55   | 0.20%             | 2060-09-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Bank5                                                  | BANK5 2024-5YR8                                                                                               | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2480000 | PA      | $2608263.62   | 0.41%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank5                                                  | BANK5 Trust 2024-5YR6                                                                                         | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1480627.40   | 0.23%             | 2057-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Bank5                                                  | BANK5 2025-5YR14                                                                                              | CUSIP: 06604MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2940000 | PA      | $3088819.86   | 0.49%             | 2058-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                            | Bacardi Ltd                                                                                                   | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   1153000 | PA      | $1163058.30   | 0.18%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                                                                                  | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1512000 | PA      | $1538059.83   | 0.24%             | 2027-09-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                         | Barings Clo Ltd 2021-III                                                                                      | CUSIP: 06762TAL5<br>LEI: 549300V1VT2NXKFG0H98 | Long             | ABS-CBDO         | CORP              | KY        |   1050000 | PA      | $1049791.05   | 0.17%             | 2035-01-18      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                      | Battalion CLO IX Ltd                                                                                          | CUSIP: 07132EAU9<br>LEI: 549300JMWGEYZEC6GK98 | Long             | ABS-CBDO         | CORP              | KY        |   1550000 | PA      | $1551091.20   | 0.24%             | 2031-07-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                               | Baxter International Inc                                                                                      | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    782000 | PA      | $786727.30    | 0.12%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                   | Bayer US Finance LLC                                                                                          | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   2117000 | PA      | $2152088.11   | 0.34%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                   | Bayer US Finance LLC                                                                                          | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213964.38    | 0.03%             | 2030-11-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                | Bayer US Finance II LLC                                                                                       | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    410000 | PA      | $409784.79    | 0.06%             | 2028-12-15      | Fixed         | 4.38%                 | 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        |   1050000 | PA      | $1109968.23   | 0.17%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                    | Bayview Opportunity Master Fund VII 2024-CAR1 LLC                                                             | CUSIP: 07336QAC6<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |    467845 | PA      | $469562.56    | 0.07%             | 2031-12-26      | Floating      | 5.57%                 | 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        |   1040000 | PA      | $1094382.02   | 0.17%             | 2058-05-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2021-B23 Mortgage Trust                                                                             | CUSIP: 08162RAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    213766 | PA      | $202583.21    | 0.03%             | 2054-02-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2021-B28 Mortgage Trust                                                                             | CUSIP: 08163GAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1152556 | PA      | $1126173.27   | 0.18%             | 2054-08-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2025-V14 Mortgage Trust                                                                             | CUSIP: 08164BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2040000 | PA      | $2144262.56   | 0.34%             | 2057-04-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2025-V16 Mortgage Trust                                                                             | CUSIP: 08164RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    690000 | PA      | $720418.37    | 0.11%             | 2058-08-15      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2024-V9 Mortgage Trust                                                                              | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1430000 | PA      | $1491298.81   | 0.23%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BETH ISRAEL LAHEY HEALTH                               | Beth Israel Lahey Health Inc                                                                                  | CUSIP: 08661UAC0<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |   1299000 | PA      | $1316100.11   | 0.21%             | 2030-07-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: —       |
| Black Diamond CLO Ltd                                  | Black Diamond CLO 2021-1 Ltd                                                                                  | CUSIP: 09204WAF1<br>LEI: 549300IEWA7GZ3ECTT90 | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $795906.40    | 0.13%             | 2034-11-22      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                 | Blackstone Private Credit Fund                                                                                | CUSIP: 09261HBR7<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    786000 | PA      | $791175.98    | 0.12%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                | Blackstone Secured Lending Fund                                                                               | CUSIP: 09261XAB8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2296920.97   | 0.36%             | 2026-09-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE                                 | Blackstone Reg Finance Co LLC                                                                                 | CUSIP: 092914AB6<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    983000 | PA      | $983984.59    | 0.15%             | 2030-11-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                            | BNP Paribas SA                                                                                                | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    249269 | PA      | $238895.05    | 0.04%             | 2028-09-30      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                            | BNP Paribas SA                                                                                                | CUSIP: 09659W2V5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    259000 | PA      | $263950.37    | 0.04%             | 2029-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                            | BNP Paribas SA                                                                                                | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    224000 | PA      | $230850.87    | 0.04%             | 2030-11-19      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                     | BMO 2025-5C12 Mortgage Trust                                                                                  | CUSIP: 09663VAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $774962.40    | 0.12%             | 2058-10-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                     | BMO 2025-5C11 Mortgage Trust                                                                                  | CUSIP: 096941AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940000 | PA      | $988960.46    | 0.16%             | 2058-07-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                              | Boeing Co/The                                                                                                 | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1018000 | PA      | $1028179.69   | 0.16%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                          | Boeing Co/The                                                                                                 | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1536651.37   | 0.24%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                          | Boeing Co/The                                                                                                 | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    711000 | PA      | $756358.96    | 0.12%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                                | Brighthouse Financial Global Funding                                                                          | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   1777000 | PA      | $1752279.90   | 0.28%             | 2026-05-24      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                                | Brighthouse Financial Global Funding                                                                          | CUSIP: 10921U2E7<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1409586.96   | 0.22%             | 2028-06-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                                | Brighthouse Financial Global Funding                                                                          | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    661000 | PA      | $670703.42    | 0.11%             | 2027-04-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                      | Brown & Brown Inc                                                                                             | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    137000 | PA      | $138424.04    | 0.02%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                 | Bunge Ltd Finance Corp                                                                                        | CUSIP: 120568BL3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1784861.01   | 0.28%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                       | CIFC Funding 2013-II Ltd                                                                                      | CUSIP: 12549BAY4<br>LEI: 2549009RG3XZEWMXDF59 | Long             | ABS-CBDO         | CORP              | KY        |    342770 | PA      | $343285.55    | 0.05%             | 2030-10-18      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                 | CNH Industrial Capital LLC                                                                                    | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    147000 | PA      | $148981.06    | 0.02%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                         | Consumer Portfolio Services Auto Trust 2025-A                                                                 | CUSIP: 12633SAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $858986.54    | 0.14%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                 | Canyon Capital CLO 2019-2 Ltd                                                                                 | CUSIP: 13887WAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1251007.50   | 0.20%             | 2034-10-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING                               | Capital Power US Holdings Inc                                                                                 | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2144000 | PA      | $2186511.98   | 0.34%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | Carmax Auto Owner Trust 2023-2                                                                                | CUSIP: 142921AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $860965.00    | 0.14%             | 2028-11-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                       | Carlyle Global Market Strategies CLO 2015-4 Ltd                                                               | CUSIP: 14311NBE3<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501218.00   | 0.24%             | 2032-07-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                       | Carlyle US CLO 2021-9 Ltd                                                                                     | CUSIP: 14317KAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1550000 | PA      | $1550463.45   | 0.24%             | 2034-10-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | CarMax Auto Owner Trust 2023-1                                                                                | CUSIP: 14318DAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1265000 | PA      | $1280628.06   | 0.20%             | 2029-01-16      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | Carmax Auto Owner Trust 2023-3                                                                                | CUSIP: 14319BAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1045193 | PA      | $1052559.89   | 0.17%             | 2028-05-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | CarMax Auto Owner Trust 2024-2                                                                                | CUSIP: 14319EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1175000 | PA      | $1189465.43   | 0.19%             | 2029-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                        | Carmax Select Receivables Trust 2025-B                                                                        | CUSIP: 14320BAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1415000 | PA      | $1419189.82   | 0.22%             | 2030-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                          | Carnival Corp                                                                                                 | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1950000 | PA      | $1917621.81   | 0.30%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2023-P4                                                                        | CUSIP: 14687NAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1377867 | PA      | $1391495.31   | 0.22%             | 2028-10-10      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2023-P3                                                                        | CUSIP: 14688GAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    965000 | PA      | $988273.48    | 0.16%             | 2029-07-10      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2024-P1                                                                        | CUSIP: 14688NAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1110000 | PA      | $1132268.71   | 0.18%             | 2030-03-11      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                               | Cassa Depositi e Prestiti SpA                                                                                 | CUSIP: 147918AF3<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |   1470000 | PA      | $1485106.53   | 0.23%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cathedral Lake LTD                                     | Cathedral Lake VI Ltd                                                                                         | CUSIP: 14919LAU8<br>LEI: 254900VBMJ6DSB3ZGA63 | Long             | ABS-CBDO         | CORP              | KY        |    820000 | PA      | $818227.98    | 0.13%             | 2034-04-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                      | Cedar Funding XI Clo Ltd                                                                                      | CUSIP: 15033LAW2<br>LEI: 2549004YLPCISGLL7978 | Long             | ABS-CBDO         | CORP              | KY        |   2778137 | PA      | $2780920.77   | 0.44%             | 2032-05-29      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                               | Celanese US Holdings LLC 2022 5-Year Delayed Draw Term Loan                                                   | CUSIP: 15089XAH2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | LON              | CORP              | US        |    177273 | PA      | $175500.07    | 0.03%             | 2027-03-18      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                           | Centene Corp                                                                                                  | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2302000 | PA      | $2275528.61   | 0.36%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                           | Centene Corp                                                                                                  | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    713000 | PA      | $665279.62    | 0.10%             | 2028-07-15      | Fixed         | 2.45%                 | 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        |   1105206 | PA      | $1115462.68   | 0.18%             | 2029-05-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                        | Citizens Auto Receivables Trust 2023-2                                                                        | CUSIP: 17295FAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1040000 | PA      | $1060295.18   | 0.17%             | 2030-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                                                                 | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3245000 | PA      | $3236912.68   | 0.51%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                                                                 | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    839000 | PA      | $863266.23    | 0.14%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                                                                 | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1101000 | PA      | $1108990.09   | 0.17%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust 2016-GC36                                                                 | CUSIP: 17324TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    493807 | PA      | $491214.02    | 0.08%             | 2049-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust 2017-P7                                                                   | CUSIP: 17325HBP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1560000 | PA      | $1542634.86   | 0.24%             | 2050-04-14      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                                                                 | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1234000 | PA      | $1251649.26   | 0.20%             | 2029-03-04      | Fixed         | 4.79%                 | 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        |    537376 | PA      | $540528.64    | 0.09%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                        | Citizens Auto Receivables Trust 2023-1                                                                        | CUSIP: 17331KAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1219592.40   | 0.19%             | 2030-10-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                               | Citizens Financial Group Inc                                                                                  | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    556000 | PA      | $579431.91    | 0.09%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HOLDINGS                               | Cleco Corporate Holdings LLC                                                                                  | CUSIP: 18551PAC3<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    441000 | PA      | $439417.92    | 0.07%             | 2026-05-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                     | CNO Global Funding                                                                                            | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    681000 | PA      | $697817.05    | 0.11%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                     | CNO Global Funding                                                                                            | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    379000 | PA      | $383646.82    | 0.06%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                     | CNO Global Funding                                                                                            | CUSIP: 18977W2H2<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    346000 | PA      | $347082.38    | 0.05%             | 2028-09-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                    | CommonSpirit Health                                                                                           | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1352177.75   | 0.21%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                     | Conagra Brands Inc                                                                                            | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   1407000 | PA      | $1426650.61   | 0.22%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                      | CUSIP: 20754LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     94088 | PA      | $94096.03     | 0.01%             | 2041-12-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                  | Continental Resources Inc/OK                                                                                  | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    994000 | PA      | $990806.48    | 0.16%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                  | Continental Resources Inc/OK                                                                                  | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2938838.91   | 0.46%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                         | CPS Auto Receivables Trust 2024-D                                                                             | CUSIP: 22411JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1510000 | PA      | $1512679.65   | 0.24%             | 2031-01-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust 2023-1                                                                      | CUSIP: 224927AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295301 | PA      | $295821.50    | 0.05%             | 2033-03-15      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                     | Energy Transfer LP                                                                                            | CUSIP: 226373AQ1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    806000 | PA      | $806034.40    | 0.13%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                     | Energy Transfer LP                                                                                            | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1314000 | PA      | $1329421.35   | 0.21%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust                                 | Crossroads Asset Trust 2025-A                                                                                 | CUSIP: 22767VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1690000 | PA      | $1701073.89   | 0.27%             | 2032-02-20      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                       | Crown Castle Inc                                                                                              | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    205000 | PA      | $208125.89    | 0.03%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                       | Crown Castle Inc                                                                                              | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    206000 | PA      | $208831.42    | 0.03%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                    | DBGS 2018-C1 Mortgage Trust                                                                                   | CUSIP: 23307DBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1510000 | PA      | $1512299.73   | 0.24%             | 2051-10-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                          | DTE Energy Co                                                                                                 | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    514000 | PA      | $527917.54    | 0.08%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                       | DT Midstream Inc                                                                                              | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1513000 | PA      | $1485844.34   | 0.23%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                           | Dell Equipment Finance Trust 2025-1                                                                           | CUSIP: 24703UAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    875000 | PA      | $894079.46    | 0.14%             | 2031-08-22      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                | Development Bank of Japan Inc                                                                                 | CUSIP: 25159MBP1<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |   1706000 | PA      | $1712244.64   | 0.27%             | 2027-08-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Diamondback E&P LLC                                    | Diamondback E&P LLC Delayed Draw Term Loan                                                                    | CUSIP: 25278YAG2<br>LEI: 549300T0SSYTER0K6J66 | Long             | LON              | CORP              | US        |   1687333 | PA      | $1689442.50   | 0.27%             | 2027-11-05      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                  | Dick's Sporting Goods Inc                                                                                     | CUSIP: 253393AH5<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   1274000 | PA      | $1252289.96   | 0.20%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                | Dryden 45 Senior Loan Fund                                                                                    | CUSIP: 26244MBA9<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |    370000 | PA      | $370406.26    | 0.06%             | 2030-10-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                | Dryden 43 Senior Loan Fund                                                                                    | CUSIP: 26245CBQ5<br>LEI: 5493002P75UIPU4MC757 | Long             | ABS-CBDO         | CORP              | KY        |   1270000 | PA      | $1270058.42   | 0.20%             | 2034-04-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                | Dryden 86 CLO Ltd                                                                                             | CUSIP: 26245XAY3<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |   1830000 | PA      | $1833347.07   | 0.29%             | 2034-07-17      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                | Dryden XXVI Senior Loan Fund                                                                                  | CUSIP: 26250UAQ8<br>LEI: 549300ENU7ZZLTPT3E22 | Long             | ABS-CBDO         | CORP              | KY        |     16069 | PA      | $16083.41     | 0.00%             | 2029-04-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                | Dryden 104 CLO Ltd                                                                                            | CUSIP: 26253BAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2040000 | PA      | $2043857.64   | 0.32%             | 2034-08-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS                                | Duquesne Light Holdings Inc                                                                                   | CUSIP: 266233AG0<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |   1006000 | PA      | $990908.51    | 0.16%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                      | EOG Resources Inc                                                                                             | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1778957.70   | 0.28%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                               | EQT Corp                                                                                                      | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    729000 | PA      | $724251.48    | 0.11%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                               | EQT Corp                                                                                                      | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    716000 | PA      | $741504.46    | 0.12%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                               | EQT Corp                                                                                                      | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    267000 | PA      | $294872.96    | 0.05%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                               | EQT Corp                                                                                                      | CUSIP: 26884LBH1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    760000 | PA      | $772038.31    | 0.12%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                         | EPR Properties                                                                                                | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    575000 | PA      | $573126.22    | 0.09%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                   | Enel Finance International NV                                                                                 | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    260000 | PA      | $260296.74    | 0.04%             | 2028-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                   | Enel Finance International NV                                                                                 | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    340000 | PA      | $339657.34    | 0.05%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2025-3 LLC                                                                         | CUSIP: 29375UAD1<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |   1545000 | PA      | $1577035.58   | 0.25%             | 2032-03-22      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                               | Equinix Europe 2 Financing Corp LLC                                                                           | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |    454000 | PA      | $457078.61    | 0.07%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                               | Equitable America Global Funding                                                                              | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    334000 | PA      | $338013.45    | 0.05%             | 2028-06-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                               | Equitable Financial Life Global Funding                                                                       | CUSIP: 29449WAQ0<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    339000 | PA      | $348192.33    | 0.05%             | 2028-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                | Essential Utilities Inc                                                                                       | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |   1236000 | PA      | $1249550.05   | 0.20%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC                               | Evergy Missouri West Inc                                                                                      | CUSIP: 30037FAA8<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |    843000 | PA      | $858354.24    | 0.14%             | 2027-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2024-3                                                                    | CUSIP: 30165AAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1805000 | PA      | $1812326.86   | 0.29%             | 2028-09-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2024-2                                                                    | CUSIP: 30166DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1530000 | PA      | $1543212.16   | 0.24%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2023-1                                                                    | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1270000 | PA      | $1291411.44   | 0.20%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2023-3                                                                    | CUSIP: 301989AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    886744 | PA      | $891304.40    | 0.14%             | 2028-06-15      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                     | Meta Platforms Inc                                                                                            | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    892000 | PA      | $898396.98    | 0.14%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                     | F&G Global Funding                                                                                            | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    226000 | PA      | $226805.30    | 0.04%             | 2028-09-08      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                                                     | CUSIP: 31288RET1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    599677 | PA      | $616372.82    | 0.10%             | 2055-05-01      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                                                     | CUSIP: 31288REV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    284287 | PA      | $292953.95    | 0.05%             | 2054-08-01      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                                                     | CUSIP: 31288RFU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    752497 | PA      | $766034.13    | 0.12%             | 2055-07-01      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                                                     | CUSIP: 31288RGT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    420195 | PA      | $429342.22    | 0.07%             | 2055-08-01      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                                                     | CUSIP: 31288RGV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    721911 | PA      | $732621.21    | 0.12%             | 2055-08-01      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                                                     | CUSIP: 31288RGW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    297090 | PA      | $302500.78    | 0.05%             | 2055-08-01      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                                                  | CUSIP: 3137FQ3A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6290000 | PA      | $6023373.82   | 0.95%             | 2029-09-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                               | CUSIP: 3140BN2P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165922 | PA      | $169026.86    | 0.03%             | 2055-10-01      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                               | CUSIP: 3140JCGC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172798 | PA      | $177952.48    | 0.03%             | 2054-02-01      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                               | CUSIP: 3140JCHN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99833 | PA      | $102074.32    | 0.02%             | 2053-10-01      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                               | CUSIP: 3140JCV76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2245422 | PA      | $2320166.46   | 0.37%             | 2055-09-01      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                               | CUSIP: 3140QWBH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    412580 | PA      | $418534.50    | 0.07%             | 2055-02-01      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                               | CUSIP: 3140XNC77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1832971 | PA      | $1915833.34   | 0.30%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                               | CUSIP: 3140XP5W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2086144 | PA      | $2174113.55   | 0.34%             | 2039-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                               | CUSIP: 3140Y7BA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    634358 | PA      | $650290.86    | 0.10%             | 2055-08-01      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                 | Federation des Caisses Desjardins du Quebec                                                                   | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    216000 | PA      | $218392.18    | 0.03%             | 2030-08-26      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                                                     | CUSIP: 3142BBHP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    420503 | PA      | $427130.83    | 0.07%             | 2055-10-01      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TR                                 | Fells Point Funding Trust                                                                                     | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1842000 | PA      | $1817488.47   | 0.29%             | 2027-01-31      | Fixed         | 3.05%                 | 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        |       133 | PA      | $133.09       | 0.00%             | 2065-05-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Fidelity Investments                                   | Fidelity Investments Money Market Government Portfolio                                                        | CUSIP: 31607A703<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |   1167134 | NS      | $1167133.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATL INFO SERV                                | Fidelity National Information Services Inc                                                                    | CUSIP: 31620MBJ4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    802000 | PA      | $786932.99    | 0.12%             | 2029-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fifth Third Auto Trust                                 | Fifth Third Auto Trust 2023-1                                                                                 | CUSIP: 31680EAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1565000 | PA      | $1594054.38   | 0.25%             | 2031-02-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                               | First Citizens BancShares Inc/NC                                                                              | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    812000 | PA      | $825007.62    | 0.13%             | 2031-03-12      | Fixed         | 5.23%                 | 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        |   1865000 | PA      | $1903619.86   | 0.30%             | 2030-05-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                             | Fiserv Inc                                                                                                    | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1086208.82   | 0.17%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO Ltd                                    | 522 Funding CLO 2020-6 Ltd                                                                                    | CUSIP: 33835AAY5<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |   2170000 | PA      | $2172163.49   | 0.34%             | 2034-10-23      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                   | Flutter Treasury DAC                                                                                          | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   1688000 | PA      | $1742048.07   | 0.27%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                           | Ford Credit Auto Lease Trust 2024-A                                                                           | CUSIP: 345290AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1105000 | PA      | $1111895.42   | 0.17%             | 2027-06-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                           | Ford Credit Auto Owner Trust 2022-D                                                                           | CUSIP: 345295AG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2260000 | PA      | $2293364.83   | 0.36%             | 2030-05-15      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit               | Ford Credit Auto Owner Trust 2023-REV1                                                                        | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1560000 | PA      | $1590974.27   | 0.25%             | 2035-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                                                                      | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    449000 | PA      | $455322.31    | 0.07%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                  | Foundry JV Holdco LLC                                                                                         | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2232000 | PA      | $2348278.23   | 0.37%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                  | Foundry JV Holdco LLC                                                                                         | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    275000 | PA      | $286165.78    | 0.05%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                               | Fox Corp                                                                                                      | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   1069000 | PA      | $1085160.53   | 0.17%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                | GA Global Funding Trust                                                                                       | CUSIP: 36143L2D6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1250438.89   | 0.20%             | 2028-09-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                | GA Global Funding Trust                                                                                       | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    158000 | PA      | $162977.38    | 0.03%             | 2029-01-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                              | GATX Corp                                                                                                     | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    184000 | PA      | $186689.21    | 0.03%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust 2015-GC34                                                                        | CUSIP: 36250VAD4<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |     14324 | PA      | $14185.65     | 0.00%             | 2048-10-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust 2016-GS4                                                                         | CUSIP: 36251XAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1457539 | PA      | $1444798.23   | 0.23%             | 2049-11-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust 2016-GS2                                                                         | CUSIP: 36252TAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $423186.70    | 0.07%             | 2049-05-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust 2017-GS8                                                                         | CUSIP: 36254KAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1132974.14   | 0.18%             | 2050-11-10      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust 2019-GSA1                                                                        | CUSIP: 36261PAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2010000 | PA      | $1910329.53   | 0.30%             | 2052-11-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                      | GXO Logistics Inc                                                                                             | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   3030000 | PA      | $3183476.92   | 0.50%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                                                               | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2257000 | PA      | $2341779.31   | 0.37%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                                                               | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    218000 | PA      | $218924.24    | 0.03%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                                                               | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37624.92     | 0.01%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                                                               | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    325000 | PA      | $329044.08    | 0.05%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                   | Glencore Funding LLC                                                                                          | CUSIP: 378272BK3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    201000 | PA      | $206537.85    | 0.03%             | 2028-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                   | Glencore Funding LLC                                                                                          | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    422000 | PA      | $428865.19    | 0.07%             | 2027-04-04      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                   | Glencore Funding LLC                                                                                          | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    618000 | PA      | $639033.14    | 0.10%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                   | Glencore Funding LLC                                                                                          | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    164000 | PA      | $167047.82    | 0.03%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                   | Glencore Funding LLC                                                                                          | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    479000 | PA      | $493919.76    | 0.08%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                    | Global Payments Inc                                                                                           | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    941000 | PA      | $919154.03    | 0.14%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                    | Global Payments Inc                                                                                           | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    681000 | PA      | $683435.66    | 0.11%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                    | Global Payments Inc                                                                                           | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    842000 | PA      | $844412.90    | 0.13%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust     | GM Financial Consumer Automobile Receivables Trust 2023-4                                                     | CUSIP: 379930AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1345109 | PA      | $1358243.39   | 0.21%             | 2028-08-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust     | GM Financial Consumer Automobile Receivables Trust 2024-2                                                     | CUSIP: 379931AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1499000 | PA      | $1526835.53   | 0.24%             | 2029-10-16      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                                                   | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3231000 | PA      | $3349037.51   | 0.53%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                                                   | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    451000 | PA      | $456035.74    | 0.07%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                                                   | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2087000 | PA      | $2162770.10   | 0.34%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                                                   | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2287000 | PA      | $2246202.39   | 0.35%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                        | Golub Capital Partners CLO 50B-R Ltd                                                                          | CUSIP: 38178DAN7<br>LEI: 254900N3E7Y6I5DRGW52 | Long             | ABS-CBDO         | CORP              | JE        |   2500000 | PA      | $2498580.00   | 0.39%             | 2035-04-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding                     | Gracie Point International Funding 2025-1 LLC                                                                 | CUSIP: 38411WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1065000 | PA      | $1065959.57   | 0.17%             | 2028-08-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Granite Park Equipment Leasing LLC                     | Granite Park Equipment Leasing 2023-1 LLC                                                                     | CUSIP: 387422AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    794586 | PA      | $800861.74    | 0.13%             | 2032-09-20      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Estate Notes                 | Greystone CRE Notes 2021-FL3 Ltd                                                                              | CUSIP: 39809PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     36326 | PA      | $36327.94     | 0.01%             | 2039-07-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                       | HF Sinclair Corp                                                                                              | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    913000 | PA      | $913898.77    | 0.14%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                                                             | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    549000 | PA      | $557648.20    | 0.09%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management Ltd                                | HPS Loan Management 2021-16 Ltd                                                                               | CUSIP: 40440XAL5<br>LEI: 529900WV2JMUABMCHN18 | Long             | ABS-CBDO         | CORP              | KY        |   1560000 | PA      | $1560624.00   | 0.25%             | 2035-01-23      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                             | Hasbro Inc                                                                                                    | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   1502000 | PA      | $1475720.35   | 0.23%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                             | HEICO Corp                                                                                                    | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    188000 | PA      | $193819.91    | 0.03%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                            | Hertz Vehicle Financing III LP                                                                                | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1690000 | PA      | $1652817.47   | 0.26%             | 2027-12-27      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                     | Honda Auto Receivables 2024-2 Owner Trust                                                                     | CUSIP: 437930AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1420000 | PA      | $1433430.36   | 0.23%             | 2028-11-20      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                            | Honeywell International Inc Term Loan A1                                                                      | CUSIP: 43852TCF0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | LON              | CORP              | US        |    687500 | PA      | $688359.38    | 0.11%             | 2027-05-07      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                               | Host Hotels & Resorts LP                                                                                      | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |   3073000 | PA      | $3070799.49   | 0.48%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                  | HPEFS Equipment Trust 2023-2                                                                                  | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1035000 | PA      | $1047284.93   | 0.16%             | 2031-07-21      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                                                                       | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    404000 | PA      | $408283.84    | 0.06%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                                                                       | CUSIP: 44891ADV6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    567000 | PA      | $576568.44    | 0.09%             | 2028-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                              | IQVIA Inc 2022 Term Loan A2                                                                                   | CUSIP: 44969CBM1<br>LEI: 549300PLWY28YB00C717 | Long             | LON              | CORP              | US        |    881579 | PA      | $882958.65    | 0.14%             | 2027-06-16      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                               | Icon Investments Six DAC                                                                                      | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    265000 | PA      | $270350.64    | 0.04%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                               | Icon Investments Six DAC                                                                                      | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   3358000 | PA      | $3507366.32   | 0.55%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                           | Illumina Inc                                                                                                  | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    446000 | PA      | $458119.06    | 0.07%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                           | Illumina Inc                                                                                                  | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    305000 | PA      | $305914.79    | 0.05%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                           | Illumina Inc                                                                                                  | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    470000 | PA      | $472630.24    | 0.07%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                | Imperial Brands Finance PLC                                                                                   | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    326000 | PA      | $324496.70    | 0.05%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                | Imperial Brands Finance PLC                                                                                   | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1838000 | PA      | $1892091.05   | 0.30%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                | Imperial Brands Finance PLC                                                                                   | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    573000 | PA      | $578529.18    | 0.09%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                           | ING Groep NV                                                                                                  | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    808000 | PA      | $819592.97    | 0.13%             | 2027-09-11      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                             | Intel Corp                                                                                                    | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1573000 | PA      | $1619306.95   | 0.25%             | 2030-02-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP              | Invitation Homes Operating Partnership LP 2024 Term Loan                                                      | CUSIP: 46187CAJ0<br>LEI: 549300147YMUQB3GW319 | Long             | LON              |  | US        |   1856000 | PA      | $1856000.00   | 0.29%             | 2028-09-09      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                      | ITC Holdings Corp                                                                                             | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    307000 | PA      | $310894.33    | 0.05%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                                                           | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1595288.13   | 0.25%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                                                           | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2147000 | PA      | $2204930.70   | 0.35%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                  | Jackson Financial Inc                                                                                         | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    305000 | PA      | $308579.03    | 0.05%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                               | Jackson National Life Global Funding                                                                          | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    787000 | PA      | $795079.52    | 0.13%             | 2028-06-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                               | Jackson National Life Global Funding                                                                          | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    657000 | PA      | $671135.95    | 0.11%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                               | Jackson National Life Global Funding                                                                          | CUSIP: 46849LVH1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    589000 | PA      | $590302.85    | 0.09%             | 2030-09-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                               | Jacobs Engineering Group Inc                                                                                  | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    768000 | PA      | $811214.27    | 0.13%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                      | Japan Tobacco Inc                                                                                             | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    870000 | PA      | $906607.56    | 0.14%             | 2030-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                  | KKR CLO 40 Ltd                                                                                                | CUSIP: 48254UAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250111.50    | 0.04%             | 2034-10-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                   | Keurig Dr Pepper Inc                                                                                          | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    288000 | PA      | $291120.22    | 0.05%             | 2027-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                   | Keurig Dr Pepper Inc                                                                                          | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    441000 | PA      | $442481.72    | 0.07%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                            | KeyBank NA/Cleveland OH                                                                                       | CUSIP: 49327M3G7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    404000 | PA      | $404108.30    | 0.06%             | 2026-01-26      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                      | Kinder Morgan Inc                                                                                             | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    322000 | PA      | $330117.45    | 0.05%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KUWAIT INTL BOND                                       | Kuwait International Government Bond                                                                          | CUSIP: 501499AD9<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |   1850000 | PA      | $1851447.16   | 0.29%             | 2028-10-09      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                    | LCM 33 Ltd                                                                                                    | CUSIP: 50202CAJ3<br>LEI: 5493006LYYH2XWCWW153 | Long             | ABS-CBDO         | CORP              | KY        |   1450000 | PA      | $1450430.65   | 0.23%             | 2034-07-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                    | LCM 34 Ltd                                                                                                    | CUSIP: 50203CAL7<br>LEI: 54930038DJKYPKSVRB29 | Long             | ABS-CBDO         | CORP              | KY        |   1820000 | PA      | $1821759.94   | 0.29%             | 2034-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                       | LPL Holdings Inc                                                                                              | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1869000 | PA      | $1869713.70   | 0.29%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                       | LPL Holdings Inc                                                                                              | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    222000 | PA      | $236987.35    | 0.04%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                       | LPL Holdings Inc                                                                                              | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    182000 | PA      | $185477.71    | 0.03%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                       | LPL Holdings Inc                                                                                              | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    263000 | PA      | $266872.05    | 0.04%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                             | LAD Auto Receivables Trust 2024-3                                                                             | CUSIP: 505709AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1195000 | PA      | $1206086.13   | 0.19%             | 2029-12-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                             | LAD Auto Receivables Trust 2023-4                                                                             | CUSIP: 50571AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1625000 | PA      | $1638241.48   | 0.26%             | 2028-06-15      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                               | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                            | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              |  | US        |   1265000 | PA      | $1253929.23   | 0.20%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                               | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                            | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              |  | US        |    960000 | PA      | $947076.19    | 0.15%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                             | LAD Auto Receivables Trust 2024-2                                                                             | CUSIP: 505920AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    725292 | PA      | $729724.35    | 0.11%             | 2028-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                   | Las Vegas Sands Corp                                                                                          | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    705000 | PA      | $700133.46    | 0.11%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                   | Las Vegas Sands Corp                                                                                          | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46865.88     | 0.01%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO                                   | Liberty Utilities Co                                                                                          | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    423000 | PA      | $438333.80    | 0.07%             | 2029-01-31      | Fixed         | 5.58%                 | 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        |    195820 | PA      | $195866.61    | 0.03%             | 2037-01-17      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                          | LOWES COS INC DELAYED DRAW TERM LOAN                                                                          | CUSIP: 54865PAX3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | LON              | CORP              | US        |   1895000 | PA      | $1887893.75   | 0.30%             | 2028-09-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust                        | M&T Bank Auto Receivables Trust 2024-1                                                                        | CUSIP: 55286TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2804000 | PA      | $2835343.11   | 0.45%             | 2032-02-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                                    | M&T Equipment 2024-LEAF1 Notes                                                                                | CUSIP: 55376YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1305000 | PA      | $1334271.15   | 0.21%             | 2031-08-18      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                    | Macquarie Group Ltd                                                                                           | CUSIP: 55608JAK4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    754000 | PA      | $747862.98    | 0.12%             | 2028-11-28      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                     | Macquarie Bank Ltd                                                                                            | CUSIP: 55608PBQ6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    309000 | PA      | $313734.14    | 0.05%             | 2026-12-07      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                               | Macquarie Airfinance Holdings Ltd                                                                             | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    534000 | PA      | $561724.37    | 0.09%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO Ltd.                                  | Marble Point CLO XV Ltd                                                                                       | CUSIP: 56606YBA2<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | KY        |   3120000 | PA      | $3121478.88   | 0.49%             | 2032-07-23      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                             | Mattel Inc                                                                                                    | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   2064000 | PA      | $2083461.83   | 0.33%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                   | Mercedes-Benz Auto Receivables Trust 2023-2                                                                   | CUSIP: 58769FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1384975 | PA      | $1403853.64   | 0.22%             | 2028-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                   | Mercedes-Benz Auto Receivables Trust 2023-2                                                                   | CUSIP: 58769FAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1558419.90   | 0.25%             | 2031-01-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                         | Mercedes-Benz Auto Lease Trust 2024-A                                                                         | CUSIP: 58770JAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2380000 | PA      | $2420621.36   | 0.38%             | 2030-02-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                            | Merchants Fleet Funding LLC                                                                                   | CUSIP: 588926AF2<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |    940114 | PA      | $946454.22    | 0.15%             | 2037-04-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                               | Microchip Technology Inc                                                                                      | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    465000 | PA      | $474897.82    | 0.07%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH                                 | Molex Electronic Technologies LLC                                                                             | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    548000 | PA      | $554625.13    | 0.09%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                 | Morgan Stanley Bank NA                                                                                        | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    833000 | PA      | $848921.29    | 0.13%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                 | Morgan Stanley Bank NA                                                                                        | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    711000 | PA      | $713432.99    | 0.11%             | 2027-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                                                | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5196000 | PA      | $5371007.26   | 0.85%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                                                | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2570616.05   | 0.40%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                                                | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    549000 | PA      | $560051.16    | 0.09%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                                                | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    396000 | PA      | $396038.01    | 0.06%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                                                | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    394000 | PA      | $394510.62    | 0.06%             | 2031-10-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                              | MSBAM                                                                                                         | CUSIP: 61778GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1990000 | PA      | $2088163.91   | 0.33%             | 2058-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL                                 | Mutual of Omaha Cos Global Funding                                                                            | CUSIP: 62829D2B5<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    375000 | PA      | $388805.66    | 0.06%             | 2028-12-12      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                       | NMEF Funding 2025-B LLC                                                                                       | CUSIP: 62919WAB5<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |    505000 | PA      | $506815.68    | 0.08%             | 2033-01-18      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                         | NRG Energy Inc                                                                                                | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1099926.92   | 0.17%             | 2025-12-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                         | NRG Energy Inc                                                                                                | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1058822.50   | 0.17%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                   | National Fuel Gas Co                                                                                          | CUSIP: 636180BP5<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    963000 | PA      | $973241.59    | 0.15%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                   | National Fuel Gas Co                                                                                          | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    241000 | PA      | $243713.20    | 0.04%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                   | National Fuel Gas Co                                                                                          | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1585205.31   | 0.25%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                      | NatWest Group PLC                                                                                             | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1018000 | PA      | $1021890.04   | 0.16%             | 2027-03-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2022-A                                                              | CUSIP: 63942MAA8<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    114018 | PA      | $104844.96    | 0.02%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Navesink CLO, Limited                                  | Navesink Clo 3 Ltd                                                                                            | CUSIP: 63943JAA4<br>LEI: 254900HE1XRTECV6VU64 | Long             | ABS-CBDO         | CORP              | KY        |   1550000 | PA      | $1550503.75   | 0.24%             | 2037-07-15      | Floating      | 5.80%                 | 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        |    976000 | PA      | $974763.38    | 0.15%             | 2027-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                 | NextEra Energy Capital Holdings Inc                                                                           | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    312000 | PA      | $315385.90    | 0.05%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                   | Niagara Mohawk Power Corp                                                                                     | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    398000 | PA      | $401215.83    | 0.06%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                                | Nissan Auto Lease Trust 2025-B                                                                                | CUSIP: 65481RAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    775000 | PA      | $781629.51    | 0.12%             | 2028-11-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN CORP                                      | NorthWestern Corp                                                                                             | CUSIP: 66807TAA0<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |   1848000 | PA      | $1902911.29   | 0.30%             | 2030-03-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                               | Occidental Petroleum Corp                                                                                     | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    161000 | PA      | $173739.29    | 0.03%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                               | Occidental Petroleum Corp                                                                                     | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1419259.66   | 0.22%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                               | Occidental Petroleum Corp                                                                                     | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    221000 | PA      | $225178.01    | 0.04%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                               | Occidental Petroleum Cor 2 Year Term Loan                                                                     | CUSIP: 67460TAR9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | LON              | CORP              | US        |    906430 | PA      | $907562.67    | 0.14%             | 2025-12-29      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                               | Octane Receivables Trust 2023-1                                                                               | CUSIP: 67571BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1330000 | PA      | $1350654.90   | 0.21%             | 2029-09-20      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                               | Octane Receivables Trust 2023-3                                                                               | CUSIP: 67571CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    264478 | PA      | $265972.88    | 0.04%             | 2029-03-20      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                               | Octane Receivables Trust 2024-3                                                                               | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1383028 | PA      | $1390474.69   | 0.22%             | 2030-05-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 44, Ltd.                   | Octagon Investment Partners 44 Ltd                                                                            | CUSIP: 67577LAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1050000 | PA      | $1050000.00   | 0.17%             | 2034-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                               | Octane Receivables Trust 2022-2                                                                               | CUSIP: 67578XAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    467050 | PA      | $467976.92    | 0.07%             | 2028-07-20      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 41, LTD.                   | Octagon Investment Partners 41 Ltd                                                                            | CUSIP: 67592FBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1499643.00   | 0.24%             | 2033-10-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| 1988 CLO Ltd.                                          | 1988 CLO 5 Ltd                                                                                                | CUSIP: 68252PAA4<br>LEI: 254900KAQBAF5XV8IU66 | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $601588.80    | 0.09%             | 2037-07-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                  | OneMain Direct Auto Receivables Trust 2019-1                                                                  | CUSIP: 68267EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8684 | PA      | $8680.76      | 0.00%             | 2027-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                  | OneMain Direct Auto Receivables Trust 2019-1                                                                  | CUSIP: 68267EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    753000 | PA      | $750760.95    | 0.12%             | 2028-11-14      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                  | OneMain Direct Auto Receivables Trust 2021-1                                                                  | CUSIP: 682687AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    315522 | PA      | $314232.94    | 0.05%             | 2028-07-14      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                       | OneMain Financial Issuance Trust 2023-1                                                                       | CUSIP: 68269JAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1955000 | PA      | $2027393.65   | 0.32%             | 2038-06-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                                                   | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1636000 | PA      | $1612712.05   | 0.25%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                  | Blue Owl Capital Corp                                                                                         | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   1494000 | PA      | $1455991.52   | 0.23%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                 | PNC Financial Services Group Inc/The                                                                          | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    590000 | PA      | $605178.52    | 0.10%             | 2031-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                         | PSEG Power LLC                                                                                                | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    331000 | PA      | $339928.53    | 0.05%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                         | PEAC Solutions Receivables 2024-2 LLC                                                                         | CUSIP: 69392BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    518074 | PA      | $519196.59    | 0.08%             | 2027-04-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                         | PEAC Solutions Receivables 2025-1 LLC                                                                         | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1790000 | PA      | $1801619.25   | 0.28%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                                                   | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    131000 | PA      | $128774.17    | 0.02%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                                                   | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    826592 | PA      | $825519.29    | 0.13%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                                                   | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147177.75    | 0.02%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                                                   | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1536000 | PA      | $1606115.19   | 0.25%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                                                   | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    327000 | PA      | $332464.76    | 0.05%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                               | Patterson-UTI Energy Inc                                                                                      | CUSIP: 703481AB7<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |   2078000 | PA      | $2045202.41   | 0.32%             | 2028-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| PenFed Auto Receivables Owner Trust                    | PenFed Auto Receivables Owner Trust 2022-A                                                                    | CUSIP: 706874AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    974000 | PA      | $974201.81    | 0.15%             | 2028-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                               | FirstEnergy Pennsylvania Electric Co                                                                          | CUSIP: 708696CA5<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    871000 | PA      | $873409.66    | 0.14%             | 2026-03-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                      | Suncor Energy Inc                                                                                             | CUSIP: 71644EAE2<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $509073.83    | 0.08%             | 2026-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                 | Philip Morris International Inc                                                                               | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    361000 | PA      | $369525.37    | 0.06%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                                  | Pinnacle West Capital Corp                                                                                    | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    131000 | PA      | $133283.67    | 0.02%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co                                         | KFC Holding Co 2021 Term Loan B                                                                               | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |   1453498 | PA      | $1461070.71   | 0.23%             | 2028-03-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust            | Porsche Financial Auto Securitization Trust 2024-1                                                            | CUSIP: 73328EAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1605000 | PA      | $1622527.24   | 0.26%             | 2032-12-22      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                           | Post CLO 2021-1 LTD                                                                                           | CUSIP: 73742FAL0<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1251083.75   | 0.20%             | 2034-10-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                            | Post Road Equipment Finance 2025-1 LLC                                                                        | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1084494 | PA      | $1092569.34   | 0.17%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                               | Principal Life Global Funding II                                                                              | CUSIP: 74256LEY1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   1072000 | PA      | $1100707.98   | 0.17%             | 2029-01-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                                   | Prologis Targeted US Logistics Fund LP                                                                        | CUSIP: 74350LAD6<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              |  | US        |    707000 | PA      | $704056.64    | 0.11%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                               | Public Service Enterprise Group Inc                                                                           | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    320000 | PA      | $330930.37    | 0.05%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                    | Citizens Bank NA/Providence RI                                                                                | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    650000 | PA      | $655082.74    | 0.10%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                     | Regal Rexnord Corp                                                                                            | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1029000 | PA      | $1031423.70   | 0.16%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                     | Regal Rexnord Corp                                                                                            | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    492000 | PA      | $509336.40    | 0.08%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                     | Regal Rexnord Corp                                                                                            | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    869000 | PA      | $923540.70    | 0.15%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                     | Regency Centers LP                                                                                            | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    891000 | PA      | $855041.32    | 0.13%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC                                  | Rentokil Terminix Funding LLC                                                                                 | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |    549000 | PA      | $560483.97    | 0.09%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                     | RGA Global Funding                                                                                            | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    363000 | PA      | $376766.17    | 0.06%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                     | RGA Global Funding                                                                                            | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   2233000 | PA      | $2242489.36   | 0.35%             | 2028-08-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                                         | Romark CLO Ltd                                                                                                | CUSIP: 77587UAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     35188 | PA      | $35203.98     | 0.01%             | 2030-10-23      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                | Royal Caribbean Cruises Ltd                                                                                   | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1025000 | PA      | $1011896.55   | 0.16%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                | Royal Caribbean Cruises Ltd                                                                                   | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   2150000 | PA      | $2166872.94   | 0.34%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                     | Royalty Pharma PLC                                                                                            | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    464000 | PA      | $463349.36    | 0.07%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| SCF Equipment Trust Llc                                | SCF Equipment Leasing 2024-1 LLC                                                                              | CUSIP: 783896AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1730830.18   | 0.27%             | 2032-01-20      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SABAL TRAIL TRANS                                      | Sabal Trail Transmission LLC                                                                                  | CUSIP: 78516FAA7<br>LEI: 5493002DWITGSZFUI977 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1988550.36   | 0.31%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                               | Sammons Financial Group Global Funding                                                                        | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    364000 | PA      | $375382.06    | 0.06%             | 2029-12-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                               | Sammons Financial Group Global Funding                                                                        | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    244000 | PA      | $247994.47    | 0.04%             | 2028-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                               | Santander UK Group Holdings PLC                                                                               | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    391000 | PA      | $409101.26    | 0.06%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                               | Santander UK Group Holdings PLC                                                                               | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    348000 | PA      | $348500.74    | 0.05%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2023-5                                                                 | CUSIP: 80286PAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1855000 | PA      | $1881601.81   | 0.30%             | 2029-12-17      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2024-2                                                                 | CUSIP: 80286YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2630000 | PA      | $2663969.08   | 0.42%             | 2029-07-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2023-1                                                                 | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2534735 | PA      | $2551111.14   | 0.40%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2024-1                                                                 | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1240000 | PA      | $1255281.02   | 0.20%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                | Santander Bank Auto Credit-Linked Notes Series 2023-A                                                         | CUSIP: 80290CBT0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1538148 | PA      | $1566059.90   | 0.25%             | 2033-06-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                | Santander Bank Auto Credit-Linked Notes Series 2024-A                                                         | CUSIP: 80290CCH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1016021 | PA      | $1036169.83   | 0.16%             | 2032-06-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                               | Saudi Government International Bond                                                                           | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    490000 | PA      | $500951.46    | 0.08%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union                               | SCCU Auto Receivables Trust 2025-1                                                                            | CUSIP: 80620BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1035000 | PA      | $1053002.38   | 0.17%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Seminole Tribe of Florida                              | Seminole Tribe of Florida 2022 Term Loan A                                                                    | CUSIP: 81683UAS6<br>LEI: 549300EWYRB8UULZD884 | Long             | LON              | CORP              | US        |    750000 | PA      | $749062.48    | 0.12%             | 2027-05-13      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                               | South Bow USA Infrastructure Holdings LLC                                                                     | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    465000 | PA      | $468698.23    | 0.07%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                         | Solventum Corp                                                                                                | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    162000 | PA      | $164245.07    | 0.03%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                         | Solventum Corp                                                                                                | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    337000 | PA      | $348594.16    | 0.05%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                | Southern Co Gas Capital Corp                                                                                  | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1244000 | PA      | $1246027.22   | 0.20%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                     | Southwest Gas Corp                                                                                            | CUSIP: 845011AF2<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    883000 | PA      | $909977.39    | 0.14%             | 2027-12-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                    | Sprint Capital Corp                                                                                           | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    568000 | PA      | $611880.44    | 0.10%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                 | Standard Chartered PLC                                                                                        | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    266000 | PA      | $269046.68    | 0.04%             | 2027-07-06      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                 | Standard Chartered PLC                                                                                        | CUSIP: 853254CW8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    335000 | PA      | $344710.15    | 0.05%             | 2028-02-08      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                 | Standard Chartered PLC                                                                                        | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    332000 | PA      | $338759.09    | 0.05%             | 2028-05-14      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                             | FIXED INC CLEARING CORP.REPO                                                                                  | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   3126146 | PA      | $3126145.54   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER                               | Stellantis Financial Services US Corp                                                                         | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1249000 | PA      | $1259314.64   | 0.20%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust | Stellantis Financial Underwritten Enhanced Lease Trust 2025-B                                                 | CUSIP: 858933AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    955000 | PA      | $960437.58    | 0.15%             | 2029-01-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                       | Symphony CLO XVIII Ltd                                                                                        | CUSIP: 87154GFL4<br>LEI: 549300JQYSBIW1AM8R32 | Long             | ABS-CBDO         | CORP              | KY        |    380000 | PA      | $380478.80    | 0.06%             | 2037-10-23      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                          | Synchrony Card Issuance Trust                                                                                 | CUSIP: 87166PAR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    975000 | PA      | $979934.48    | 0.15%             | 2031-11-17      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES                                | System Energy Resources Inc                                                                                   | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2149000 | PA      | $2233129.05   | 0.35%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                               | Take-Two Interactive Software Inc                                                                             | CUSIP: 874054AJ8<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   1452000 | PA      | $1455213.15   | 0.23%             | 2026-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                               | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                           | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1982000 | PA      | $2010403.47   | 0.32%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Solventum Corporation                                  | Solventum Corporation Term Loan                                                                               | CUSIP: 88562GAE9<br>LEI: 254900I70403OSGY4M28 | Long             | LON              | CORP              | US        |    190071 | PA      | $190546.61    | 0.03%             | 2027-03-08      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                       | Trinitas Clo VII Ltd                                                                                          | CUSIP: 89641CAU5<br>LEI: 549300F3XEPDOX3FOP69 | Long             | ABS-CBDO         | CORP              | KY        |   3100000 | PA      | $3095133.00   | 0.49%             | 2035-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                                       | Triton Container International Ltd                                                                            | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   1700000 | PA      | $1681843.71   | 0.26%             | 2026-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                  | Truist Financial Corp                                                                                         | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    248000 | PA      | $257490.52    | 0.04%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Trysail CLO Ltd                                        | Trysail CLO 2021-1 Ltd                                                                                        | CUSIP: 89855AAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1380000 | PA      | $1380345.00   | 0.22%             | 2036-10-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                          | UBS Commercial Mortgage Trust 2018-C9                                                                         | CUSIP: 90291JAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $939048.59    | 0.15%             | 2051-03-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                  | Uber Technologies Inc                                                                                         | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1787000 | PA      | $1788911.20   | 0.28%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                         | US Bank NA                                                                                                    | CUSIP: 90357PBC7<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |    391925 | PA      | $395402.82    | 0.06%             | 2032-02-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                                | United Airlines 2020-1 Class A Pass Through Trust                                                             | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1327588 | PA      | $1357712.42   | 0.21%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                             | US Bancorp                                                                                                    | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    536000 | PA      | $548636.36    | 0.09%             | 2027-10-26      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                             | US Bancorp                                                                                                    | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    190000 | PA      | $197153.50    | 0.03%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                             | US Bancorp                                                                                                    | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1891077.45   | 0.30%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                           | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8879000 | PA      | $8975767.25   | 1.41%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                           | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14146000 | PA      | $14265356.88  | 2.24%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                           | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16444000 | PA      | $16707360.86  | 2.63%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                           | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14275000 | PA      | $14327694.88  | 2.25%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                           | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3251000 | PA      | $3246640.80   | 0.51%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                           | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19179900 | PA      | $19304644.34  | 3.04%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                           | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19981500 | PA      | $20179363.61  | 3.18%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                           | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21536000 | PA      | $21663028.80  | 3.41%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VFI ABS LLC                                            | VFI ABS 2025-1 LLC                                                                                            | CUSIP: 91824UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1585670 | PA      | $1592102.38   | 0.25%             | 2030-06-24      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                        | Venture 45 Clo Ltd                                                                                            | CUSIP: 92326GAS7<br>LEI: 549300ZDR5K71IXJ2M57 | Long             | ABS-CBDO         | CORP              | JE        |    830000 | PA      | $830506.30    | 0.13%             | 2035-07-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                           | Veralto Corp                                                                                                  | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |   1346000 | PA      | $1358750.05   | 0.21%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                                | Verdant Receivables 2024-1 LLC                                                                                | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1191060 | PA      | $1214124.50   | 0.19%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                                | Verdant Receivables 2024-1 LLC                                                                                | CUSIP: 92339MAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1190000 | PA      | $1236229.83   | 0.19%             | 2031-12-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                                | Verdant Receivables 2025-1 LLC                                                                                | CUSIP: 92340GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    545000 | PA      | $547416.64    | 0.09%             | 2028-03-13      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                 | VICI Properties LP / VICI Note Co Inc                                                                         | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |    410000 | PA      | $409923.86    | 0.06%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                 | VICI Properties LP / VICI Note Co Inc                                                                         | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              |  | US        |    500000 | PA      | $496137.98    | 0.08%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                 | VICI Properties LP / VICI Note Co Inc                                                                         | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |    546000 | PA      | $552513.53    | 0.09%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                 | VICI Properties LP / VICI Note Co Inc                                                                         | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |   1450000 | PA      | $1422710.72   | 0.22%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                     | Expand Energy Corp                                                                                            | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1613000 | PA      | $1624880.34   | 0.26%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                               | Viper Energy Partners LLC                                                                                     | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |   1702000 | PA      | $1724491.93   | 0.27%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                               | Vistra Operations Co LLC                                                                                      | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    304000 | PA      | $301957.12    | 0.05%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                               | Vistra Operations Co LLC                                                                                      | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    131000 | PA      | $132215.16    | 0.02%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                               | Vistra Operations Co LLC                                                                                      | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1297478.00   | 0.20%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                               | Volkswagen Group of America Finance LLC                                                                       | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    388000 | PA      | $394529.10    | 0.06%             | 2026-11-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                               | Volkswagen Group of America Finance LLC                                                                       | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    269000 | PA      | $271234.81    | 0.04%             | 2027-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                           | Voya CLO 2015-3 Ltd                                                                                           | CUSIP: 92913UBN5<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |   1890000 | PA      | $1892878.47   | 0.30%             | 2031-10-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| VOYA GLOBAL FUNDING                                    | Voya Global Funding                                                                                           | CUSIP: 92921LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    738000 | PA      | $744286.52    | 0.12%             | 2030-11-24      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                        | WEA Finance LLC                                                                                               | CUSIP: 92928QAE8<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              |  | US        |    532000 | PA      | $528605.87    | 0.08%             | 2028-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                        | WEA Finance LLC                                                                                               | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              |  | US        |    483000 | PA      | $474110.49    | 0.07%             | 2027-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RTX Corporation                                        | RTX Corporation Term Loan                                                                                     | CUSIP: 000000000<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | LON              | CORP              | US        |   2000000 | PA      | $2002500.00   | 0.32%             | 2026-11-06      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                      | Wellfleet CLO 2021-3 Ltd                                                                                      | CUSIP: 94951JAJ9<br>LEI: 254900E0WT1R93N8OQ24 | Long             | ABS-CBDO         | CORP              | KY        |   1360000 | PA      | $1360811.92   | 0.21%             | 2035-01-15      | Floating      | 5.11%                 | 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        |   1316000 | PA      | $1383372.88   | 0.22%             | 2058-05-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                  | Wells Fargo & Co                                                                                              | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2069000 | PA      | $2144791.03   | 0.34%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                  | Wells Fargo & Co                                                                                              | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    445000 | PA      | $453808.60    | 0.07%             | 2029-04-23      | Fixed         | 4.97%                 | 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        |   1600000 | PA      | $1681359.84   | 0.26%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Western Funding Auto Loan Trust                        | Western Funding Auto Loan Trust 2025-1                                                                        | CUSIP: 958250AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1485000 | PA      | $1496549.44   | 0.24%             | 2035-07-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                               | Western Midstream Operating LP                                                                                | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $1069286.23   | 0.17%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL                                | Western-Southern Global Funding                                                                               | CUSIP: 95954A2B8<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |    460000 | PA      | $464073.59    | 0.07%             | 2028-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2025-2                                                                  | CUSIP: 96041KAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2165000 | PA      | $2175744.03   | 0.34%             | 2031-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2024-2                                                                  | CUSIP: 96042YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1125000 | PA      | $1136132.21   | 0.18%             | 2030-03-15      | Fixed         | 5.62%                 | 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        |   1640000 | PA      | $1656255.52   | 0.26%             | 2029-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                     | Wind River 2022-1 CLO Ltd                                                                                     | CUSIP: 97316YAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000487.00   | 0.16%             | 2035-07-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                        | Wingspire Equipment Finance 2025-1 LLC                                                                        | CUSIP: 97415CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1940000 | PA      | $1942511.14   | 0.31%             | 2033-09-20      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                      | World Omni Auto Receivables Trust 2023-D                                                                      | CUSIP: 98164DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2334482 | PA      | $2359199.83   | 0.37%             | 2029-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                      | World Omni Auto Receivables Trust 2024-B                                                                      | CUSIP: 98164HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $757080.60    | 0.12%             | 2029-09-17      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                | XPO Inc                                                                                                       | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   1547000 | PA      | $1581527.49   | 0.25%             | 2028-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Navesink CLO, Limited                                  | Navesink CLO 1 Ltd                                                                                            | CUSIP: 98886CAS5<br>LEI: 549300Z3UTJMSTE02P68 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $751689.00    | 0.12%             | 2033-07-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                                       | Zions Bancorp NA                                                                                              | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    856000 | PA      | $855406.18    | 0.13%             | 2028-08-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                            | Long: B87303781 IRS USD R V 12MSOFR 387303783 CCPOIS / Short: B87303781 IRS USD P F  3.58454 387303782 CCPOIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   8700000 | OU      | $-94405.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                            | Long: B29760411 IRS USD R V 12MSOFR 429760413 CCPOIS / Short: B29760411 IRS USD P F  4.28708 429760412 CCPOIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  43600000 | OU      | $-1756738.86  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| DAE SUKUK DIFC LTD                                     | DAE Sukuk Difc Ltd                                                                                            | CUSIP: 000000000<br>LEI: 635400AMGMPG1J5EQD94 | Long             | DBT              | CORP              | AE        |   2600000 | PA      | $2594312.58   | 0.41%             | 2026-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Romania Government International Bonds                 | Romania Government International Bonds                                                                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   2550000 | PA      | $2591018.03   | 0.41%             | 2027-11-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                 | US 5YR NOTE (CBT) MAR26                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -334 | NC      | $-62334.56    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                 | US 2YR NOTE (CBT) MAR26                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1435 | NC      | $97358.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                                | JP Morgan REPO 3.85% 12-1-2025                                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | RA               | CORP              | US        |   1500000 | PA      | $1500000.00   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Company                     | Hewlett Packard Enterprise Company Term Loan                                                                  | CUSIP: 000000000<br>LEI: 549300BX44RGX6ANDV88 | Long             | LON              | CORP              | US        |   1425333 | PA      | $1428896.66   | 0.22%             | 2029-09-12      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE                               | Pacific National Finance Pty Ltd                                                                              | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |   2900000 | PA      | $2877761.35   | 0.45%             | 2028-03-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                        | Bermuda Government International Bond                                                                         | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |   3600000 | PA      | $3592728.00   | 0.57%             | 2027-01-25      | Fixed         | 3.72%                 | Yes           |                  2 | On Loan: —       |
| Delos Aircraft Designated Activity Co                  | Delos Aircraft Designated Activity Co Term Loan                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |    706701 | PA      | $710802.97    | 0.11%             | 2027-10-31      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                            | CITIBANK NA DDCA                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |    129682 | NS      | $129681.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-08

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

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer