# EDGAR Filing Document

**Accession Number:** 0000911507
**File Stem:** 0001752724-25-176583
**Filing Date:** 2025-7
**Character Count:** 365223
**Document Hash:** 94ff535280ae0d6326c1e2575ce88863
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-176583.hdr.sgml**: 20250724

**ACCESSION NUMBER**: 0001752724-25-176583

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250724

**DATE AS OF CHANGE**: 20250724

**PERIOD START**: 20251130

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07988
- **FILM NUMBER:** 251146182

**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 Inflation Focused Fund (Series ID: S000031962)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000099493 | Class A      | LIFAX           |
| C000099494 | Class C      | LIFCX           |
| C000099495 | Class F      | LIFFX           |
| C000099496 | Class I      | LIFIX           |
| C000099497 | Class R2     | LIFQX           |
| C000099498 | Class R3     | LIFRX           |
| C000156650 | Class R4     | LIFKX           |
| C000156651 | Class R5     | LIFTX           |
| C000156652 | Class R6     | LIFVX           |
| C000188254 | Class F3     | LIFOX           |

## 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 Inflation Focused Fund

- **b. EDGAR series identifier (if any):** S000031962

- **c. LEI of Series:** XER1ATGF2H4CFV3O1571

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $853983764.09

**Total Liabilities:** $95854229.37

**Net Assets:** $758129534.72

**Delayed Delivery Securities:** $72088409.71

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2961.29000000 | **1-Year:** -52393.66000000 | **5-Year:** -58804.66000000 | **10-Year:** -1619.85000000 | **30-Year:** -275.92000000

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

- **3-Month:** -1262.25000000 | **1-Year:** -11578.47000000 | **5-Year:** -10742.95000000 | **10-Year:** -399.48000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000099493 | 0.90%                | 0.34%                | 0.05%                |
| Class ID C000099496 | 0.83%                | 0.44%                | 0.07%                |
| Class ID C000099494 | 0.76%                | 0.37%                | 0.00%                |
| Class ID C000188254 | 0.84%                | 0.45%                | -0.01%               |
| Class ID C000156650 | 0.81%                | 0.42%                | 0.05%                |
| Class ID C000156651 | 0.83%                | 0.44%                | 0.07%                |
| Class ID C000099497 | 0.78%                | 0.39%                | -0.07%               |
| Class ID C000099498 | 0.87%                | 0.31%                | 0.03%                |
| Class ID C000156652 | 0.84%                | 0.45%                | -0.01%               |
| Class ID C000099495 | 0.91%                | 0.35%                | 0.06%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-543490.04              | $-394797.94                                |
| Month 2  | $166223.89               | $314943.09                                 |
| Month 3  | $-674864.53              | $616359.64                                 |

**Designated Index Information**

- **Index Name:** Bloomberg Barclay US TIPS Index

- **Index Identifier:** BC304T

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UNITED AIRLINES INC                              | United Airlines Inc                                                                                                                        | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1433723.37   | 0.19%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AGL CLO 14, LTD.                                 | AGL CLO 14 Ltd                                                                                                                             | CUSIP: 00851WAL3<br>LEI: 254900G6P36ERQHAIS15 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1997164.00   | 0.26%             | 2034-12-02      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: B56088597 IRS USD R V 12MUSCPI 356088599 CCPINFLATIONZERO / Short: B56088597 IRS USD P F  2.47400 356088598 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |   8200000 | OU      | $-24871.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                        | Nelnet Student Loan Trust 2021-A                                                                                                           | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2029399 | PA      | $1891905.99   | 0.25%             | 2062-04-20      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                   | Synchrony Bank                                                                                                                             | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253453.35    | 0.03%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                          | Verdant Receivables 2025-1 LLC                                                                                                             | CUSIP: 92340GAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1935000 | PA      | $1940513.30   | 0.26%             | 2033-05-12      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: B69087212 IRS USD R V 12MUSCPI 469087214 CCPINFLATIONZERO / Short: B69087212 IRS USD P F  2.87000 469087213 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |  20000000 | OU      | $-47573.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                 | LPL Holdings Inc                                                                                                                           | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    296000 | PA      | $297466.51    | 0.04%             | 2030-03-15      | Fixed         | 5.20%                 | 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        |   1080000 | PA      | $1121404.07   | 0.15%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                            | Whistler Pipeline LLC                                                                                                                      | CUSIP: 96337RAA0<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    690000 | PA      | $692828.66    | 0.09%             | 2029-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                         | ONEOK Inc                                                                                                                                  | CUSIP: 29336UAE7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $1013000.00   | 0.13%             | 2025-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                         | Navoi Mining & Metallurgical Combinat                                                                                                      | CUSIP: 63890CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |    293000 | PA      | $296276.79    | 0.04%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2024-CNYN                                                                                                                         | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1132979 | PA      | $1135787.35   | 0.15%             | 2041-04-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                              | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   2700000 | PA      | $2650907.79   | 0.35%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                         | Jackson National Life Global Funding                                                                                                       | CUSIP: 46849LVB4<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    449000 | PA      | $444403.43    | 0.06%             | 2029-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge Inc                                                                                                                               | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    524000 | PA      | $535732.09    | 0.07%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    629906 | PA      | $631377.20    | 0.08%             | 2044-09-25      | Floating      | 5.47%                 | 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        |   1275565 | PA      | $1275657.17   | 0.17%             | 2039-07-15      | Floating      | 5.46%                 | 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        |   2175000 | PA      | $2209966.82   | 0.29%             | 2030-02-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                               | Expand Energy Corp                                                                                                                         | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1209778.57   | 0.16%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EVERI HOLDINGS INC                               | Everi Holdings Inc                                                                                                                         | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2016392.00   | 0.27%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                               | Long: SLFI22IE4 IRS USD R F  1.64500 SLFI22IE4_FIX INFLATIONZERO / Short: SLFI22IE4 IRS USD P V 12MUSCPI SLFI22IE4_INF INFLATIONZERO       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |  15000000 | OU      | $-2646978.45  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                     | Synopsys Inc                                                                                                                               | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    681000 | PA      | $687895.73    | 0.09%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                         | FirstEnergy Transmission LLC                                                                                                               | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    228000 | PA      | $225994.88    | 0.03%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: B68750139 IRS USD R V 12MUSCPI 468750141 CCPINFLATIONZERO / Short: B68750139 IRS USD P F  2.69200 468750140 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |  20000000 | OU      | $-46463.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    215000 | PA      | $217603.24    | 0.03%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                               | Aqua Finance Trust 2021-A                                                                                                                  | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    262834 | PA      | $241058.92    | 0.03%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1429000 | PA      | $1409932.57   | 0.19%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                         | Octane Receivables Trust 2024-3                                                                                                            | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    570000 | PA      | $570707.54    | 0.08%             | 2030-05-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding LVII Ltd                                                                                                              | CUSIP: 55822GAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2450000 | PA      | $2451107.40   | 0.32%             | 2034-07-27      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                            | Athene Global Funding                                                                                                                      | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1477640.29   | 0.19%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                          | Canadian Natural Resources Ltd                                                                                                             | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    211000 | PA      | $210261.54    | 0.03%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                               | Ally Financial Inc                                                                                                                         | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   5002000 | PA      | $5010955.58   | 0.66%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                                                                              | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1682660.57   | 0.22%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| 6297782 LLC                                      | South Bow USA Infrastructure Holdings LLC                                                                                                  | CUSIP: 83007CAA0<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    756000 | PA      | $756684.72    | 0.10%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    642000 | PA      | $650490.52    | 0.09%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                            | Stellantis Finance US Inc                                                                                                                  | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501573.11    | 0.07%             | 2028-03-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                   | Capital One NA                                                                                                                             | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    510000 | PA      | $520437.05    | 0.07%             | 2028-08-09      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                           | Santander Holdings USA Inc                                                                                                                 | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   2232000 | PA      | $2145486.65   | 0.28%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                    | DTE Energy Co                                                                                                                              | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    509000 | PA      | $516196.16    | 0.07%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER                            | AG TTMT Escrow Issuer LLC                                                                                                                  | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1329000 | PA      | $1380571.85   | 0.18%             | 2027-09-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                         | Octane Receivables Trust 2024-2                                                                                                            | CUSIP: 67578YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    599523 | PA      | $604813.42    | 0.08%             | 2032-07-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                         | Crowdstrike Holdings Inc                                                                                                                   | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |    948000 | PA      | $887953.30    | 0.12%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2024-DNA3                                                                                                    | CUSIP: 35564NEZ2<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | USGSE             | US        |    138781 | PA      | $138740.43    | 0.02%             | 2044-10-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                            | KKR CLO 43 Ltd                                                                                                                             | CUSIP: 48255UAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3016872.00   | 0.40%             | 2036-01-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                           | Protective Life Global Funding                                                                                                             | CUSIP: 74368CCC6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    442000 | PA      | $442717.53    | 0.06%             | 2030-06-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                             | Matador Resources Co                                                                                                                       | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   1666000 | PA      | $1690163.66   | 0.22%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                         | Microchip Technology Inc                                                                                                                   | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    498000 | PA      | $499613.17    | 0.07%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                 | LPL Holdings Inc                                                                                                                           | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    508000 | PA      | $509344.09    | 0.07%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                 | First National Master Note Trust                                                                                                           | CUSIP: 32113CCE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1230000 | PA      | $1247131.93   | 0.16%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                            | Caesars Entertainment Inc                                                                                                                  | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    167000 | PA      | $167349.70    | 0.02%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2471000 | PA      | $2449787.65   | 0.32%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                              | Quanta Services Inc                                                                                                                        | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    546000 | PA      | $548430.85    | 0.07%             | 2027-08-09      | Fixed         | 4.75%                 | 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        |    538000 | PA      | $521508.26    | 0.07%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds           | Dominican Republic International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    129000 | PA      | $130562.19    | 0.02%             | 2026-01-29      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    675777 | PA      | $691492.31    | 0.09%             | 2043-01-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                         | Boost Newco Borrower LLC 2025 USD Term Loan B                                                                                              | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |   1750000 | PA      | $1755197.50   | 0.23%             | 2031-01-31      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                | Cedar Funding VII Clo Ltd                                                                                                                  | CUSIP: 15032FAM8<br>LEI: 549300G87EGFMLOYN341 | Long             | ABS-CBDO         | CORP              | KY        |    720000 | PA      | $720406.80    | 0.10%             | 2031-01-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: B96686361 IRS USD R V 12MUSCPI 496686363 CCPINFLATIONZERO / Short: B96686361 IRS USD P F  2.44600 496686362 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |   5700000 | OU      | $-234.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                         | First Citizens BancShares Inc/NC                                                                                                           | CUSIP: 31946MAA1<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    313000 | PA      | $312953.70    | 0.04%             | 2030-03-15      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                   | PSEG Power LLC                                                                                                                             | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    426000 | PA      | $430273.85    | 0.06%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co                                                                                                                        | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    646000 | PA      | $653501.18    | 0.09%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2024-DNA2                                                                                                    | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |   2018627 | PA      | $2028869.46   | 0.27%             | 2044-05-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                             | Range Resources Corp                                                                                                                       | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |   1282000 | PA      | $1317775.49   | 0.17%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                               | Osaic Holdings Inc                                                                                                                         | CUSIP: 00791GAA5<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    829000 | PA      | $834349.09    | 0.11%             | 2027-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC      | BBCMS Mortgage Trust 2024-5C29                                                                                                             | CUSIP: 05555PAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1195811.76   | 0.16%             | 2057-09-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                              | M&T Equipment 2024-LEAF1 Notes                                                                                                             | CUSIP: 55376YAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    395000 | PA      | $396913.46    | 0.05%             | 2031-08-18      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                               | Viterra Finance BV                                                                                                                         | CUSIP: 92852LAC3<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |   4414000 | PA      | $4415637.02   | 0.58%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | Centene Corp                                                                                                                               | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   3407000 | PA      | $3329665.53   | 0.44%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                           | RR 8 Ltd                                                                                                                                   | CUSIP: 74980FAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2751694.00   | 0.36%             | 2037-07-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                         | Microchip Technology Inc                                                                                                                   | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    427000 | PA      | $428656.28    | 0.06%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Regatta XIV Funding Ltd                          | Regatta XIV Funding Ltd                                                                                                                    | CUSIP: 75888MAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1578732 | PA      | $1579453.84   | 0.21%             | 2031-10-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                     | Barclays PLC                                                                                                                               | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1142000 | PA      | $1144389.12   | 0.15%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                       | Air Canada                                                                                                                                 | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    995000 | PA      | $983070.85    | 0.13%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2024-3                                                                                                 | CUSIP: 30165AAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    705000 | PA      | $714201.59    | 0.09%             | 2030-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2015-GS1                                                                                                      | CUSIP: 36252AAE6<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |    849010 | PA      | $1843.37      | 0.00%             | 2048-11-10      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HOLDINGS                         | Cleco Corporate Holdings LLC                                                                                                               | CUSIP: 18551PAC3<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    283000 | PA      | $279771.23    | 0.04%             | 2026-05-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                         | F&G Annuities & Life Inc                                                                                                                   | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1166379.57   | 0.15%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                          | Studio City Finance Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    746000 | PA      | $744841.32    | 0.10%             | 2025-07-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BL514MB78 IRS USD R V 12MUSCPI SL514MB78_INF CCPINFLATIONZERO / Short: BL514MB78 IRS USD P F  2.34500 SL514MB78_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $1102492.00   | 0.15%             |  |  |  | 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        |   2070000 | PA      | $2096897.58   | 0.28%             | 2028-06-15      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                               | CNO Global Funding                                                                                                                         | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   1313000 | PA      | $1260931.62   | 0.17%             | 2026-10-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                                                                             | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    476000 | PA      | $480888.97    | 0.06%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                                                                                    | CUSIP: 44891ABX4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    910000 | PA      | $834205.30    | 0.11%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust 2025-1                                                                                              | CUSIP: 80288DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    560000 | PA      | $563269.45    | 0.07%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                  | Gen Digital Inc 2021 Term Loan A                                                                                                           | CUSIP: 66877AAC2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |   2218750 | PA      | $2220369.69   | 0.29%             | 2027-09-10      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                 | ArcelorMittal SA                                                                                                                           | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    604000 | PA      | $626595.58    | 0.08%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050478<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9064000 | PA      | $9064328.03   | 1.20%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                         | EQT Corp                                                                                                                                   | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2239000 | PA      | $2202395.87   | 0.29%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                                                                             | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    692000 | PA      | $698634.04    | 0.09%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BLMH2AG02 IRS USD R V 12MUSCPI SLMH2AG02_INF CCPINFLATIONZERO / Short: BLMH2AG02 IRS USD P F  2.39625 SLMH2AG02_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $1061335.90   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust 2024-3                                                                                              | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3632000 | PA      | $3656096.14   | 0.48%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                                   | Ohio Edison Co                                                                                                                             | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $148251.71    | 0.02%             | 2029-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                             | Atlas Warehouse Lending Co LP                                                                                                              | CUSIP: 049463AD4<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    464000 | PA      | $466947.66    | 0.06%             | 2028-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BL1S5GC17 IRS USD R V 12MUSCPI SL1S5GC17_FLO CCPINFLATIONZERO / Short: BL1S5GC17 IRS USD P F  1.97600 SL1S5GC17_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $1562449.80   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                             | Bank of America Corp                                                                                                                       | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    541000 | PA      | $531405.88    | 0.07%             | 2029-03-05      | Fixed         | 3.97%                 | 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        |   1250000 | PA      | $1271633.25   | 0.17%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                       | US Bancorp                                                                                                                                 | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    802000 | PA      | $812172.05    | 0.11%             | 2030-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC                            | Holcim Finance US LLC                                                                                                                      | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    560000 | PA      | $563027.06    | 0.07%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                                 | Triton Container International Ltd                                                                                                         | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   3872000 | PA      | $3777393.45   | 0.50%             | 2026-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                               | BMO 2023-5C2 Mortgage Trust                                                                                                                | CUSIP: 05610QAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $854532.64    | 0.11%             | 2056-11-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                                                                                         | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2026059.24   | 0.27%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BL1S4SDH6 IRS USD R V 12MUSCPI SL1S4SDH6_INF CCPINFLATIONZERO / Short: BL1S4SDH6 IRS USD P F  2.37450 SL1S4SDH6_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $1070168.50   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                                                                                   | CUSIP: 55903VBB8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1737059.94   | 0.23%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                         | Lloyds Banking Group PLC                                                                                                                   | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   5156000 | PA      | $5146791.18   | 0.68%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| LBA Trust                                        | LBA Trust 2024-7IND                                                                                                                        | CUSIP: 52109XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $551108.86    | 0.07%             | 2041-10-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| AEGON FUNDING CO LLC                             | AEGON Funding Co LLC                                                                                                                       | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |   1714000 | PA      | $1731995.89   | 0.23%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                               | Dominican Republic International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    296000 | PA      | $307048.20    | 0.04%             | 2027-04-20      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                               | RGA Global Funding                                                                                                                         | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    660000 | PA      | $677905.53    | 0.09%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                           | Anglo American Capital PLC                                                                                                                 | CUSIP: 034863AU4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    788000 | PA      | $783248.36    | 0.10%             | 2028-03-15      | Fixed         | 4.50%                 | 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        |    974000 | PA      | $1002782.40   | 0.13%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                         | Jaguar Land Rover Automotive PLC                                                                                                           | CUSIP: 47010BAJ3<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |   1424000 | PA      | $1428887.17   | 0.19%             | 2025-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: B12162267 IRS USD R V 12MUSCPI 412162269 CCPINFLATIONZERO / Short: B12162267 IRS USD P F  2.43900 412162268 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |   8000000 | OU      | $55258.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania Government International Bonds           | Romania Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1206000 | PA      | $1196256.88   | 0.16%             | 2027-11-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                 | Carlyle Global Market Strategies CLO 2014-3-R Ltd                                                                                          | CUSIP: 14315LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    205540 | PA      | $205759.59    | 0.03%             | 2031-07-27      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                       | Intel Corp                                                                                                                                 | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    428000 | PA      | $420176.75    | 0.06%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                            | Helmerich & Payne Inc                                                                                                                      | CUSIP: 423452AJ0<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    913000 | PA      | $862391.22    | 0.11%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                               | BMO 2024-5C5 Mortgage Trust                                                                                                                | CUSIP: 05593RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1110000 | PA      | $1151390.79   | 0.15%             | 2057-02-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| GREENKO DUTCH BV                                 | Greenko Dutch BV                                                                                                                           | CUSIP: 39530LAD2<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |   1378960 | PA      | $1350739.58   | 0.18%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                     | Navient Corp                                                                                                                               | CUSIP: 63938CAH1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    800000 | PA      | $800188.70    | 0.11%             | 2025-06-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                               | F&G Global Funding                                                                                                                         | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1045982.81   | 0.14%             | 2026-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                  | Danske Bank A/S                                                                                                                            | CUSIP: 23636AAZ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    608000 | PA      | $602309.78    | 0.08%             | 2026-09-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                   | Morgan Stanley Capital I Trust 2016-UBS11                                                                                                  | CUSIP: 61767FBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3246841 | PA      | $36065.91     | 0.00%             | 2049-08-15      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                         | Permian Resources Operating LLC                                                                                                            | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   1001000 | PA      | $999011.91    | 0.13%             | 2026-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation            | AMMC CLO 25 Ltd                                                                                                                            | CUSIP: 00177GAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1980000 | PA      | $1980845.46   | 0.26%             | 2035-04-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                       | US Bancorp                                                                                                                                 | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    909000 | PA      | $936246.23    | 0.12%             | 2027-10-26      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                                                                               | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    476000 | PA      | $480303.62    | 0.06%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                                                                                | CUSIP: 61766RBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3687234 | PA      | $41092.01     | 0.01%             | 2049-11-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                          | Dell International LLC / EMC Corp                                                                                                          | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    344000 | PA      | $345654.29    | 0.05%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                            | KKR CLO 23 Ltd                                                                                                                             | CUSIP: 48252YAQ2<br>LEI: 549300ULSPVDFXMNXZ65 | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1601529.60   | 0.21%             | 2031-10-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS                                     | NMI Holdings Inc                                                                                                                           | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |    273000 | PA      | $277415.84    | 0.04%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                           | HAT Holdings I LLC / HAT Holdings II LLC                                                                                                   | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    158000 | PA      | $162819.00    | 0.02%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                          | GA Global Funding Trust                                                                                                                    | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1130292.41   | 0.15%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                         | Macquarie Airfinance Holdings Ltd                                                                                                          | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   1034000 | PA      | $1019212.97   | 0.13%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                                      | Columbia Cent CLO 31 Ltd                                                                                                                   | CUSIP: 19737LAS2<br>LEI: 5493007YZPNOMQEILE23 | Long             | ABS-CBDO         | CORP              | KY        |   1670000 | PA      | $1662643.65   | 0.22%             | 2034-04-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust            | Wells Fargo Commercial Mortgage Trust 2019-C50                                                                                             | CUSIP: 95001XBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $143009.39    | 0.02%             | 2052-05-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                         | Permian Resources Operating LLC                                                                                                            | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    983000 | PA      | $1001403.73   | 0.13%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                             | Flutter Treasury DAC                                                                                                                       | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    961000 | PA      | $984758.80    | 0.13%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TCI-Flatiron CLO Ltd                             | TCI-Flatiron Clo 2018-1 Ltd                                                                                                                | CUSIP: 87232AAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    149924 | PA      | $150093.31    | 0.02%             | 2032-01-29      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   3000000 | PA      | $3106475.73   | 0.41%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL                           | Mutual of Omaha Cos Global Funding                                                                                                         | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    420000 | PA      | $424850.13    | 0.06%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                 | GGAM Finance Ltd                                                                                                                           | CUSIP: 36170JAB2<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    799000 | PA      | $807179.36    | 0.11%             | 2026-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                                                                                       | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    969000 | PA      | $1008144.11   | 0.13%             | 2028-10-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                         | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                                         | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              |  | US        |   1741000 | PA      | $1739912.22   | 0.23%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                 | DT Midstream Inc                                                                                                                           | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    993000 | PA      | $946453.65    | 0.12%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                                                                              | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    403000 | PA      | $381408.07    | 0.05%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust               | Honda Auto Receivables 2023-4 Owner Trust                                                                                                  | CUSIP: 438123AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1011787.60   | 0.13%             | 2028-06-21      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                     | Veralto Corp                                                                                                                               | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    706000 | PA      | $724902.39    | 0.10%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SODEXO INC                                       | Sodexo Inc                                                                                                                                 | CUSIP: 833794AC4<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |    281000 | PA      | $283333.24    | 0.04%             | 2030-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                      | Swedbank AB                                                                                                                                | CUSIP: 870195AD6<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    696000 | PA      | $699794.52    | 0.09%             | 2029-11-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust            | GM Financial Automobile Leasing Trust 2025-1                                                                                               | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    785000 | PA      | $788482.73    | 0.10%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                           | GE HealthCare Technologies Inc                                                                                                             | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    232000 | PA      | $233320.75    | 0.03%             | 2029-08-14      | Fixed         | 4.80%                 | 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        |   2405000 | PA      | $2432638.74   | 0.32%             | 2029-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust 2023-3                                                                                              | CUSIP: 80285XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    875000 | PA      | $887871.43    | 0.12%             | 2030-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                                   | Romark CLO Ltd                                                                                                                             | CUSIP: 77587UAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1739946 | PA      | $1741142.75   | 0.23%             | 2030-10-23      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BL9J0A358 IRS USD R V 12MUSCPI INF_SL9J0A358 CCPINFLATIONZERO / Short: BL9J0A358 IRS USD P F  2.63750 FIX_SL9J0A358 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  19000000 | OU      | $94227.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                | Rakuten Group Inc                                                                                                                          | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |   1825000 | PA      | $1971405.93   | 0.26%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-HQA3                                                                                                    | CUSIP: 35564KE39<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | USGSE             | US        |    331860 | PA      | $338122.04    | 0.04%             | 2042-08-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2012-CCRE4 Mortgage Trust                                                                                                             | CUSIP: 12624QAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    861123 | PA      | $13943.13     | 0.00%             | 2045-10-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                         | Macquarie Airfinance Holdings Ltd                                                                                                          | CUSIP: 55609NAB4<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   1902000 | PA      | $1991749.67   | 0.26%             | 2029-03-30      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                           | Federation des Caisses Desjardins du Quebec                                                                                                | CUSIP: 31429KAK9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    439000 | PA      | $452436.76    | 0.06%             | 2028-03-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust            | Wells Fargo Commercial Mortgage Trust 2016-LC24                                                                                            | CUSIP: 95000HBK7<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |   7056835 | PA      | $77806.55     | 0.01%             | 2049-10-15      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                       | Intel Corp                                                                                                                                 | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    377000 | PA      | $341114.24    | 0.04%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| XPO INC                                          | XPO Inc                                                                                                                                    | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   1109000 | PA      | $1122159.39   | 0.15%             | 2028-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                                                                                    | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1497000 | PA      | $1545799.31   | 0.20%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                             | Las Vegas Sands Corp                                                                                                                       | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1587000 | PA      | $1553282.28   | 0.20%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | BNP Paribas SA                                                                                                                             | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    446000 | PA      | $445773.69    | 0.06%             | 2026-06-09      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                         | Aon Corp                                                                                                                                   | CUSIP: 037389AK9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |   1183000 | PA      | $1243658.15   | 0.16%             | 2027-01-01      | Fixed         | 8.21%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust            | Wells Fargo Commercial Mortgage Trust 2025-5C3                                                                                             | CUSIP: 95004JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1681209.12   | 0.22%             | 2058-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                                                                             | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    448000 | PA      | $465301.14    | 0.06%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2014-USA OA LLC                                                                                                                       | CUSIP: 12649AAE9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |  39135267 | PA      | $62373.79     | 0.01%             | 2037-09-15      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                         | Octane Receivables Trust 2022-2                                                                                                            | CUSIP: 67578XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    208943 | PA      | $209005.45    | 0.03%             | 2028-02-22      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Company LLC        | Corpay Technologies Operating Company LLC Term Loan B5                                                                                     | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |   1598870 | PA      | $1600500.79   | 0.21%             | 2028-04-28      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: B53487332 IRS USD R V 12MUSCPI 353487334 CCPINFLATIONZERO / Short: B53487332 IRS USD P F  1.99000 353487333 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |  85000000 | OU      | $329583.25    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated                | Elanco Animal Health Inc Term Loan B                                                                                                       | CUSIP: 28414BAF3<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |   1987025 | PA      | $1986984.82   | 0.26%             | 2027-08-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Bank5                                            | BANK5 2024-5YR8                                                                                                                            | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    830000 | PA      | $862692.37    | 0.11%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                     | Huntington Bank Auto Credit-Linked Notes Series 2024-1                                                                                     | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    792677 | PA      | $803601.85    | 0.11%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                           | Aviation Capital Group LLC                                                                                                                 | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    346000 | PA      | $339291.98    | 0.04%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                                                                              | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    510000 | PA      | $513248.03    | 0.07%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    293000 | PA      | $297214.79    | 0.04%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                             | ONEOK Inc                                                                                                                                  | CUSIP: 29336TAC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1846728.52   | 0.24%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2024-B                                                                                                   | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    790000 | PA      | $788878.75    | 0.10%             | 2029-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                             | Enel Finance International NV                                                                                                              | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    858000 | PA      | $868913.47    | 0.11%             | 2029-06-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                               | Coterra Energy Inc                                                                                                                         | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    548000 | PA      | $539604.05    | 0.07%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                           | HAT Holdings I LLC / HAT Holdings II LLC                                                                                                   | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2067000 | PA      | $2013510.38   | 0.27%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1357000 | PA      | $1313141.71   | 0.17%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                 | Societe Generale SA                                                                                                                        | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1252000 | PA      | $1260021.66   | 0.17%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust 2024-3                                                                                              | CUSIP: 80287LAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    740000 | PA      | $748261.43    | 0.10%             | 2029-09-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                  | Venture 33 CLO Ltd                                                                                                                         | CUSIP: 92330YAN3<br>LEI: 549300NQPL9XHZ20E278 | Long             | ABS-CBDO         | CORP              | KY        |   1470442 | PA      | $1471373.12   | 0.19%             | 2031-07-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                         | Lincoln Financial Global Funding                                                                                                           | CUSIP: 53359KAA9<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    553000 | PA      | $565484.77    | 0.07%             | 2030-01-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                        | IQVIA Inc                                                                                                                                  | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    237000 | PA      | $235711.93    | 0.03%             | 2027-05-15      | Fixed         | 5.00%                 | 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        |    190000 | PA      | $187426.74    | 0.02%             | 2049-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BANK GA                                  | Synovus Bank/Columbus GA                                                                                                                   | CUSIP: 87164DSE1<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246307.69    | 0.03%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                             | Bayer US Finance LLC                                                                                                                       | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   1799000 | PA      | $1870844.63   | 0.25%             | 2029-01-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                               | Viterra Finance BV                                                                                                                         | CUSIP: 92852LAA7<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |   4352000 | PA      | $4240108.95   | 0.56%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2023-B                                                                                                   | CUSIP: 00792FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2240000 | PA      | $2250902.08   | 0.30%             | 2028-09-15      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                  | CFCRE Commercial Mortgage Trust 2016-C4                                                                                                    | CUSIP: 12531YAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    694225 | PA      | $4076.63      | 0.00%             | 2058-05-10      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                                                                              | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2638000 | PA      | $2550616.25   | 0.34%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Potomac Energy Center LLC                        | Potomac Energy Center LLC Term Loan                                                                                                        | CUSIP: 000000000<br>LEI: 549300BHYFK6M9HVNA29 | Long             | LON              | CORP              | US        |    858000 | PA      | $861217.50    | 0.11%             | 2026-11-12      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                           | VICI Properties LP / VICI Note Co Inc                                                                                                      | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              |  | US        |   2599000 | PA      | $2552541.84   | 0.34%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                            | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                                   | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2712000 | PA      | $2671397.62   | 0.35%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                        | MSBAM                                                                                                                                      | CUSIP: 61778GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1140000 | PA      | $1177592.64   | 0.16%             | 2058-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Private Education Refi Loan Trust 2021-C                                                                                           | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1914725 | PA      | $1715531.68   | 0.23%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| HERBALIFE/HLF FINANCING                          | Herbalife Nutrition Ltd / HLF Financing Inc                                                                                                | CUSIP: 42704MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1675000 | PA      | $1678480.82   | 0.22%             | 2025-09-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MARS INC                                         | Mars Inc                                                                                                                                   | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1026730.36   | 0.14%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    953401 | PA      | $952093.37    | 0.13%             | 2044-07-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                           | Anglo American Capital PLC                                                                                                                 | CUSIP: 034863BB5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    201000 | PA      | $193987.41    | 0.03%             | 2029-03-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                             | Verizon Master Trust                                                                                                                       | CUSIP: 92348KDJ9<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    410000 | PA      | $408762.83    | 0.05%             | 2032-08-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                         | FirstEnergy Pennsylvania Electric Co                                                                                                       | CUSIP: 708696CA5<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |   1081000 | PA      | $1084981.90   | 0.14%             | 2026-03-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                 | First National Master Note Trust                                                                                                           | CUSIP: 32113CBV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1515000 | PA      | $1522576.36   | 0.20%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                              | Affirm Master Trust                                                                                                                        | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1430000 | PA      | $1434002.00   | 0.19%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                         | Sammons Financial Group Global Funding                                                                                                     | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    336000 | PA      | $340334.05    | 0.04%             | 2028-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1880000 | PA      | $1885434.37   | 0.25%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                            | Uber Technologies Inc                                                                                                                      | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   3271000 | PA      | $3224070.96   | 0.43%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                 | LPL Holdings Inc                                                                                                                           | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1478000 | PA      | $1422094.30   | 0.19%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                                                                                    | CUSIP: 44891ACG0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1680284.00   | 0.22%             | 2026-06-26      | Fixed         | 5.65%                 | 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        |   1165000 | PA      | $1170824.53   | 0.15%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                | NatWest Group PLC                                                                                                                          | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    871000 | PA      | $874105.15    | 0.12%             | 2029-05-18      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                                                                             | CUSIP: 46642MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $1312500.00   | 0.17%             | 2027-06-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                                | Triumph Group Inc                                                                                                                          | CUSIP: 896818AU5<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |   2137000 | PA      | $2240535.51   | 0.30%             | 2028-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2747000 | PA      | $2755026.27   | 0.36%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1056000 | PA      | $1061663.18   | 0.14%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                    | UniCredit SpA                                                                                                                              | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   2520000 | PA      | $2501774.50   | 0.33%             | 2026-09-22      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUND TRUST II                          | Alexander Funding Trust II                                                                                                                 | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    182000 | PA      | $193022.11    | 0.03%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                   | Mariner Finance Issuance Trust 2021-B                                                                                                      | CUSIP: 56847JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1460000 | PA      | $1387225.13   | 0.18%             | 2036-11-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                                                                                       | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1272000 | PA      | $1280194.17   | 0.17%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                         | Volkswagen Group of America Finance LLC                                                                                                    | CUSIP: 928668BV3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    990000 | PA      | $998820.83    | 0.13%             | 2026-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                       | LAD Auto Receivables Trust 2024-3                                                                                                          | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    740000 | PA      | $740469.38    | 0.10%             | 2029-03-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | BNP Paribas SA                                                                                                                             | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1357000 | PA      | $1310287.87   | 0.17%             | 2028-01-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA                         | Trans-Allegheny Interstate Line Co                                                                                                         | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    146000 | PA      | $147187.93    | 0.02%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                         | Vertiv Group Corporation 2024 Term Loan B                                                                                                  | CUSIP: 92537EAF5<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |    555814 | PA      | $555925.31    | 0.07%             | 2027-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                         | Jackson National Life Global Funding                                                                                                       | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1008000 | PA      | $1009676.81   | 0.13%             | 2028-06-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                       | Mattel Inc                                                                                                                                 | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    670000 | PA      | $672850.85    | 0.09%             | 2027-12-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                         | Citizens Financial Group Inc                                                                                                               | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    629000 | PA      | $629899.44    | 0.08%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                         | First Citizens BancShares Inc/NC                                                                                                           | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   1016000 | PA      | $1012254.85   | 0.13%             | 2031-03-12      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                | NSTAR Electric Co                                                                                                                          | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    466000 | PA      | $468992.51    | 0.06%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                         | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                                               | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    294000 | PA      | $293927.85    | 0.04%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                            | Truist Financial Corp                                                                                                                      | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    563000 | PA      | $575780.75    | 0.08%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY INC                                 | Viper Energy Inc                                                                                                                           | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |   2857000 | PA      | $2844652.33   | 0.38%             | 2027-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                    | Boeing Co/The                                                                                                                              | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1489000 | PA      | $1531084.25   | 0.20%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                         | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                                        | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1878000 | PA      | $1819904.26   | 0.24%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                          | Gulfport Energy Operating Corp                                                                                                             | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |   1133000 | PA      | $1150794.39   | 0.15%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING                         | Capital Power US Holdings Inc                                                                                                              | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    663000 | PA      | $667335.50    | 0.09%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Bank5                                            | BANK5 2025-5YR14                                                                                                                           | CUSIP: 06604MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3730000 | PA      | $3858405.25   | 0.51%             | 2058-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                           | CNH Industrial Capital LLC                                                                                                                 | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    341000 | PA      | $341760.72    | 0.05%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp Trust 2021-ROSS                                                                                                | CUSIP: 36264YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $939994.30    | 0.12%             | 2026-05-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                           | Lumen Technologies Inc 2024 Extended Term Loan B2                                                                                          | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   1187000 | PA      | $1176946.11   | 0.16%             | 2030-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                               | Royalty Pharma PLC                                                                                                                         | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    413000 | PA      | $417730.36    | 0.06%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                         | United Wholesale Mortgage LLC                                                                                                              | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    804000 | PA      | $803852.39    | 0.11%             | 2025-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                              | Sprint Capital Corp                                                                                                                        | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   1664000 | PA      | $1780487.82   | 0.23%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                 | LPL Holdings Inc                                                                                                                           | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    334000 | PA      | $339688.52    | 0.04%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2019-HY1                                                                                                         | CUSIP: 89177EAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $935882.55    | 0.12%             | 2048-10-25      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                                                                                    | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    584000 | PA      | $588877.73    | 0.08%             | 2029-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                            | Athene Global Funding                                                                                                                      | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1038000 | PA      | $1052855.89   | 0.14%             | 2027-03-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                          | Crescent Energy Finance LLC                                                                                                                | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   2192000 | PA      | $2265189.94   | 0.30%             | 2028-02-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TRINITY INDUSTRIES INC                           | Trinity Industries Inc                                                                                                                     | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |   1157000 | PA      | $1203042.82   | 0.16%             | 2028-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust              | Nissan Auto Receivables 2025-A Owner Trust                                                                                                 | CUSIP: 65481GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $501506.05    | 0.07%             | 2029-12-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE (CBT) SEP25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       978 | NC      | $226659.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS CO                             | National Fuel Gas Co                                                                                                                       | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    578000 | PA      | $589682.24    | 0.08%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                         | Hess Midstream Operations LP                                                                                                               | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    252000 | PA      | $254638.19    | 0.03%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC                            | Holcim Finance US LLC                                                                                                                      | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    362000 | PA      | $364526.93    | 0.05%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust            | Westlake Automobile Receivables Trust 2024-2                                                                                               | CUSIP: 96042YAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    855000 | PA      | $869420.77    | 0.11%             | 2030-04-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                             | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1231000 | PA      | $1231456.38   | 0.16%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OGE ENERGY CORP                                  | OGE Energy Corp                                                                                                                            | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |    344000 | PA      | $354370.97    | 0.05%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                 | HF Sinclair Corp                                                                                                                           | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1493103.62   | 0.20%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                            | Continental Resources Inc/OK                                                                                                               | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   3076000 | PA      | $3009910.36   | 0.40%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F060469<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    508000 | PA      | $520211.60    | 0.07%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                            | Helmerich & Payne Inc                                                                                                                      | CUSIP: 423452AH4<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    599000 | PA      | $593178.46    | 0.08%             | 2027-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                                                                              | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    609000 | PA      | $589962.43    | 0.08%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                              | Intesa Sanpaolo SpA                                                                                                                        | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1102000 | PA      | $1104657.14   | 0.15%             | 2026-01-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                              | Buckeye Partners LP 2024 Term Loan B5                                                                                                      | CUSIP: 11823LAP0<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |    328564 | PA      | $329255.24    | 0.04%             | 2026-11-01      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                    | DTE Energy Co                                                                                                                              | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    720000 | PA      | $726697.02    | 0.10%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                              | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QBW1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    319000 | PA      | $313112.82    | 0.04%             | 2026-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                              | DBWF Mortgage Trust                                                                                                                        | CUSIP: 23306NAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    134827 | PA      | $297.46       | 0.00%             | 2034-06-10      | Variable      | 0.42%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                           | Canyon CLO 2020-2 Ltd                                                                                                                      | CUSIP: 13876NAW3<br>LEI: 2549001ZLWJBJYTM8I33 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2237028.75   | 0.30%             | 2034-10-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| SITIO ROYAL OP / SIT FIN                         | Sitio Royalties Operating Partnership LP / Sitio Finance Corp                                                                              | CUSIP: 82983MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1336000 | PA      | $1378971.10   | 0.18%             | 2028-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                                | Ma'aden Sukuk Ltd                                                                                                                          | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |    416000 | PA      | $421325.84    | 0.06%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                        | Block Inc                                                                                                                                  | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    842000 | PA      | $821585.58    | 0.11%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                           | RR 12 Ltd                                                                                                                                  | CUSIP: 74989HAL6<br>LEI: 549300RLLUH00ZYECJ34 | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1300458.90   | 0.17%             | 2036-01-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: B19751067 IRS USD R V 12MUSCPI 419751069 CCPINFLATIONZERO / Short: B19751067 IRS USD P F  2.40850 419751068 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |  15000000 | OU      | $140864.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                         | Amcor Flexibles North America Inc                                                                                                          | CUSIP: 02344AAC2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    411000 | PA      | $412173.16    | 0.05%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| APA CORP                                         | APA Corp                                                                                                                                   | CUSIP: 03743QAD0<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $2431012.13   | 0.32%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BACARDI-MARTINI BV                               | Bacardi-Martini BV                                                                                                                         | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |    692000 | PA      | $705188.74    | 0.09%             | 2030-02-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                            | Atlassian Corp                                                                                                                             | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    961000 | PA      | $980564.17    | 0.13%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                | General Motors Co                                                                                                                          | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    292000 | PA      | $294431.47    | 0.04%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                  | Venture 28A Clo Ltd                                                                                                                        | CUSIP: 92331DBJ6<br>LEI: 549300NQLVRN86RJ6081 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002684.00   | 0.26%             | 2034-10-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                         | Corp Financiera de Desarrollo SA                                                                                                           | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $200946.02    | 0.03%             | 2030-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F060477<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5171000 | PA      | $5292677.61   | 0.70%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC                            | Rentokil Terminix Funding LLC                                                                                                              | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |    695000 | PA      | $693086.64    | 0.09%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                              | DBGS 2018-C1 Mortgage Trust                                                                                                                | CUSIP: 23307DBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2190000 | PA      | $2150486.27   | 0.28%             | 2051-10-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                         | Lincoln Financial Global Funding                                                                                                           | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    516000 | PA      | $517240.78    | 0.07%             | 2028-05-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                          | Brighthouse Financial Global Funding                                                                                                       | CUSIP: 10921U2L1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   1068000 | PA      | $1089101.46   | 0.14%             | 2029-06-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                         | Vistra Operations Co LLC                                                                                                                   | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    194000 | PA      | $194627.20    | 0.03%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Allegheny Ludlum LLC                             | Allegheny Ludlum LLC                                                                                                                       | CUSIP: 016900AC6<br>LEI: KCBRRAMO64UL0JAYG446 | Long             | DBT              | CORP              | US        |    939000 | PA      | $947868.86    | 0.13%             | 2025-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd                                | Kosmos Energy Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |   1086000 | PA      | $1048413.54   | 0.14%             | 2026-04-04      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                                                                              | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    540000 | PA      | $521157.86    | 0.07%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                | Suncor Energy Inc                                                                                                                          | CUSIP: 71644EAE2<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |   1240000 | PA      | $1280013.86   | 0.17%             | 2026-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                                                                             | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    334000 | PA      | $339053.00    | 0.04%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                                                                              | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1984000 | PA      | $1990202.78   | 0.26%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | Long: SL4Q2ZCQ4 IRS USD R V 12MUSCPI SL4Q2ZCQ4_INF INFLATIONZERO / Short: SL4Q2ZCQ4 IRS USD P F  2.51750 SL4Q2ZCQ4_FIX INFLATIONZERO       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |  15000000 | OU      | $751903.95    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                         | Element Fleet Management Corp                                                                                                              | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    439000 | PA      | $445592.27    | 0.06%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                          | SCF Equipment Leasing 2022-1 LLC                                                                                                           | CUSIP: 784033AS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1557671 | PA      | $1551393.74   | 0.20%             | 2029-07-20      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                  | CFCRE Commercial Mortgage Trust 2016-C6                                                                                                    | CUSIP: 12532ABD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2461878 | PA      | $23631.57     | 0.00%             | 2049-11-10      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                         | Discovery Communications LLC                                                                                                               | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    845000 | PA      | $807024.45    | 0.11%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                 | Radian Group Inc                                                                                                                           | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    188000 | PA      | $193621.81    | 0.03%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                     | SM Energy Co                                                                                                                               | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    734000 | PA      | $730605.03    | 0.10%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                               | Long: SL1O55ZD9 IRS USD R V 12MUSCPI SL1O55ZD9_INF INFLATIONZERO / Short: SL1O55ZD9 IRS USD P F  2.30125 SL1O55ZD9_FIX INFLATIONZERO       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   5000000 | OU      | $584214.70    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                                                 | CUSIP: 46590XAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    162000 | PA      | $164055.62    | 0.02%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                           | Blackstone Private Credit Fund                                                                                                             | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    338000 | PA      | $325773.43    | 0.04%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                          | Frontier Communications Holdings LLC                                                                                                       | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    306000 | PA      | $306988.99    | 0.04%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                  | Danske Bank A/S                                                                                                                            | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1087000 | PA      | $1103937.61   | 0.15%             | 2028-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                         | Comision Federal de Electricidad                                                                                                           | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   1003000 | PA      | $971121.55    | 0.13%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Bank5                                            | BANK5 2024-5YR11                                                                                                                           | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $831785.44    | 0.11%             | 2057-11-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                         | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd                                                                  | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    837324 | PA      | $839768.99    | 0.11%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BL4Q4AK39 IRS USD R V 12MUSCPI SL4Q4AK39_INF CCPINFLATIONZERO / Short: BL4Q4AK39 IRS USD P F  2.38400 SL4Q4AK39_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $1072130.60   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XFD3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    415000 | PA      | $404330.06    | 0.05%             | 2030-01-07      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                     | Huntington Bank Auto Credit-Linked Notes Series 2024-2                                                                                     | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    745582 | PA      | $750192.13    | 0.10%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                     | Post CLO 2021-1 LTD                                                                                                                        | CUSIP: 73742FAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500736.50   | 0.20%             | 2034-10-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust              | Starwood Mortgage Residential Trust 2020-1                                                                                                 | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17998 | PA      | $17155.95     | 0.00%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: B43269305 IRS USD R V 12MUSCPI 343269307 CCPINFLATIONZERO / Short: B43269305 IRS USD P F  2.86400 343269306 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |   8000000 | OU      | $-589876.32   | -0.08%            |  |  |  | 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        |    300000 | PA      | $280099.92    | 0.04%             | 2052-11-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                                                                               | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1872000 | PA      | $1911727.10   | 0.25%             | 2027-09-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                    | Live Nation Entertainment Inc Term Loan B4                                                                                                 | CUSIP: 53803HAM2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1500157.50   | 0.20%             | 2026-10-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                      | Gartner Inc                                                                                                                                | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    529000 | PA      | $523054.36    | 0.07%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                             | Atlas Warehouse Lending Co LP                                                                                                              | CUSIP: 000000000<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251208.77    | 0.03%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                          | KeyCorp                                                                                                                                    | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    273000 | PA      | $272523.31    | 0.04%             | 2031-04-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                 | OneMain Financial Issuance Trust 2022-3                                                                                                    | CUSIP: 68269PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3666212 | PA      | $3687105.48   | 0.49%             | 2034-05-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                   | Solventum Corp                                                                                                                             | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1088000 | PA      | $1101802.90   | 0.15%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                          | BPCE SA                                                                                                                                    | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    705000 | PA      | $720682.58    | 0.10%             | 2030-01-18      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| ACREC 2021-FL1 Ltd.                              | ACREC 2021-FL1 Ltd                                                                                                                         | CUSIP: 00500RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    608721 | PA      | $607306.92    | 0.08%             | 2036-10-16      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO 2013-3 Ltd                                                                                                                        | CUSIP: 92916XAL1<br>LEI: 5493003QPCHR7P2XIW55 | Long             | ABS-CBDO         | CORP              | KY        |    466000 | PA      | $466899.38    | 0.06%             | 2031-10-18      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Limited                  | Bain Capital Credit Clo 2019-3 Ltd                                                                                                         | CUSIP: 05683TBA6<br>LEI: 549300434Q955VK1W392 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1994992.00   | 0.26%             | 2034-10-21      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds            | Mexico Government International Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1435000 | PA      | $1476471.50   | 0.19%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC                            | Holcim Finance US LLC                                                                                                                      | CUSIP: 43475RAA4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    745000 | PA      | $746044.59    | 0.10%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                    | AppLovin Corp                                                                                                                              | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   3151000 | PA      | $3173148.13   | 0.42%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: BLK00JAS9 IRS USD R V 12MUSCPI INF_SLK00JAS9 CCPINFLATIONZERO / Short: BLK00JAS9 IRS USD P F  2.60500 FIX_SLK00JAS9 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |  60000000 | OU      | $319648.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities, Inc.                   | Long: SL5D2CZF  IRS USD R V 00MCPURN CPURNSA / Short: SL5D2CZF  IRS USD P F  2.46500                                                       | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DIR              |  | US        |   5000000 | OU      | $118532.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                         | Baiterek National Managing Holding JSC                                                                                                     | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |    556000 | PA      | $559104.14    | 0.07%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20753GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    779953 | PA      | $779281.73    | 0.10%             | 2044-05-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                 | Black Hills Corp                                                                                                                           | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1045844.91   | 0.14%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BL4R0DXA5 IRS USD R V 12MUSCPI SL4R0DXA5_INF CCPINFLATIONZERO / Short: BL4R0DXA5 IRS USD P F  2.26900 SL4R0DXA5_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $1196047.80   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC Trust 2016-NXSR                                                                                                                       | CUSIP: 12594PAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20135000 | PA      | $63560.15     | 0.01%             | 2049-12-15      | Variable      | 0.16%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                          | Algonquin Power & Utilities Corp                                                                                                           | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    722000 | PA      | $725595.46    | 0.10%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                 | Trinitas Clo XX Ltd                                                                                                                        | CUSIP: 89640EAN8<br>LEI: 5493007IXHTJ7TQMIW41 | Long             | ABS-CBDO         | CORP              | BM        |   2000000 | PA      | $1985870.00   | 0.26%             | 2035-07-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Series 2025-R01                                                                                              | CUSIP: 20755JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1154592 | PA      | $1155948.27   | 0.15%             | 2045-01-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BL3X43A99 IRS USD R V 12MUSCPI SL3X43A99_INF CCPINFLATIONZERO / Short: BL3X43A99 IRS USD P F  2.10700 SL3X43A99_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $712863.45    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                               | CNO Global Funding                                                                                                                         | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    301000 | PA      | $300878.37    | 0.04%             | 2029-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                         | Tengizchevroil Finance Co International Ltd                                                                                                | CUSIP: 88034QAB3<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |   2000000 | PA      | $1987612.00   | 0.26%             | 2025-08-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    949000 | PA      | $996071.35    | 0.13%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                               | Sonoco Products Co                                                                                                                         | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    183000 | PA      | $182140.86    | 0.02%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2247000 | PA      | $2231233.65   | 0.29%             | 2026-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    614000 | PA      | $624795.35    | 0.08%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | Long: SL333HBB9 IRS USD R V 12MUSCPI SL333HBB9_INF INFLATIONZERO / Short: SL333HBB9 IRS USD P F  2.12750 SL333HBB9_FIX INFLATIONZERO       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | GB        |  10000000 | OU      | $1208251.60   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| LFT CRE LLC                                      | LFT CRE 2021-FL1 Ltd                                                                                                                       | CUSIP: 50203JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    518952 | PA      | $517419.77    | 0.07%             | 2039-06-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust      | MF1 2021-FL7 Ltd                                                                                                                           | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    165214 | PA      | $165203.29    | 0.02%             | 2036-10-16      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                               | Long: SLNE1S2Q8 IRS USD R V 12MUSCPI SLNE1S2Q8_INF INFLATIONZERO / Short: SLNE1S2Q8 IRS USD P F  2.29750 SLNE1S2Q8_FIX INFLATIONZERO       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   5000000 | OU      | $585135.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                | NatWest Group PLC                                                                                                                          | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $205479.52    | 0.03%             | 2030-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                            | Bank of Ireland Group PLC                                                                                                                  | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   1533000 | PA      | $1478179.69   | 0.19%             | 2027-09-30      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| KRATON CORP                                      | Kraton Corp                                                                                                                                | CUSIP: 50077CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $383720.65    | 0.05%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                            | Athene Global Funding                                                                                                                      | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    840000 | PA      | $851719.02    | 0.11%             | 2030-01-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                           | Mauser Packaging Solutions Holding Co                                                                                                      | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    333000 | PA      | $336575.09    | 0.04%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BankUnited Inc                                   | BankUnited Inc                                                                                                                             | CUSIP: 06652KAA1<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4090164.14   | 0.54%             | 2025-11-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                   | SWCH Commercial Mortgage Trust 2025-DATA                                                                                                   | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    910000 | PA      | $903583.77    | 0.12%             | 2042-02-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                                                                                       | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    206000 | PA      | $207048.23    | 0.03%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SIZZLING PLATT/FIN CO                            | Sizzling Platter LLC / Sizzling Platter Finance Corp                                                                                       | CUSIP: 830146AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1310572.35   | 0.17%             | 2025-11-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                     | SM Energy Co                                                                                                                               | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    862000 | PA      | $861289.02    | 0.11%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                            | Civitas Resources Inc                                                                                                                      | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2210860.58   | 0.29%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                | Japan Tobacco Inc                                                                                                                          | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   1173000 | PA      | $1184253.56   | 0.16%             | 2028-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                         | PVH Corp                                                                                                                                   | CUSIP: 693656AC4<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |   1561000 | PA      | $1560416.47   | 0.21%             | 2025-07-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    697000 | PA      | $707345.00    | 0.09%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BL3A3HZE1 IRS USD R V 12MUSCPI SL3A3HZE1_INF CCPINFLATIONZERO / Short: BL3A3HZE1 IRS USD P F  2.38000 SL3A3HZE1_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $1082208.60   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1756000 | PA      | $1783798.48   | 0.24%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                      | Merchants Fleet Funding LLC                                                                                                                | CUSIP: 588926AF2<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |   1888306 | PA      | $1900397.61   | 0.25%             | 2037-04-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                  | HGI CRE CLO 2021-FL2 Ltd                                                                                                                   | CUSIP: 40390JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1026104 | PA      | $1022714.41   | 0.13%             | 2036-09-17      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                         | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                                              | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $372872.74    | 0.05%             | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                            | KKR CLO 40 Ltd                                                                                                                             | CUSIP: 48254UAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2390000 | PA      | $2394330.68   | 0.32%             | 2034-10-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust            | Wells Fargo Commercial Mortgage Trust 2015-SG1                                                                                             | CUSIP: 94989QAV2<br>LEI: 549300ZJL46M82UL2Z22 | Long             | ABS-MBS          | CORP              | US        |    231089 | PA      | $230268.45    | 0.03%             | 2048-09-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                                                                              | CUSIP: 46645WAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  95152000 | PA      | $459070.34    | 0.06%             | 2033-07-05      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| PFP III                                          | PFP 2025-12 Ltd                                                                                                                            | CUSIP: 69382JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1420000 | PA      | $1416450.00   | 0.19%             | 2042-12-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                         | Jackson National Life Global Funding                                                                                                       | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1119000 | PA      | $1138154.39   | 0.15%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                            | Universal Health Services Inc                                                                                                              | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    377000 | PA      | $369565.68    | 0.05%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: S15117319 CDS USD R F  1.00000 315117320 CCPCDX / Short: S15117319 CDS USD P V 03MEVENT 315117321 CCPCDX                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   7718000 | OU      | $176642.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                  | LSTAR Commercial Mortgage Trust 2017-5                                                                                                     | CUSIP: 54910TAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    629497 | PA      | $626713.07    | 0.08%             | 2050-03-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                         | Vertiv Group Corp                                                                                                                          | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    635000 | PA      | $615653.84    | 0.08%             | 2028-11-15      | Fixed         | 4.12%                 | 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        |   2300000 | PA      | $2312323.86   | 0.31%             | 2029-01-16      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2025-ROIC                                                                                                                         | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    720000 | PA      | $715582.66    | 0.09%             | 2030-03-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                | Cedar Funding XI Clo Ltd                                                                                                                   | CUSIP: 15033LAW2<br>LEI: 2549004YLPCISGLL7978 | Long             | ABS-CBDO         | CORP              | KY        |   1425298 | PA      | $1423432.55   | 0.19%             | 2032-05-29      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TR                           | Fells Point Funding Trust                                                                                                                  | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2777000 | PA      | $2701775.60   | 0.36%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Westlake Flooring Master Trust                   | Westlake Flooring Master Trust                                                                                                             | CUSIP: 96043GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1807616.16   | 0.24%             | 2028-02-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                                                                              | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1298000 | PA      | $1275255.73   | 0.17%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                         | Snam SpA                                                                                                                                   | CUSIP: 83304JAA5<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    427000 | PA      | $427071.76    | 0.06%             | 2030-05-28      | Fixed         | 5.00%                 | 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        |    790000 | PA      | $817304.30    | 0.11%             | 2058-05-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                          | Teva Pharmaceutical Finance Netherlands III BV                                                                                             | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   3055000 | PA      | $2989282.67   | 0.39%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                  | BAE Systems PLC                                                                                                                            | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    443000 | PA      | $451439.44    | 0.06%             | 2029-03-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                   | Open Text Corp                                                                                                                             | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    711000 | PA      | $732739.54    | 0.10%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                     | Illumina Inc                                                                                                                               | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   1087000 | PA      | $1108996.22   | 0.15%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                         | Sammons Financial Group Global Funding                                                                                                     | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    530000 | PA      | $536809.32    | 0.07%             | 2029-12-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                         | Celanese US Holdings LLC                                                                                                                   | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1554000 | PA      | $1594287.65   | 0.21%             | 2027-07-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                     | Entegris Inc                                                                                                                               | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1277718.70   | 0.17%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                         | Devon Energy Corp                                                                                                                          | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   4163000 | PA      | $4162998.25   | 0.55%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust              | Citigroup Commercial Mortgage Trust 2015-GC31                                                                                              | CUSIP: 17323YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2824019 | PA      | $30.22        | 0.00%             | 2048-06-10      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON                                                                            | CUSIP: 46649XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 129394000 | PA      | $2872.55      | 0.00%             | 2031-07-05      | Variable      | 0.48%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                               | CNO Global Funding                                                                                                                         | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    545000 | PA      | $546704.22    | 0.07%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    721792 | PA      | $720692.91    | 0.10%             | 2045-01-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                         | EQT Corp                                                                                                                                   | CUSIP: 26884LBG3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407561.69    | 0.05%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    564000 | PA      | $568309.81    | 0.07%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES                          | System Energy Resources Inc                                                                                                                | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2633000 | PA      | $2731528.31   | 0.36%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F052466<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    732000 | PA      | $742504.99    | 0.10%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BL4R0BSM9 IRS USD R V 12MUSCPI SL4R0BSM9_INF CCPINFLATIONZERO / Short: BL4R0BSM9 IRS USD P F  2.39000 SL4R0BSM9_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $1053227.10   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2018-B2 Mortgage Trust                                                                                                           | CUSIP: 08161CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360000 | PA      | $351562.25    | 0.05%             | 2051-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                          | Frontier Communications Holdings LLC                                                                                                       | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    148000 | PA      | $147790.51    | 0.02%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                              | DBWF 2016-85T Mortgage Trust                                                                                                               | CUSIP: 23307CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  61529000 | PA      | $39806.80     | 0.01%             | 2036-12-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | Occidental Petroleum Cor 2 Year Term Loan                                                                                                  | CUSIP: 67460TAR9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | LON              | CORP              | US        |   2688444 | PA      | $2688444.45   | 0.35%             | 2025-12-29      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                  | Sands China Ltd                                                                                                                            | CUSIP: 80007RAF2<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    611000 | PA      | $611093.30    | 0.08%             | 2025-08-08      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    526000 | PA      | $535885.35    | 0.07%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                           | Lendmark Funding Trust 2022-1                                                                                                              | CUSIP: 52608JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5810000 | PA      | $5804020.35   | 0.77%             | 2032-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                      | Ovintiv Inc                                                                                                                                | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   2374000 | PA      | $2420628.73   | 0.32%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                       | Intel Corp                                                                                                                                 | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    151000 | PA      | $146928.53    | 0.02%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                                                                                   | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2306000 | PA      | $2235942.17   | 0.29%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    750000 | PA      | $748462.05    | 0.10%             | 2025-10-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                         | Development Bank of Kazakhstan JSC                                                                                                         | CUSIP: 48129VAD8<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |    724000 | PA      | $720323.78    | 0.10%             | 2030-04-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                          | Jane Street Group / JSG Finance Inc                                                                                                        | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    883000 | PA      | $851204.23    | 0.11%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 104 CLO Ltd                                                                                                                         | CUSIP: 26253BAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1810000 | PA      | $1810892.33   | 0.24%             | 2034-08-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| F-BRASILE SPA/F-BRASILE                          | F-Brasile SpA / F-Brasile US LLC                                                                                                           | CUSIP: 30191BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |   1000000 | PA      | $1001725.00   | 0.13%             | 2026-08-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                           | Nationstar Mortgage Holdings Inc                                                                                                           | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |    928000 | PA      | $925352.42    | 0.12%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2024-HQA1                                                                                                    | CUSIP: 35564NBX0<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | USGSE             | US        |   1348490 | PA      | $1351026.77   | 0.18%             | 2044-03-25      | Floating      | 5.57%                 | 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        |   2181418 | PA      | $2172474.61   | 0.29%             | 2027-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                       | ROCK Trust 2024-CNTR                                                                                                                       | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1480000 | PA      | $1500352.07   | 0.20%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                             | American National Global Funding                                                                                                           | CUSIP: 02771D2A1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    304000 | PA      | $308366.03    | 0.04%             | 2030-01-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                         | Equitable Financial Life Global Funding                                                                                                    | CUSIP: 29449WAQ0<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   2416000 | PA      | $2478714.94   | 0.33%             | 2028-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                         | Tengizchevroil Finance Co International Ltd                                                                                                | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |   1515000 | PA      | $1489816.91   | 0.20%             | 2026-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FIRST HORIZON CORP                               | First Horizon Corp                                                                                                                         | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |    554000 | PA      | $557404.77    | 0.07%             | 2031-03-07      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                               | BSPRT 2021-FL7 Issuer Ltd                                                                                                                  | CUSIP: 05602CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    548250 | PA      | $548758.72    | 0.07%             | 2038-12-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                   | US Bank NA                                                                                                                                 | CUSIP: 90357PBC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    653472 | PA      | $653578.12    | 0.09%             | 2032-02-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                     | CD 2016-CD1 Mortgage Trust                                                                                                                 | CUSIP: 12514MBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    748022 | PA      | $5061.64      | 0.00%             | 2049-08-10      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                             | Glencore Funding LLC                                                                                                                       | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $1084685.18   | 0.14%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                                                                              | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1811000 | PA      | $1834778.99   | 0.24%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                              | Sirius XM Radio LLC                                                                                                                        | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    292000 | PA      | $285473.00    | 0.04%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | Citibank NA                                                                                                                                | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    733000 | PA      | $739413.90    | 0.10%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                         | Saudi Government International Bond                                                                                                        | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    677000 | PA      | $687909.43    | 0.09%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                   | Capital One NA                                                                                                                             | CUSIP: 25466AAE1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1270978.01   | 0.17%             | 2026-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust            | Wells Fargo Commercial Mortgage Trust 2015-C29                                                                                             | CUSIP: 94989KAY9<br>LEI: 549300NYO16WLNMVJJ46 | Long             | ABS-MBS          | CORP              | US        |    888066 | PA      | $12.88        | 0.00%             | 2048-06-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                         | Columbia Pipelines Holding Co LLC                                                                                                          | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    569000 | PA      | $586576.86    | 0.08%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION / TITAN                          | Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC                                                                                | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    912000 | PA      | $933212.21    | 0.12%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                            | Continental Resources Inc/OK                                                                                                               | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   4431000 | PA      | $4253128.41   | 0.56%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                               | Leviathan Bond Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    611000 | PA      | $610724.29    | 0.08%             | 2025-06-30      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Rolls-Royce PLC                                  | Rolls-Royce PLC                                                                                                                            | CUSIP: 77578JAB4<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    249000 | PA      | $247749.35    | 0.03%             | 2025-10-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                            | Huntington Bancshares Inc/OH                                                                                                               | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    487000 | PA      | $486329.81    | 0.06%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                  | Residential Mortgage Loan Trust 2020-1                                                                                                     | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9754 | PA      | $9653.74      | 0.00%             | 2060-01-26      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                       | MasTec Inc                                                                                                                                 | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1252151.20   | 0.17%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                         | Jefferson Capital Holdings LLC                                                                                                             | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    725000 | PA      | $721987.63    | 0.10%             | 2026-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                              | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    750000 | PA      | $743333.85    | 0.10%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                 | OneMain Financial Issuance Trust 2019-2                                                                                                    | CUSIP: 68269BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2282000 | PA      | $2214371.79   | 0.29%             | 2036-10-14      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1202000 | PA      | $1163565.77   | 0.15%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                                                 | CUSIP: 46590XAZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    445000 | PA      | $450138.42    | 0.06%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    823000 | PA      | $822257.51    | 0.11%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                           | Blackstone Private Credit Fund                                                                                                             | CUSIP: 09261HBR7<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    194000 | PA      | $192001.22    | 0.03%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                           | Lendmark Funding Trust 2021-1                                                                                                              | CUSIP: 52607MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4700000 | PA      | $4388120.69   | 0.58%             | 2031-11-20      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                               | Panama Government International Bond                                                                                                       | CUSIP: 698299AD6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    217000 | PA      | $234642.10    | 0.03%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2021-N1                                                                                                     | CUSIP: 14687DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60839 | PA      | $59547.83     | 0.01%             | 2028-01-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                           | CenterPoint Energy Inc                                                                                                                     | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    799000 | PA      | $821642.16    | 0.11%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust            | Wells Fargo Commercial Mortgage Trust 2015-C29                                                                                             | CUSIP: 94989KAZ6<br>LEI: 549300NYO16WLNMVJJ46 | Long             | ABS-MBS          | CORP              | US        |  58000000 | PA      | $435.00       | 0.00%             | 2048-06-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    414888 | PA      | $414643.79    | 0.05%             | 2045-02-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT                           | Banco Nacional de Comercio Exterior SNC/Cayman Islands                                                                                     | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |    436000 | PA      | $438454.68    | 0.06%             | 2030-05-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                      | Ameren Corp                                                                                                                                | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    803000 | PA      | $812412.40    | 0.11%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                         | International Flavors & Fragrances Inc                                                                                                     | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    816000 | PA      | $805929.02    | 0.11%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                            | Foundry JV Holdco LLC                                                                                                                      | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1826000 | PA      | $1890414.34   | 0.25%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                                                 | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    579000 | PA      | $544993.36    | 0.07%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                            | Uber Technologies Inc                                                                                                                      | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    151000 | PA      | $152552.13    | 0.02%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                     | Drive Auto Receivables Trust                                                                                                               | CUSIP: 262102AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    670000 | PA      | $670130.25    | 0.09%             | 2028-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                     | Navient Corp                                                                                                                               | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163425.59    | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    718227 | PA      | $722447.88    | 0.10%             | 2041-12-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                       | US Bancorp                                                                                                                                 | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1128000 | PA      | $1127181.38   | 0.15%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                 | Altria Group Inc                                                                                                                           | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    270000 | PA      | $272570.67    | 0.04%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                         | Jackson National Life Global Funding                                                                                                       | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    689000 | PA      | $691894.46    | 0.09%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BL9J07PS1 IRS USD R V 12MUSCPI SL9J07PS1_FLO CCPINFLATIONZERO / Short: BL9J07PS1 IRS USD P F  2.49250 SL9J07PS1_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  25000000 | OU      | $2417746.25   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2025-DNA1                                                                                                    | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |    288438 | PA      | $288139.34    | 0.04%             | 2045-01-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                                                                                                | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1646000 | PA      | $1589304.76   | 0.21%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    633000 | PA      | $576558.68    | 0.08%             | 2031-05-13      | Fixed         | 2.96%                 | 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        |    214648 | PA      | $218662.26    | 0.03%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                     | Hudson Yards 2025-SPRL Mortgage Trust                                                                                                      | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1730000 | PA      | $1766852.81   | 0.23%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                                                                                    | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2090115.46   | 0.28%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON                                                                            | CUSIP: 46649XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  50413000 | PA      | $418.43       | 0.00%             | 2031-07-05      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                            | Athene Global Funding                                                                                                                      | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    475000 | PA      | $476415.78    | 0.06%             | 2027-01-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                       | HEICO Corp                                                                                                                                 | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    772000 | PA      | $788735.39    | 0.10%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                               | Expand Energy Corp                                                                                                                         | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    583000 | PA      | $581483.27    | 0.08%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                 | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                                | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1116000 | PA      | $1125918.86   | 0.15%             | 2027-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                          | BPCE SA                                                                                                                                    | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2788000 | PA      | $2805673.24   | 0.37%             | 2027-01-18      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                 | Crown Castle Inc                                                                                                                           | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1464000 | PA      | $1473506.54   | 0.19%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                            | Bread Financial Holdings Inc                                                                                                               | CUSIP: 018581AP3<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |   1058000 | PA      | $1129024.60   | 0.15%             | 2029-03-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                  | Nissan Motor Co Ltd                                                                                                                        | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    369000 | PA      | $366002.48    | 0.05%             | 2025-09-17      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                         | TGNR Intermediate Holdings LLC                                                                                                             | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |   1052000 | PA      | $994367.34    | 0.13%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                 | ABN AMRO Bank NV                                                                                                                           | CUSIP: 00080QAF2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   5620000 | PA      | $5618571.96   | 0.74%             | 2025-07-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                        | IQVIA Inc                                                                                                                                  | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    750000 | PA      | $748090.28    | 0.10%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                          | Aircastle Ltd / Aircastle Ireland DAC                                                                                                      | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    180000 | PA      | $179284.23    | 0.02%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                  | Lstar Commercial Mortgage Trust 2016-4                                                                                                     | CUSIP: 50219QBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19753000 | PA      | $69446.61     | 0.01%             | 2049-03-10      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust       | JPMBB Commercial Mortgage Securities Trust 2015-C29                                                                                        | CUSIP: 46644RBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143828 | PA      | $1.83         | 0.00%             | 2048-05-15      | Variable      | 0.48%                 | 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        |   1285000 | PA      | $1293300.84   | 0.17%             | 2028-09-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                               | Expand Energy Corp                                                                                                                         | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    970000 | PA      | $973764.57    | 0.13%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                           | VICI Properties LP / VICI Note Co Inc                                                                                                      | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |    145000 | PA      | $138974.26    | 0.02%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    329000 | PA      | $327019.42    | 0.04%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust      | MF1 2024-FL14 LLC                                                                                                                          | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1990000 | PA      | $1996844.01   | 0.26%             | 2039-03-19      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer, Ltd.                            | LoanCore 2025 2025-CRE8 Issuer LLC                                                                                                         | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    820000 | PA      | $820104.39    | 0.11%             | 2042-08-17      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                           | Standard Chartered PLC                                                                                                                     | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    613000 | PA      | $622435.27    | 0.08%             | 2028-05-14      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Fortiva Retail Prime Master Note Business Trust  | FORTIVA RETAIL PRIME MASTER                                                                                                                | CUSIP: 34990DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1602240.00   | 0.21%             | 2029-09-17      | Fixed         | 6.60%                 | No            |                  3 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    178000 | PA      | $200235.94    | 0.03%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                               | Coterra Energy Inc                                                                                                                         | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    351000 | PA      | $345845.39    | 0.05%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                       | Hasbro Inc                                                                                                                                 | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    535000 | PA      | $510126.71    | 0.07%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD / MARTINI BV                         | Bacardi Ltd / Bacardi-Martini BV                                                                                                           | CUSIP: 05635JAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1208000 | PA      | $1215896.08   | 0.16%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust          | Hyundai Auto Lease Securitization Trust 2025-A                                                                                             | CUSIP: 44935WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1135000 | PA      | $1141568.93   | 0.15%             | 2028-01-18      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                       | US Bancorp                                                                                                                                 | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    434000 | PA      | $443984.20    | 0.06%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                               | Long: SL8M3AGQ9 IRS USD R V 12MUSCPI SL8M3AGQ9_INF INFLATIONZERO / Short: SL8M3AGQ9 IRS USD P F  2.39750 SL8M3AGQ9_FIX INFLATIONZERO       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   5000000 | OU      | $501821.30    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC      | BBCMS Trust 2015-VFM                                                                                                                       | CUSIP: 05546JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49061 | PA      | $48311.74     | 0.01%             | 2036-03-10      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                     | Ecopetrol SA                                                                                                                               | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1753000 | PA      | $1846226.29   | 0.24%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                    | UBS Commercial Mortgage Trust 2019-C18                                                                                                     | CUSIP: 90278PBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $73038.80     | 0.01%             | 2052-12-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2024-V12 Mortgage Trust                                                                                                          | CUSIP: 081915AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    860000 | PA      | $890516.24    | 0.12%             | 2057-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                              | Synchrony Financial                                                                                                                        | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    275000 | PA      | $271014.87    | 0.04%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                         | Fortress Transportation and Infrastructure Investors LLC                                                                                   | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    644000 | PA      | $639100.77    | 0.08%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2024-R03                                                                                               | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    921134 | PA      | $922210.71    | 0.12%             | 2044-03-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2024-A                                                                                                   | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1495000 | PA      | $1501595.34   | 0.20%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL                          | Western-Southern Global Funding                                                                                                            | CUSIP: 95954A2A0<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |    441000 | PA      | $442507.07    | 0.06%             | 2030-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                                                   | CUSIP: 38379KAP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12822 | PA      | $12555.16     | 0.00%             | 2055-10-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                         | Vistra Operations Co LLC                                                                                                                   | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    216000 | PA      | $215991.90    | 0.03%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                  | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    610000 | PA      | $605523.69    | 0.08%             | 2029-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23                                                                                | CUSIP: 61690QAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    981732 | PA      | $15.02        | 0.00%             | 2050-07-15      | Variable      | 0.47%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                         | Development Bank of Kazakhstan JSC                                                                                                         | CUSIP: 25159XAE3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |    250000 | PA      | $248047.27    | 0.03%             | 2029-10-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                               | Long: SLP80VDL2 IRS USD R F  1.81300 SLP80VDL2_FIX INFLATIONZERO / Short: SLP80VDL2 IRS USD P V 12MUSCPI SLP80VDL2_INF INFLATIONZERO       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | PH        |   5000000 | OU      | $-892414.70   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc Term Loan A5                                                                                                                  | CUSIP: 11134NAV7<br>LEI: 549300WV6GIDOZJTV909 | Long             | LON              | CORP              | US        |   1384615 | PA      | $1384615.38   | 0.18%             | 2028-08-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                              | BWAY 2013-1515 Mortgage Trust                                                                                                              | CUSIP: 05604FAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  47800000 | PA      | $551578.54    | 0.07%             | 2033-03-10      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                                                                               | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1277000 | PA      | $1228923.75   | 0.16%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                        | Prosus NV                                                                                                                                  | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $1945843.84   | 0.26%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                | Nexstar Media Inc                                                                                                                          | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    564000 | PA      | $562097.23    | 0.07%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                      | Asurion LLC 2021 Term Loan B9                                                                                                              | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   2307331 | PA      | $2297075.05   | 0.30%             | 2027-07-31      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                        | Chesapeake Funding II LLC                                                                                                                  | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   1980089 | PA      | $1999146.71   | 0.26%             | 2036-05-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                               | Panama Government International Bond                                                                                                       | CUSIP: 698299AV6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1000000 | PA      | $1016550.00   | 0.13%             | 2026-01-29      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                             | Las Vegas Sands Corp                                                                                                                       | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    337000 | PA      | $341233.74    | 0.05%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                     | Entegris Inc                                                                                                                               | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    955000 | PA      | $922847.35    | 0.12%             | 2028-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: B30802543 IRS USD R V 12MUSCPI 330802545 CCPINFLATIONZERO / Short: B30802543 IRS USD P F  2.49500 330802544 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |  45000000 | OU      | $343383.75    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: B38395321 IRS USD R V 12MUSCPI 438395323 CCPINFLATIONZERO / Short: B38395321 IRS USD P F  2.60200 438395322 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |  25000000 | OU      | $101724.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust            | Westlake Automobile Receivables Trust 2024-3                                                                                               | CUSIP: 96043CAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1035000 | PA      | $1034587.76   | 0.14%             | 2029-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm Inc                                                                                                                              | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    760000 | PA      | $774137.52    | 0.10%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                               | Regal Rexnord Corp                                                                                                                         | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1497000 | PA      | $1505079.47   | 0.20%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                       | US Bancorp                                                                                                                                 | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1779000 | PA      | $1792156.31   | 0.24%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                        | GATX Corp                                                                                                                                  | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    380000 | PA      | $384038.36    | 0.05%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                                                                               | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    769000 | PA      | $784571.23    | 0.10%             | 2030-02-08      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                 | LPL Holdings Inc                                                                                                                           | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    552000 | PA      | $552884.41    | 0.07%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                             | BAT International Finance PLC                                                                                                              | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2089494.76   | 0.28%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | JPMCC Commercial Mortgage Securities Trust 2017-JP7                                                                                        | CUSIP: 465968AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5888370 | PA      | $95865.61     | 0.01%             | 2050-09-15      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                      | Vistra Operations Co LLC                                                                                                                   | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    381000 | PA      | $381585.60    | 0.05%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                      | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3792000 | PA      | $3757468.53   | 0.50%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                  | Csail 2015-C2 Commercial Mortgage Trust                                                                                                    | CUSIP: 12634NAW8<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |  82732000 | PA      | $827.32       | 0.00%             | 2057-06-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                          | SCF Equipment Leasing 2024-1 LLC                                                                                                           | CUSIP: 783896AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    565000 | PA      | $579272.58    | 0.08%             | 2032-01-20      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                   | Apidos CLO XXXI                                                                                                                            | CUSIP: 03767VAG3<br>LEI: 549300IG6PHVJ3WBR394 | Long             | ABS-CBDO         | CORP              | KY        |   3466505 | PA      | $3470325.42   | 0.46%             | 2031-04-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| CROSBY US ACQUISITION CORP                       | Crosby US Acquisition Corp 2024 1st Lien Term Loan B                                                                                       | CUSIP: 22739PAP1<br>LEI: 549300V5HSWHDNVOWE35 | Long             | LON              | CORP              | US        |    970555 | PA      | $973229.16    | 0.13%             | 2029-08-16      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                  | Tyson Foods Inc                                                                                                                            | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    273000 | PA      | $280275.70    | 0.04%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                         | Lloyds Banking Group PLC                                                                                                                   | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    759000 | PA      | $767894.08    | 0.10%             | 2028-01-05      | Fixed         | 5.46%                 | 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        |   1000000 | PA      | $1010883.40   | 0.13%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                | GXO Logistics Inc                                                                                                                          | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   1116000 | PA      | $1143146.68   | 0.15%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DLLMT LLC                                        | DLLMT 2024-1 LLC                                                                                                                           | CUSIP: 23347AAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1350000 | PA      | $1368249.71   | 0.18%             | 2032-04-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                            | KKR CLO 15 Ltd                                                                                                                             | CUSIP: 48251MBE5<br>LEI: 549300K434Q30JZAS486 | Long             | ABS-CBDO         | CORP              | KY        |   1630000 | PA      | $1631046.46   | 0.22%             | 2032-01-18      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BLDT3LMV6 IRS USD R V 12MUSCPI SLDT3LMV6_INF CCPINFLATIONZERO / Short: BLDT3LMV6 IRS USD P F  2.28500 SLDT3LMV6_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $1196990.30   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Bacardi Ltd                                      | Bacardi Ltd                                                                                                                                | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   1083000 | PA      | $1080781.77   | 0.14%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KODIT GLOBAL 2024-1                              | KODIT Global 2024-1 Co Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KR        |   1060000 | PA      | $1073246.74   | 0.14%             | 2027-05-29      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F052474<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  19031000 | PA      | $19283300.25  | 2.54%             | 2040-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                          | Frontier Communications Holdings LLC                                                                                                       | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $44639.19     | 0.01%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                         | Santander UK Group Holdings PLC                                                                                                            | CUSIP: 80281LAA3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   3337000 | PA      | $3329344.92   | 0.44%             | 2025-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR HOLDCO GMBH                          | TK Elevator Holdco GmbH                                                                                                                    | CUSIP: 92537VAA8<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |   1054000 | PA      | $1056272.42   | 0.14%             | 2028-07-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                               | F&G Global Funding                                                                                                                         | CUSIP: 30321L2D3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3587055.49   | 0.47%             | 2027-04-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BLYH0DHW4 IRS USD R V 12MUSCPI SLYH0DHW4_FLO CCPINFLATIONZERO / Short: BLYH0DHW4 IRS USD P F  2.11250 SLYH0DHW4_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $718622.45    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BL3B47AI8 IRS USD R V 12MUSCPI SL3B47AI8_INF CCPINFLATIONZERO / Short: BL3B47AI8 IRS USD P F  2.34100 SL3B47AI8_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $1106964.60   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2024-XL4                                                                                                      | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    568182 | PA      | $569563.09    | 0.08%             | 2039-02-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2099000 | PA      | $2077700.31   | 0.27%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2024-HQA2                                                                                                    | CUSIP: 35564NDY6<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | USGSE             | US        |    323750 | PA      | $324892.53    | 0.04%             | 2044-08-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                    | AEP Texas Inc                                                                                                                              | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    422000 | PA      | $432237.16    | 0.06%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENT HO                         | Abu Dhabi Developmental Holding Co PJSC                                                                                                    | CUSIP: 00402AAA9<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |    539000 | PA      | $532717.28    | 0.07%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                            | American Homes 4 Rent LP                                                                                                                   | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    221000 | PA      | $220926.79    | 0.03%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                    | AIB Group PLC                                                                                                                              | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   1327000 | PA      | $1396312.33   | 0.18%             | 2029-09-13      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                              | Synchrony Financial                                                                                                                        | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    236000 | PA      | $229574.81    | 0.03%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                         | Vistra Operations Co LLC                                                                                                                   | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    259000 | PA      | $254226.62    | 0.03%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                           | Morgan Stanley Bank NA                                                                                                                     | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    423000 | PA      | $427366.57    | 0.06%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                         | Citizens Financial Group Inc                                                                                                               | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    646000 | PA      | $662790.13    | 0.09%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                                                                               | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    456000 | PA      | $458711.06    | 0.06%             | 2029-02-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                  | CSAIL 2016-C7 Commercial Mortgage Trust                                                                                                    | CUSIP: 12637UAY5<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |   3610286 | PA      | $22145.85     | 0.00%             | 2049-11-15      | Variable      | 0.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                                                                              | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1411000 | PA      | $1409056.57   | 0.19%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                            | Pinnacle West Capital Corp                                                                                                                 | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    169000 | PA      | $170350.95    | 0.02%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                                                                              | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    357000 | PA      | $360290.34    | 0.05%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                                                                                                      | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16073920 | PA      | $16126163.13  | 2.13%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                                                                               | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    951000 | PA      | $1006511.94   | 0.13%             | 2028-11-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | Centene Corp                                                                                                                               | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2880000 | PA      | $2654254.37   | 0.35%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MARS INC                                         | Mars Inc                                                                                                                                   | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    474000 | PA      | $476341.70    | 0.06%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                              | LBM Acquisition LLC Term Loan B                                                                                                            | CUSIP: 50179JAB4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |   1098289 | PA      | $1062341.69   | 0.14%             | 2027-12-17      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                            | Freedom Mortgage Corp                                                                                                                      | CUSIP: 35640YAK3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    759000 | PA      | $814857.19    | 0.11%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2024-V6 Mortgage Trust                                                                                                           | CUSIP: 081927AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    460000 | PA      | $477534.88    | 0.06%             | 2057-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                           | PNC Financial Services Group Inc/The                                                                                                       | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    588000 | PA      | $588732.21    | 0.08%             | 2031-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds            | Mexico Government International Bonds                                                                                                      | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    301000 | PA      | $294227.50    | 0.04%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                          | GA Global Funding Trust                                                                                                                    | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1386000 | PA      | $1415357.86   | 0.19%             | 2029-01-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                               | Southwest Gas Corp                                                                                                                         | CUSIP: 845011AF2<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |   1252000 | PA      | $1282853.09   | 0.17%             | 2027-12-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities, Inc.                   | Long: SLMH0CO1  IRS USD R V 00MCPURN CPURNSA 0.00BPS / Short: SLMH0CO1  IRS USD P F  2.50500                                               | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DIR              |  | US        |   5000000 | OU      | $70923.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALA Trust                                        | ALA Trust 2025-OANA                                                                                                                        | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1260000 | PA      | $1267498.13   | 0.17%             | 2030-06-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                  | CFCRE Commercial Mortgage Trust 2016-C7                                                                                                    | CUSIP: 12532BAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3274475 | PA      | $23281.52     | 0.00%             | 2054-12-10      | Variable      | 0.63%                 | 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        |   2518000 | PA      | $2564188.68   | 0.34%             | 2029-12-17      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                     | Barclays PLC                                                                                                                               | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3750000 | PA      | $3760329.15   | 0.50%             | 2026-05-12      | Fixed         | 5.20%                 | 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        |    875000 | PA      | $889004.90    | 0.12%             | 2030-10-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                  | Citizens Auto Receivables Trust 2023-2                                                                                                     | CUSIP: 17295FAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1832000 | PA      | $1845453.29   | 0.24%             | 2028-02-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                | Hyatt Hotels Corp                                                                                                                          | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    502000 | PA      | $506002.86    | 0.07%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                         | Volkswagen Group of America Finance LLC                                                                                                    | CUSIP: 928668CK6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    376000 | PA      | $376180.96    | 0.05%             | 2026-08-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                           | Aviation Capital Group LLC                                                                                                                 | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    439000 | PA      | $443852.95    | 0.06%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                                                                              | CUSIP: 097023BR5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    223000 | PA      | $217466.23    | 0.03%             | 2026-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                    | Boeing Co/The                                                                                                                              | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1333000 | PA      | $1402433.56   | 0.18%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                | Kinder Morgan Inc                                                                                                                          | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505748.70    | 0.07%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                              | Calpine Corporation 2024 Term Loan B5                                                                                                      | CUSIP: 13134MBX0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |   1750000 | PA      | $1750691.25   | 0.23%             | 2032-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                                                                             | CUSIP: 46642MAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1292000 | PA      | $1.29         | 0.00%             | 2027-06-10      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                            | American Airlines Inc 2025 Term Loan                                                                                                       | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    536303 | PA      | $531542.84    | 0.07%             | 2028-04-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| KKR Industrial Portfolio Trust                   | KIND Commercial Mortgage Trust 2024-1                                                                                                      | CUSIP: 494925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    670000 | PA      | $671996.73    | 0.09%             | 2041-08-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BLA219FL7 IRS USD R V 12MUSCPI SLA219FL7_INF CCPINFLATIONZERO / Short: BLA219FL7 IRS USD P F  2.39300 SLA219FL7_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $1064173.20   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    428000 | PA      | $426969.53    | 0.06%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    639000 | PA      | $657906.15    | 0.09%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates                                                                               | CUSIP: 3137BTUP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13052045 | PA      | $31985.34     | 0.00%             | 2026-11-25      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| Trysail CLO Ltd                                  | Trysail CLO 2021-1 Ltd                                                                                                                     | CUSIP: 89855AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3781373 | PA      | $3775825.81   | 0.50%             | 2032-07-20      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                  | Concentrix Corp                                                                                                                            | CUSIP: 20602DAA9<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    367000 | PA      | $373611.79    | 0.05%             | 2026-08-02      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                            | Antero Resources Corp                                                                                                                      | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    695000 | PA      | $711871.82    | 0.09%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2019-B11 Mortgage Trust                                                                                                          | CUSIP: 08162BBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    560000 | PA      | $529605.72    | 0.07%             | 2052-05-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                | Cedar Funding V CLO Ltd                                                                                                                    | CUSIP: 15032AAN7<br>LEI: 635400NWFWJ92O7QGD64 | Long             | ABS-CBDO         | CORP              | KY        |   1928435 | PA      | $1930050.95   | 0.25%             | 2031-07-17      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                  | Rolls-Royce PLC                                                                                                                            | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $409204.40    | 0.05%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust            | Gm Financial Automobile Leasing Trust 2025-2                                                                                               | CUSIP: 362962AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1265000 | PA      | $1266352.54   | 0.17%             | 2029-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BL6K7XV76 IRS USD R V 12MUSCPI SL6K7XV76_FLO CCPINFLATIONZERO / Short: BL6K7XV76 IRS USD P F  2.51000 SL6K7XV76_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  20000000 | OU      | $1892690.80   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                            | Brooklyn Union Gas Co/The                                                                                                                  | CUSIP: 114259AV6<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |   3505000 | PA      | $3505529.85   | 0.46%             | 2027-08-05      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                         | Macquarie Airfinance Holdings Ltd                                                                                                          | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    313000 | PA      | $323844.51    | 0.04%             | 2029-03-26      | Fixed         | 6.40%                 | 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        |   1325000 | PA      | $1346715.43   | 0.18%             | 2030-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                          | Imperial Brands Finance PLC                                                                                                                | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1337000 | PA      | $1366398.49   | 0.18%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                         | Clarios Global LP / Clarios US Finance Co                                                                                                  | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2153000 | PA      | $2166335.68   | 0.29%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                    | AIB Group PLC                                                                                                                              | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $201834.11    | 0.03%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                                                                                       | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    605000 | PA      | $612270.06    | 0.08%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                          | Blackstone Secured Lending Fund                                                                                                            | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    211000 | PA      | $200652.05    | 0.03%             | 2027-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    729000 | PA      | $730801.75    | 0.10%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                               | Long: SL3A3AVU4 IRS USD R V 12MUSCPI SL3A3AVU4_INF INFLATIONZERO / Short: SL3A3AVU4 IRS USD P F  2.21300 SL3A3AVU4_FIX INFLATIONZERO       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   5000000 | OU      | $675566.80    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                               | F&G Global Funding                                                                                                                         | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    842000 | PA      | $858809.36    | 0.11%             | 2027-06-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                 | WFRBS Commercial Mortgage Trust 2014-C21                                                                                                   | CUSIP: 92939FBB4<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |  13391714 | PA      | $29128.32     | 0.00%             | 2047-08-15      | Variable      | 0.45%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                          | Frontier Communications Holdings LLC                                                                                                       | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74000 | PA      | $75036.22     | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                | Iron Mountain Inc                                                                                                                          | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   1098000 | PA      | $1085674.29   | 0.14%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust       | JPMBB Commercial Mortgage Securities Trust 2014-C24                                                                                        | CUSIP: 46643GAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    331516 | PA      | $9.08         | 0.00%             | 2047-11-15      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm Inc                                                                                                                              | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    714000 | PA      | $713887.70    | 0.09%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                            | US Bank NA/Cincinnati OH                                                                                                                   | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    694000 | PA      | $694915.71    | 0.09%             | 2028-05-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                      | Paychex Inc                                                                                                                                | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    513000 | PA      | $519882.12    | 0.07%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                   | Bombardier Inc                                                                                                                             | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    154000 | PA      | $154804.03    | 0.02%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                                                                                    | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2201000 | PA      | $2234804.48   | 0.29%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                         | Jackson National Life Global Funding                                                                                                       | CUSIP: 46849LVE8<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    671000 | PA      | $684864.70    | 0.09%             | 2030-01-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                   | Morgan Stanley Capital I Trust 2024-NSTB                                                                                                   | CUSIP: 61690BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1573580 | PA      | $1519056.48   | 0.20%             | 2057-09-24      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | Long: SL5D3V4U0 IRS USD R V 12MUSCPI SL5D3V4U0_INF INFLATIONZERO / Short: SL5D3V4U0 IRS USD P F  2.40950 SL5D3V4U0_FIX INFLATIONZERO       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |  10000000 | OU      | $1002786.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| WASH MULTIFAM ACQ INC                            | WASH Multifamily Acquisition Inc                                                                                                           | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1403062.93   | 0.19%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust            | NextGear Floorplan Master Owner Trust                                                                                                      | CUSIP: 65341KCF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1980000 | PA      | $1981331.35   | 0.26%             | 2030-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                             | MGIC Investment Corp                                                                                                                       | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    750000 | PA      | $745494.75    | 0.10%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                                                                             | CUSIP: 46642MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2906000 | PA      | $1453.00      | 0.00%             | 2027-06-10      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                     | HSBC USA Inc                                                                                                                               | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    625000 | PA      | $626845.60    | 0.08%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CROWN AMER/CAP CORP VI                           | Crown Americas LLC / Crown Americas Capital Corp VI                                                                                        | CUSIP: 228187AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $900000.18    | 0.12%             | 2026-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CART                                             | CONE Trust 2024-DFW1                                                                                                                       | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $648694.67    | 0.09%             | 2041-08-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    273000 | PA      | $276175.85    | 0.04%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH                           | Molex Electronic Technologies LLC                                                                                                          | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    692000 | PA      | $693029.05    | 0.09%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Parallel Ltd                                     | Parallel 2021-1 Ltd                                                                                                                        | CUSIP: 69916HAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1498503.00   | 0.20%             | 2034-07-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                          | JP Morgan REPO 4.12% 6-2-2025                                                                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | RA               | CORP              | US        |    914000 | PA      | $914000.00    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                         | Republic of South Africa Government International Bond                                                                                     | CUSIP: 836205AR5<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1443000 | PA      | $1448898.94   | 0.19%             | 2025-09-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2024-V7 Mortgage Trust                                                                                                           | CUSIP: 08163YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    990000 | PA      | $1039781.06   | 0.14%             | 2056-05-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                   | Solventum Corp                                                                                                                             | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1796000 | PA      | $1833163.32   | 0.24%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2023-HQA1                                                                                                    | CUSIP: 35564KX79<br>LEI: 5493000IRHY5YZIPQD14 | Long             | ABS-MBS          | USGSE             | US        |    988683 | PA      | $999043.79    | 0.13%             | 2043-05-25      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| CEC ENTERTAINMENT LLC                            | CEC Entertainment LLC                                                                                                                      | CUSIP: 125137AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1284000 | PA      | $1264519.60   | 0.17%             | 2026-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                                                   | CUSIP: 38378XFF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    106300 | PA      | $95843.47     | 0.01%             | 2048-01-16      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27                                                                                | CUSIP: 61690AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $318117.89    | 0.04%             | 2047-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | Long: BLP824HS1 IRS USD R V 03MSOFR SLP824HS1_FLO CCPOIS / Short: BLP824HS1 IRS USD P F   .17314 SLP824HS1_FIX CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    165637 | OU      | $3481.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III                           | Fresenius Medical Care US Finance III Inc                                                                                                  | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    173000 | PA      | $165465.36    | 0.02%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                            | Civitas Resources Inc                                                                                                                      | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   1236000 | PA      | $1246821.18   | 0.16%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                          | Bayer US Finance II LLC                                                                                                                    | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1743717.75   | 0.23%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                              | Hilcorp Energy I LP Term Loan B                                                                                                            | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |   1465600 | PA      | $1466816.45   | 0.19%             | 2030-02-11      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BL1O5LIK7 IRS USD R V 12MUSCPI SL1O5LIK7_INF CCPINFLATIONZERO / Short: BL1O5LIK7 IRS USD P F  2.40750 SL1O5LIK7_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $528156.80    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1164000 | PA      | $1181706.16   | 0.16%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                 | Societe Generale SA                                                                                                                        | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    631000 | PA      | $619239.42    | 0.08%             | 2026-12-14      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                                                                                       | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1214000 | PA      | $1236717.51   | 0.16%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                          | Brighthouse Financial Global Funding                                                                                                       | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   1277000 | PA      | $1293907.89   | 0.17%             | 2027-04-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                         | Volkswagen Group of America Finance LLC                                                                                                    | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    335000 | PA      | $335101.11    | 0.04%             | 2027-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BARDOT CLO LTD                                   | Bardot CLO Ltd                                                                                                                             | CUSIP: 06744NBQ9<br>LEI: 549300KP12IHV6MTDK86 | Long             | ABS-CBDO         | CORP              | KY        |   1573628 | PA      | $1570545.38   | 0.21%             | 2032-10-22      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                             | FS Rialto 2025-FL10 Issuer LLC                                                                                                             | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    310000 | PA      | $309839.02    | 0.04%             | 2042-08-19      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | BNP Paribas SA                                                                                                                             | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    436000 | PA      | $434032.60    | 0.06%             | 2026-05-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    315000 | PA      | $317716.70    | 0.04%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                  | Lstar Commercial Mortgage Trust 2016-4                                                                                                     | CUSIP: 50219QAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    586930 | PA      | $1831.34      | 0.00%             | 2049-03-10      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                         | Icon Investments Six DAC                                                                                                                   | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    520000 | PA      | $533020.47    | 0.07%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: S53964651 CDS USD R F  1.00000 253964652 CCPCDX / Short: S53964651 CDS USD P V 03MEVENT 253964653 CCPCDX                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   6540000 | OU      | $147876.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) SEP25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1364 | NC      | $549947.45    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Colombia Government International Bonds          | Colombia Government International Bonds                                                                                                    | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    809000 | PA      | $792941.35    | 0.10%             | 2027-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: BLFH0QW82 IRS USD R V 12MUSCPI INF_SLFH0QW82 CCPINFLATIONZERO / Short: BLFH0QW82 IRS USD P F  3.15000 FIX_SLFH0QW82 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |  60000000 | OU      | $1733205.60   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050460<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1131000 | PA      | $1131659.45   | 0.15%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                         | Health Care Service Corp A Mutual Legal Reserve Co                                                                                         | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    405000 | PA      | $410149.46    | 0.05%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortgage Trust          | DBJPM 2016-C3 Mortgage Trust                                                                                                               | CUSIP: 23312VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7740302 | PA      | $72625.71     | 0.01%             | 2049-08-10      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust         | Americredit Automobile Receivables Trust 2023-1                                                                                            | CUSIP: 03067BAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $612246.42    | 0.08%             | 2028-12-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                                                   | CUSIP: 38378NMX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16563 | PA      | $53.25        | 0.00%             | 2055-01-16      | Variable      | 0.17%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2024-XL5                                                                                                      | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    670575 | PA      | $671783.15    | 0.09%             | 2041-03-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                   | Wheels Fleet Lease Funding 1 LLC                                                                                                           | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    995000 | PA      | $997030.89    | 0.13%             | 2039-09-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                             | CITGO Petroleum Corp                                                                                                                       | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   1682000 | PA      | $1685901.06   | 0.22%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1640464 | PA      | $1622758.14   | 0.21%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    417000 | PA      | $417483.97    | 0.06%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust            | Wells Fargo Commercial Mortgage Trust 2016-BNK1                                                                                            | CUSIP: 95000GBB9<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |   1537345 | PA      | $21993.41     | 0.00%             | 2049-08-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                              | DBWF Mortgage Trust                                                                                                                        | CUSIP: 23306NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67413 | PA      | $65852.11     | 0.01%             | 2034-06-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                                                                                     | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    750000 | PA      | $747563.51    | 0.10%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                            | Rio Tinto Finance USA PLC                                                                                                                  | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1316000 | PA      | $1331224.66   | 0.18%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities, Inc.                   | Long: SL3X1UXF3 IRS USD R V 00MCPURN CPURNSA0.00BPS / Short: SL3X1UXF3 IRS USD P F  2.75000                                                | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DIR              |  | US        |   6000000 | OU      | $-265756.56   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    699000 | PA      | $706784.33    | 0.09%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                               | Long: SL324D5J9 IRS USD R V 12MUSCPI SL324D5J9_INF INFLATIONZERO / Short: SL324D5J9 IRS USD P F  1.67600 SL324D5J9_FIX INFLATIONZERO       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |  15000000 | OU      | $2892968.10   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co                                                                                                                        | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    766000 | PA      | $770430.97    | 0.10%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| 6297782 LLC                                      | South Bow USA Infrastructure Holdings LLC                                                                                                  | CUSIP: 83007CAC6<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    916000 | PA      | $908626.13    | 0.12%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                 | TRESTLES CLO V LTD                                                                                                                         | CUSIP: 89532UAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2249246.25   | 0.30%             | 2034-10-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: BLYP18FO6 IRS USD R V 12MUSCPI INF_SLYP18FO6 CCPINFLATIONZERO / Short: BLYP18FO6 IRS USD P F  2.85000 FIX_SLYP18FO6 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |  30000000 | OU      | $88375.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BL3A3GHT0 IRS USD R V 12MUSCPI SL3A3GHT0_INF CCPINFLATIONZERO / Short: BL3A3GHT0 IRS USD P F  2.37000 SL3A3GHT0_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  25000000 | OU      | $2657328.50   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                       | Nuveen LLC                                                                                                                                 | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    443000 | PA      | $457689.45    | 0.06%             | 2030-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                         | Engie SA                                                                                                                                   | CUSIP: 29286DAA3<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    452000 | PA      | $460338.93    | 0.06%             | 2029-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                               | Long: SL1O55C10 IRS USD R V 12MUSCPI SL1O55C10_INF INFLATIONZERO / Short: SL1O55C10 IRS USD P F  2.34750 SL1O55C10_FIX INFLATIONZERO       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   5000000 | OU      | $541717.45    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                      | HONEYWELL INTERNATIONAL INC TERM LOAN A1                                                                                                   | CUSIP: 43852TCF0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1001250.00   | 0.13%             | 2027-05-07      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO                             | Liberty Utilities Co                                                                                                                       | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    678000 | PA      | $693279.04    | 0.09%             | 2029-01-31      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BL4K5UVM3 IRS USD R V 12MUSCPI SL4K5UVM3_INF CCPINFLATIONZERO / Short: BL4K5UVM3 IRS USD P F  2.35250 SL4K5UVM3_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $1123294.60   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEX CORP                                        | IDEX Corp                                                                                                                                  | CUSIP: 45167RAJ3<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    208000 | PA      | $209520.62    | 0.03%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                          | Imperial Brands Finance PLC                                                                                                                | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   2954000 | PA      | $3031489.95   | 0.40%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: BL4G51XI3 IRS USD R V 12MUSCPI INF_SL4G51XI3 CCPINFLATIONZERO / Short: BL4G51XI3 IRS USD P F  2.66500 FIX_SL4G51XI3 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |  22000000 | OU      | $-325355.14   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                  | Danske Bank A/S                                                                                                                            | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    887000 | PA      | $877759.20    | 0.12%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2025-TAIL                                                                                                                         | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    560000 | PA      | $561602.38    | 0.07%             | 2035-06-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                                                                               | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    449000 | PA      | $457139.82    | 0.06%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BL324TGX1 IRS USD R V 12MUSCPI SL324TGX1_INF CCPINFLATIONZERO / Short: BL324TGX1 IRS USD P F  2.31000 SL324TGX1_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $1171557.00   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                         | Icon Investments Six DAC                                                                                                                   | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    496000 | PA      | $504423.68    | 0.07%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                | Japan Tobacco Inc                                                                                                                          | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   1102000 | PA      | $1125019.83   | 0.15%             | 2030-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                          | Blackstone Secured Lending Fund                                                                                                            | CUSIP: 09261LAC2<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1069468.76   | 0.14%             | 2026-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust 2024-2                                                                                              | CUSIP: 80286YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1235000 | PA      | $1260583.27   | 0.17%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR ULTRA FUT SEP25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -39 | NC      | $-38259.73    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MELCO RESORTS FINANCE                            | Melco Resorts Finance Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |   1106000 | PA      | $1105041.43   | 0.15%             | 2025-06-06      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                            | Pinnacle West Capital Corp                                                                                                                 | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177059.42    | 0.02%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                       | FIXED INC CLEARING CORP.REPO                                                                                                               | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   1537627 | PA      | $1537626.78   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4                                                                              | CUSIP: 46645UAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3140422 | PA      | $17789.55     | 0.00%             | 2049-12-15      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                                                                                                      | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11326500 | PA      | $11084369.33  | 1.46%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                           | AS Mileage Plan IP Ltd                                                                                                                     | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    270000 | PA      | $264564.15    | 0.03%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                   | EPR Properties                                                                                                                             | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   3360000 | PA      | $3342284.40   | 0.44%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Crestline Denali CLO XVII, LLC                   | Crestline Denali CLO XVII Ltd                                                                                                              | CUSIP: 22616TAN6<br>LEI: 254900BNO2GIP36AKL73 | Long             | ABS-CBDO         | CORP              | KY        |   1245482 | PA      | $1245832.76   | 0.16%             | 2031-10-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                                        | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2079000 | PA      | $2095588.30   | 0.28%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                               | Regal Rexnord Corp                                                                                                                         | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   2206000 | PA      | $2265442.15   | 0.30%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                           | Chase Auto Owner Trust 2024-3                                                                                                              | CUSIP: 16144LAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1090000 | PA      | $1102391.56   | 0.15%             | 2029-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                        | Block Inc                                                                                                                                  | CUSIP: 852234AJ2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    770000 | PA      | $734772.50    | 0.10%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MSCG Trust                                       | MSCG Trust 2015-ALDR                                                                                                                       | CUSIP: 55352NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5101 | PA      | $5095.93      | 0.00%             | 2035-06-07      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                    | Aircastle Ltd                                                                                                                              | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   2446000 | PA      | $2444577.46   | 0.32%             | 2025-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                          | Dell International LLC / EMC Corp                                                                                                          | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    343000 | PA      | $344944.92    | 0.05%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                                                                                    | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115642.88    | 0.02%             | 2026-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OGX Austria GmbH                                 | OGX Austria GmbH                                                                                                                           | CUSIP: 670849AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |    225000 | PA      | $4.50         | 0.00%             | 2018-06-01      | None          | 8.50%                 | No            |                  3 | On Loan: No      |
| Deutsche Bank AG                                 | Long: SL332WCZ3 IRS USD R V 12MUSCPI SL332WCZ3_INF INFLATIONZERO / Short: SL332WCZ3 IRS USD P F  3.01000 SL332WCZ3_FIX INFLATIONZERO       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |  15000000 | OU      | $-1521970.20  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | Long: SL6K6KUQ4 IRS USD R F   .18350 SL6K6KUQ4_FIX CCPOIS / Short: SL6K6KUQ4 IRS USD P V 03MFEDL SL6K6KUQ4_FLO CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    165637 | OU      | $-3475.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                         | Amcor Flexibles North America Inc                                                                                                          | CUSIP: 02344AAD0<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    204000 | PA      | $205462.32    | 0.03%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2024-DNA3                                                                                                    | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | USGSE             | US        |    560000 | PA      | $560137.98    | 0.07%             | 2044-10-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                               | BMO 2024-5C8 Mortgage Trust                                                                                                                | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    870000 | PA      | $896753.89    | 0.12%             | 2057-12-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                          | Frontier Communications Holdings LLC                                                                                                       | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195677 | PA      | $197886.98    | 0.03%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer