# EDGAR Filing Document

**Accession Number:** 0000911507
**File Stem:** 0001410368-26-006426
**Filing Date:** 2026-1
**Character Count:** 250630
**Document Hash:** 403d7143689654ff1e9b2b5664ae3b4e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-006426.hdr.sgml**: 20260122

**ACCESSION NUMBER**: 0001410368-26-006426

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260122

**DATE AS OF CHANGE**: 20260122

**PERIOD START**: 20251130

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07988
- **FILM NUMBER:** 26551799

**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 Total Return Fund (Series ID: S000007280)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000019995 | Class A      | LTRAX           |
| C000019997 | Class C      | LTRCX           |
| C000019998 | Class P      | LTRPX           |
| C000019999 | Class I      | LTRYX           |
| C000054894 | Class F      | LTRFX           |
| C000054895 | Class R2     | LTRQX           |
| C000054896 | Class R3     | LTRRX           |
| C000156629 | Class R4     | LTRKX           |
| C000156630 | Class R5     | LTRTX           |
| C000156631 | Class R6     | LTRHX           |
| C000188241 | Class F3     | LTROX           |

## 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 Total Return Fund

- **b. EDGAR series identifier (if any):** S000007280

- **c. LEI of Series:** GIHHC2ORE0Y24VSUXP97

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $5484607382.10

**Total Liabilities:** $1631746276.30

**Net Assets:** $3852861105.80

**Delayed Delivery Securities:** $1290804533.92

**Cash Not Reported:** $9337290.02

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -7150.77000000 | **1-Year:** -122671.10000000 | **5-Year:** -394296.63000000 | **10-Year:** -288798.36000000 | **30-Year:** -59844.56000000

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

- **3-Month:** -1927.37000000 | **1-Year:** -40582.72000000 | **5-Year:** -114150.37000000 | **10-Year:** -36654.16000000 | **30-Year:** -1080.39000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000019995 | 1.18%                | 0.61%                | 0.60%                |
| Class ID C000019997 | 1.01%                | 0.55%                | 0.55%                |
| Class ID C000019998 | 1.16%                | 0.58%                | 0.58%                |
| Class ID C000019999 | 1.20%                | 0.63%                | 0.62%                |
| Class ID C000054894 | 1.19%                | 0.62%                | 0.61%                |
| Class ID C000054895 | 1.15%                | 0.46%                | 0.68%                |
| Class ID C000054896 | 1.16%                | 0.58%                | 0.58%                |
| Class ID C000156629 | 1.18%                | 0.60%                | 0.60%                |
| Class ID C000156630 | 1.08%                | 0.63%                | 0.62%                |
| Class ID C000156631 | 1.21%                | 0.63%                | 0.63%                |
| Class ID C000188241 | 1.09%                | 0.63%                | 0.74%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $7428711.42              | $19576318.16                               |
| Month 2  | $8082478.63              | $259055.44                                 |
| Month 3  | $1402827.81              | $8520299.10                                |

**Designated Index Information**

- **Index Name:** Barc Capital US Corp Inv Grade

- **Index Identifier:** BCF2T

### Schedule of Portfolio Investments

| Name                                               | Title                                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AB BSL CLO                                         | AB BSL CLO 3 Ltd                                                              | CUSIP: 00037QAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000953.00   | 0.03%             | 2038-04-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                   | ABN AMRO Bank NV                                                              | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   5400000 | PA      | $4956791.76   | 0.13%             | 2037-03-13      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                       | AES Corp/The                                                                  | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |  10074000 | PA      | $9830219.78   | 0.26%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                      | AIB Group PLC                                                                 | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   6529000 | PA      | $6947759.68   | 0.18%             | 2029-09-13      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                            | Corebridge Global Funding                                                     | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   4478000 | PA      | $4525411.14   | 0.12%             | 2032-08-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation              | AMMC CLO 23 Ltd                                                               | CUSIP: 00177JBY0<br>LEI: 549300ICO4ZE2FVC2Y46 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8063040.00   | 0.21%             | 2038-07-17      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                             | AS Mileage Plan IP Ltd                                                        | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   9655000 | PA      | $9688540.89   | 0.25%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                 | Advance Auto Parts Inc                                                        | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   3138000 | PA      | $3205280.73   | 0.08%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                 | Osaic Holdings Inc                                                            | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |   3632000 | PA      | $3771991.81   | 0.10%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                            | Aethon United BR LP / Aethon United Finance Corp                              | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3465000 | PA      | $3623218.83   | 0.09%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                | Affirm Master Trust Series 2025-3                                             | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5670000 | PA      | $5686530.89   | 0.15%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                         | Affirm Asset Securitization Trust 2024-A                                      | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2600000 | PA      | $2606702.80   | 0.07%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                         | Affirm Asset Securitization Trust 2024-A                                      | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6040000 | PA      | $6055330.73   | 0.16%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                         | Affirm Asset Securitization Trust 2024-B                                      | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10025788.00  | 0.26%             | 2029-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                      | Aircastle Ltd                                                                 | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   6919000 | PA      | $6719099.85   | 0.17%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                      | Aircastle Ltd                                                                 | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   5000000 | PA      | $5254209.50   | 0.14%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                          | ALA Trust 2025-OANA                                                           | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3490000 | PA      | $3508815.99   | 0.09%             | 2040-06-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                             | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC         | CUSIP: 01309QAB4<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   2161000 | PA      | $2240559.38   | 0.06%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                             | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC         | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   3884000 | PA      | $3920175.58   | 0.10%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATI INC                                            | ATI Inc                                                                       | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |   3331000 | PA      | $3529878.22   | 0.09%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                | Alliant Energy Corp                                                           | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |   1851000 | PA      | $1850160.76   | 0.05%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                           | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3715000 | PA      | $3785811.62   | 0.10%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                   | Allied Universal Holdco LLC / Allied Universal Finance Corp                   | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4043000 | PA      | $3967785.24   | 0.10%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| ALLIED UNIVERSAL HOLDCO                            | Allied Universal Holdco LLC                                                   | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   3427000 | PA      | $3610951.08   | 0.09%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F020612<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  24293000 | PA      | $19776667.48  | 0.51%             | 2055-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  50110000 | PA      | $42652120.68  | 1.11%             | 2055-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F030611<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10288000 | PA      | $9139516.10   | 0.24%             | 2056-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F0326C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3314000 | PA      | $3065715.52   | 0.08%             | 2055-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  20740000 | PA      | $19748201.59  | 0.51%             | 2056-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F042418<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  38024000 | PA      | $38021013.21  | 0.99%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13106000 | PA      | $12820612.53  | 0.33%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F050411<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  37224000 | PA      | $37654667.53  | 0.98%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  88364000 | PA      | $88121078.53  | 2.29%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F0506C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4007000 | PA      | $3999427.89   | 0.10%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F052417<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  19615000 | PA      | $20076887.55  | 0.52%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  36990000 | PA      | $37430288.27  | 0.97%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F0526C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1786000 | PA      | $1808793.43   | 0.05%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  27906000 | PA      | $28569354.08  | 0.74%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F0606C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3337000 | PA      | $3417106.02   | 0.09%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F062614<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    777000 | PA      | $805384.11    | 0.02%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F0626C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1688000 | PA      | $1748872.05   | 0.05%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F070617<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6968000 | PA      | $7314294.06   | 0.19%             | 2055-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                               | Alpha Generation LLC Term Loan B                                              | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |   8086161 | PA      | $8111874.79   | 0.21%             | 2031-09-30      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                   | Altice France SA                                                              | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   3800191 | PA      | $3903454.01   | 0.10%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                   | Altria Group Inc                                                              | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   4678000 | PA      | $4759465.12   | 0.12%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                            | American Airlines Inc 2025 Term Loan                                          | CUSIP: 02376CBS3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |   2506200 | PA      | $2508154.39   | 0.07%             | 2028-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust           | AmeriCredit Automobile Receivables Trust 2022-2                               | CUSIP: 03065WAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4415000 | PA      | $4444696.17   | 0.12%             | 2028-04-18      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust           | AmeriCredit Automobile Receivables Trust 2025-1                               | CUSIP: 03067FAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7130000 | PA      | $7152018.15   | 0.19%             | 2030-05-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                          | Amgen Inc                                                                     | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   4876000 | PA      | $4991504.10   | 0.13%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                             | Anglo American Capital PLC                                                    | CUSIP: 034863BB5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   5835000 | PA      | $5769446.58   | 0.15%             | 2029-03-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                             | Anglo American Capital PLC                                                    | CUSIP: 034863BD1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1142000 | PA      | $1188012.44   | 0.03%             | 2033-05-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                             | Anglo American Capital PLC                                                    | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   6646000 | PA      | $7021770.75   | 0.18%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                              | Antero Resources Corp                                                         | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   6006000 | PA      | $6121795.68   | 0.16%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                    | Antofagasta PLC                                                               | CUSIP: 03718NAC0<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |   6894000 | PA      | $7373326.03   | 0.19%             | 2034-05-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Prime Security Services Borrower, LLC              | Prime Security Services Borrower LLC 2025 Incremental Term Loan B             | CUSIP: 03765VAQ3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |   5389459 | PA      | $5367173.24   | 0.14%             | 2032-03-07      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                               | Appalachian Power Co                                                          | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   5371000 | PA      | $5668454.25   | 0.15%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                      | AppLovin Corp                                                                 | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   3588000 | PA      | $3735506.63   | 0.10%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                       | Assurant Inc                                                                  | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   3488000 | PA      | $3098087.05   | 0.08%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                              | Athene Global Funding                                                         | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  11695000 | PA      | $11763175.30  | 0.31%             | 2026-05-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                              | Athene Global Funding                                                         | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  15332000 | PA      | $15529220.58  | 0.40%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                               | Atlas Warehouse Lending Co LP                                                 | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   8196000 | PA      | $8253616.98   | 0.21%             | 2030-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                              | Atlassian Corp                                                                | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   4453000 | PA      | $4625557.27   | 0.12%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                          | Avant Loans Funding Trust 2024-REV1                                           | CUSIP: 05352UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7100000 | PA      | $7164176.90   | 0.19%             | 2033-10-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                             | Aviation Capital Group LLC                                                    | CUSIP: 05366DAA6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   7653000 | PA      | $8202185.94   | 0.21%             | 2030-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AVILEASE CAPITAL LTD                               | Avilease Capital Ltd                                                          | CUSIP: 05370HAA1<br>LEI: 635400SXOPVAVBWNE366 | Long             | DBT              | CORP              | KY        |   5521000 | PA      | $5494715.02   | 0.14%             | 2030-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 (US) LLC                     | Avolon TLB Borrower 1 (US) LLC 2023 Term Loan B6                              | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |  10313043 | PA      | $10360895.44  | 0.27%             | 2030-06-24      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                           | Avolon Holdings Funding Ltd                                                   | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   6563000 | PA      | $6522852.29   | 0.17%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                           | Avolon Holdings Funding Ltd                                                   | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    763000 | PA      | $738586.07    | 0.02%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                           | Avolon Holdings Funding Ltd                                                   | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2776000 | PA      | $2895236.70   | 0.08%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                           | Avolon Holdings Funding Ltd                                                   | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   5464000 | PA      | $5620724.24   | 0.15%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                | Axon Enterprise Inc                                                           | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   3747000 | PA      | $3899622.80   | 0.10%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC        | BBCMS Mortgage Trust 2023-C21                                                 | CUSIP: 05553WAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6900000 | PA      | $7485913.50   | 0.19%             | 2056-09-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                 | BMO 2024-5C5 Mortgage Trust                                                   | CUSIP: 05593RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5940000 | PA      | $6229147.91   | 0.16%             | 2057-02-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust 2025-ROIC                                                            | CUSIP: 05593VAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6604242 | PA      | $6596878.72   | 0.17%             | 2030-03-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                 | BMO 2023-C5 Mortgage Trust                                                    | CUSIP: 055988AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4770000 | PA      | $4991017.95   | 0.13%             | 2056-06-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Commercial Mortgage Trust 2025-COPT                                        | CUSIP: 05618XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6700000 | PA      | $6716309.14   | 0.17%             | 2042-08-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust 2025-VOLT                                                            | CUSIP: 05619PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4590000 | PA      | $4608632.65   | 0.12%             | 2044-12-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD / MARTINI BV                           | Bacardi Ltd / Bacardi-Martini BV                                              | CUSIP: 05635JAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   6256000 | PA      | $6354731.00   | 0.16%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                           | Banco de Credito del Peru S.A.                                                | CUSIP: 05971U2K2<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |   6054000 | PA      | $6078225.99   | 0.16%             | 2037-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                           | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple              | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   3326124 | PA      | $3482185.53   | 0.09%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                          | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10476000 | PA      | $10396905.47  | 0.27%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                          | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5597000 | PA      | $5589073.25   | 0.15%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                          | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  17835000 | PA      | $17008877.98  | 0.44%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Bank                                               | BANK 2019-BNK21                                                               | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5340000 | PA      | $5057177.58   | 0.13%             | 2052-10-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Bank5                                              | BANK5 2025-5YR14                                                              | CUSIP: 06604MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13590000 | PA      | $14277912.21  | 0.37%             | 2058-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                                     | BankUnited Inc                                                                | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |   6768000 | PA      | $6790480.66   | 0.18%             | 2030-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                           | Baxter International Inc                                                      | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |  11870000 | PA      | $10379353.17  | 0.27%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                           | Baxter International Inc                                                      | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   6447000 | PA      | $6573018.35   | 0.17%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAYER CORP/NJ                                      | Bayer Corp/NJ                                                                 | CUSIP: 072732AC4<br>LEI: 54930050NR9YMICYZM28 | Long             | DBT              | CORP              | US        |   3872000 | PA      | $4061508.30   | 0.11%             | 2028-02-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                               | Bayer US Finance LLC                                                          | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |  10643000 | PA      | $11386114.27  | 0.30%             | 2030-11-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                               | Bayer US Finance LLC                                                          | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   3416000 | PA      | $3700019.70   | 0.10%             | 2033-11-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC        | BBCMS Mortgage Trust 2025-5C33                                                | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3120000 | PA      | $3298191.31   | 0.09%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund                    | Bayview Opportunity Master Fund VI Trust 2021-INV6                            | CUSIP: 07335UAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6924396 | PA      | $5843649.85   | 0.15%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC        | BBCMS Mortgage Trust 2025-5C34                                                | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4750000 | PA      | $4998379.40   | 0.13%             | 2058-05-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| BEACON FUNDING TRUST                               | Beacon Funding Trust                                                          | CUSIP: 073952AB9<br>LEI: 984500A80A2EBF5A7C93 | Long             | DBT              | CORP              | US        |   5756000 | PA      | $5897685.61   | 0.15%             | 2054-08-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| BELROSE FUNDING TRUST II                           | Belrose Funding Trust II                                                      | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3497000 | PA      | $3651953.22   | 0.09%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | Benchmark 2024-V7 Mortgage Trust                                              | CUSIP: 08163YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12630000 | PA      | $13378039.54  | 0.35%             | 2056-05-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | Benchmark 2025-V18 Mortgage Trust                                             | CUSIP: 08164EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12070000 | PA      | $12508433.09  | 0.32%             | 2058-10-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | Benchmark 2024-V12 Mortgage Trust                                             | CUSIP: 081915AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4160000 | PA      | $4373912.19   | 0.11%             | 2057-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | Benchmark 2024-V9 Mortgage Trust                                              | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9410000 | PA      | $9813371.88   | 0.25%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | Benchmark 2024-V11 Mortgage Trust                                             | CUSIP: 081921AZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4980000 | PA      | $5258046.35   | 0.14%             | 2057-11-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | Benchmark 2024-V6 Mortgage Trust                                              | CUSIP: 081927AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8050000 | PA      | $8439573.31   | 0.22%             | 2057-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                               | Birch Grove CLO 3 Ltd                                                         | CUSIP: 09076VAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2210000 | PA      | $2210685.10   | 0.06%             | 2038-01-19      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                 | BMO 2024-5C8 Mortgage Trust                                                   | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14630000 | PA      | $15300639.20  | 0.40%             | 2057-12-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                             | Boardwalk Pipelines LP                                                        | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   5052000 | PA      | $4752968.74   | 0.12%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                      | Boeing Co/The                                                                 | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3521000 | PA      | $3917007.05   | 0.10%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                      | Boeing Co/The                                                                 | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3791000 | PA      | $4323563.02   | 0.11%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust                                    | BofA Auto Trust 2024-1                                                        | CUSIP: 09709AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8572365 | PA      | $8637951.69   | 0.22%             | 2028-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                           | Brandywine Operating Partnership LP                                           | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |   3922000 | PA      | $3773422.09   | 0.10%             | 2029-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                            | Brighthouse Financial Global Funding                                          | CUSIP: 10921U2L1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   6880000 | PA      | $7051057.10   | 0.18%             | 2029-06-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                  | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6911826.74   | 0.18%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                  | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   7781000 | PA      | $8121237.06   | 0.21%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                  | Brown & Brown Inc                                                             | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |  13889000 | PA      | $12450551.69  | 0.32%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                  | Brown & Brown Inc                                                             | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    922000 | PA      | $944608.33    | 0.02%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                  | Brown & Brown Inc                                                             | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1867000 | PA      | $1920281.85   | 0.05%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Commercial Mortgage Trust 2025-BCAT                                        | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3344414 | PA      | $3349183.88   | 0.09%             | 2042-08-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust 2025-VLT6                                                            | CUSIP: 12433KAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2790000 | PA      | $2783124.32   | 0.07%             | 2042-03-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                   | Paramount Global                                                              | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   2652000 | PA      | $2073921.95   | 0.05%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                   | Paramount Global                                                              | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   6766000 | PA      | $6616659.83   | 0.17%             | 2028-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                   | Paramount Global                                                              | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   3814000 | PA      | $3748822.13   | 0.10%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                             | CCO Holdings LLC / CCO Holdings Capital Corp                                  | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7421000 | PA      | $7074380.67   | 0.18%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CFE FIBRA E                                        | CFE Fibra E                                                                   | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              |  | MX        |   7245000 | PA      | $7234929.45   | 0.19%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                          | CIM Trust 2021-J1                                                             | CUSIP: 12564KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7726387 | PA      | $6520468.16   | 0.17%             | 2051-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                          | CIM Trust 2021-J3                                                             | CUSIP: 12565VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12067592 | PA      | $10176878.27  | 0.26%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                          | CIM Trust 2021-INV1                                                           | CUSIP: 12566PAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9873035 | PA      | $8319751.01   | 0.22%             | 2051-07-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                     | CPS Auto Receivables Trust 2022-B                                             | CUSIP: 12663BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7079436.00   | 0.18%             | 2029-10-15      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                    | CVS Health Corp                                                               | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3662000 | PA      | $3854108.52   | 0.10%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                             | CACI International Inc                                                        | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |   3148000 | PA      | $3285737.59   | 0.09%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAJUN GLOBAL LLC                                   | Cajun Global LLC                                                              | CUSIP: 12803VAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3050000 | PA      | $3050308.66   | 0.08%             | 2055-11-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                | Calpine Corporation 2024 Term Loan B10                                        | CUSIP: 13134MBW2<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |   3700000 | PA      | $3701110.00   | 0.10%             | 2031-01-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust            | Capital One Multi-Asset Execution Trust                                       | CUSIP: 14041NGH8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   4771000 | PA      | $4841618.91   | 0.13%             | 2037-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING                           | Capital Power US Holdings Inc                                                 | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4715000 | PA      | $4954229.20   | 0.13%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                            | Carmax Auto Owner Trust 2022-3                                                | CUSIP: 14318MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9709000 | PA      | $9733103.56   | 0.25%             | 2028-02-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                    | Carmax Select Receivables Trust 2024-A                                        | CUSIP: 14319FAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6545000 | PA      | $6605787.34   | 0.17%             | 2028-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                            | Carmax Auto Owner Trust 2024-3                                                | CUSIP: 14319GAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8120000 | PA      | $8215266.28   | 0.21%             | 2029-07-16      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                    | Carmax Select Receivables Trust 2025-B                                        | CUSIP: 14320BAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8520000 | PA      | $8545227.72   | 0.22%             | 2030-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                      | Carnival Corp                                                                 | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   5637000 | PA      | $5810134.82   | 0.15%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                               | Carpenter Technology Corp                                                     | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |   3859000 | PA      | $3926926.12   | 0.10%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                     | Carvana Auto Receivables Trust 2020-NP1                                       | CUSIP: 14687PAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1311936 | PA      | $1311734.68   | 0.03%             | 2027-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corporation                | Six Flags Entertainment Corporation 2024 Term Loan B                          | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |   1862685 | PA      | $1819806.12   | 0.05%             | 2031-05-01      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                       | Centene Corp                                                                  | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   4989000 | PA      | $4931629.99   | 0.13%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                       | Centene Corp                                                                  | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   8616000 | PA      | $8039339.74   | 0.21%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                             | CenterPoint Energy Resources Corp                                             | CUSIP: 15189WAP5<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   7179000 | PA      | $7136902.06   | 0.19%             | 2032-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                           | Cheniere Energy Partners LP                                                   | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   4113000 | PA      | $3782764.89   | 0.10%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust                        | Cherry Securitization Trust 2025-1                                            | CUSIP: 16473RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5285000 | PA      | $5367444.94   | 0.14%             | 2032-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                 | Expand Energy Corp                                                            | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |  13881000 | PA      | $13895135.30  | 0.36%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                 | Cipher Compute LLC                                                            | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3786000 | PA      | $3851080.62   | 0.10%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                              | Citadel Securities LP 2024 First Lien Term Loan                               | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |   4328292 | PA      | $4349198.15   | 0.11%             | 2031-10-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                           | Citadel Securities Global Holdings LLC                                        | CUSIP: 17289RAB2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |   7569000 | PA      | $7986613.82   | 0.21%             | 2035-06-18      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                  | Citigroup Mortgage Loan Trust 2022-INV1                                       | CUSIP: 17290FBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1098863 | PA      | $967773.65    | 0.03%             | 2051-11-27      | Variable      | 3.00%                 | 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        |  11045932 | PA      | $11126154.03  | 0.29%             | 2028-02-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                 | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  13725000 | PA      | $13625741.07  | 0.35%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                | Citibank Credit Card Issuance Trust                                           | CUSIP: 17305EHA6<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |   7805000 | PA      | $7908960.26   | 0.21%             | 2030-06-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                | Citigroup Commercial Mortgage Trust 2014-GC25                                 | CUSIP: 17322YAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19006034 | PA      | $190.06       | 0.00%             | 2047-10-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                    | Citizens Auto Receivables Trust 2024-2                                        | CUSIP: 17331XAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8970000 | PA      | $9135064.15   | 0.24%             | 2031-04-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                           | Citizens Financial Group Inc                                                  | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |  11157000 | PA      | $11705371.68  | 0.30%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                           | Clarios Global LP / Clarios US Finance Co                                     | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   3578000 | PA      | $3683085.86   | 0.10%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                  | Clean Harbors Inc 2025 Term Loan                                              | CUSIP: 18449EAJ9<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |   5326000 | PA      | $5371776.97   | 0.14%             | 2032-10-08      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                             | Clydesdale Acquisition Holdings Inc                                           | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   7033000 | PA      | $7102338.35   | 0.18%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                 | CNO Global Funding                                                            | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   6107000 | PA      | $6257810.17   | 0.16%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED                             | Coca-Cola Consolidated Inc                                                    | CUSIP: 191098AP7<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |   3662000 | PA      | $3864902.78   | 0.10%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COLONIAL ENTERPRISES INC                           | Colonial Enterprises Inc                                                      | CUSIP: 19565CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3812000 | PA      | $3869355.16   | 0.10%             | 2035-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                             | Colossus Acquireco LLC Term Loan B                                            | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |   5683000 | PA      | $5667911.64   | 0.15%             | 2032-07-30      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                           | Columbia Pipelines Holding Co LLC                                             | CUSIP: 19828AAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8967000 | PA      | $8989121.23   | 0.23%             | 2032-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                               | Commercial Metals Co                                                          | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |   3874000 | PA      | $3964085.53   | 0.10%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CART                                               | CONE Trust 2024-DFW1                                                          | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3880000 | PA      | $3880638.65   | 0.10%             | 2041-08-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Fannie Mae Connecticut Avenue Securities                                      | CUSIP: 20753AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2953524 | PA      | $3112473.80   | 0.08%             | 2043-04-25      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Fannie Mae Connecticut Avenue Securities                                      | CUSIP: 20754QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3541960 | PA      | $3612579.05   | 0.09%             | 2043-05-25      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Fannie Mae Connecticut Avenue Securities                                      | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2098178 | PA      | $2101946.73   | 0.05%             | 2041-10-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Fannie Mae Connecticut Avenue Securities                                      | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1723004 | PA      | $1758109.62   | 0.05%             | 2043-01-25      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Fannie Mae Connecticut Avenue Securities                                      | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2247719 | PA      | $2296527.98   | 0.06%             | 2042-12-25      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Fannie Mae Connecticut Avenue Securities                                      | CUSIP: 207932AB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6350000 | PA      | $6676517.00   | 0.17%             | 2042-12-25      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                              | Continental Resources Inc/OK                                                  | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   6850000 | PA      | $7067326.18   | 0.18%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                        | Corp Nacional del Cobre de Chile                                              | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   7792000 | PA      | $8336271.20   | 0.22%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                    | CUSIP: 21H020618<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8873000 | PA      | $7392207.92   | 0.19%             | 2055-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                    | CUSIP: 21H022614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  19109000 | PA      | $16590454.63  | 0.43%             | 2055-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                    | CUSIP: 21H0226C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8011000 | PA      | $6953594.30   | 0.18%             | 2055-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                    | CUSIP: 21H030617<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20973000 | PA      | $18923369.53  | 0.49%             | 2055-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                    | CUSIP: 21H0306C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  48079000 | PA      | $43386012.66  | 1.13%             | 2055-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                    | CUSIP: 21H0426C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20907000 | PA      | $20451700.94  | 0.53%             | 2055-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                    | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  32445000 | PA      | $32375567.70  | 0.84%             | 2055-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                    | CUSIP: 21H0506C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17542000 | PA      | $17525017.06  | 0.45%             | 2055-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                    | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  60850000 | PA      | $61405892.74  | 1.59%             | 2055-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                    | CUSIP: 21H0526C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  18941000 | PA      | $19131052.10  | 0.50%             | 2055-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                    | CUSIP: 21H060614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  35374000 | PA      | $36071152.91  | 0.94%             | 2055-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                    | CUSIP: 21H0606C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  28279000 | PA      | $28826382.46  | 0.75%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                    | CUSIP: 21H062610<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  34642000 | PA      | $35658218.91  | 0.93%             | 2055-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                    | CUSIP: 21H0626C6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9331000 | PA      | $9620032.48   | 0.25%             | 2054-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                       | UBS Group AG                                                                  | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2685000 | PA      | $2744952.91   | 0.07%             | 2027-12-22      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                   | Crown Castle Inc                                                              | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   7054000 | PA      | $6707527.76   | 0.17%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                   | Crown Castle Inc                                                              | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   9000000 | PA      | $9493041.78   | 0.25%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                    | CSAIL 2019-C15 Commercial Mortgage Trust                                      | CUSIP: 22945DAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6097846 | PA      | $6030135.52   | 0.16%             | 2052-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                        | DBC 2025-DBC Mortgage Trust                                                   | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4930000 | PA      | $4937205.69   | 0.13%             | 2042-11-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                          | DLLAD 2023-1 LLC                                                              | CUSIP: 233258AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10535000 | PA      | $10665313.74  | 0.28%             | 2030-06-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                   | DT Midstream Inc                                                              | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7288000 | PA      | $7157193.37   | 0.19%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                         | DaVita Inc                                                                    | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   3577000 | PA      | $3725062.76   | 0.10%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                              | Directv Financing LLC                                                         | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3986000 | PA      | $3947728.02   | 0.10%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                | Dominion Energy Inc                                                           | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2392000 | PA      | $2496800.67   | 0.06%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                | Dominion Energy Inc                                                           | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   5917000 | PA      | $6122144.52   | 0.16%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                | PURCHASED USD / SOLD CAD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $300991.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | PURCHASED CAD / SOLD USD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |         1 | NC      | $-238442.19   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                         | Driven Brands Funding LLC                                                     | CUSIP: 26209XAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3100000 | PA      | $3118696.72   | 0.08%             | 2055-10-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                       | Drive Auto Receivables Trust 2025-2                                           | CUSIP: 262103AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6400000 | PA      | $6408783.36   | 0.17%             | 2032-09-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                 | EFMT 2025-INV4                                                                | CUSIP: 26846DAC8<br>LEI: 254900KQZEY4W9F3MX66 | Long             | ABS-MBS          | CORP              | US        |   6028089 | PA      | $6035469.23   | 0.16%             | 2070-10-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                           | EMRLD Borrower LP / Emerald Co-Issuer Inc                                     | CUSIP: 26873CAB8<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |   3504000 | PA      | $3674918.11   | 0.10%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                           | EQT Corp                                                                      | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3309000 | PA      | $3601188.34   | 0.09%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                           | EQT Corp                                                                      | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3242000 | PA      | $3357482.50   | 0.09%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                     | EPR Properties                                                                | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   2808000 | PA      | $2811093.63   | 0.07%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                     | EPR Properties                                                                | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   3475000 | PA      | $3504470.85   | 0.09%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                           | Eagle Funding Luxco Sarl                                                      | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   3798000 | PA      | $3860439.12   | 0.10%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                 | Eastern Energy Gas Holdings LLC                                               | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   2814000 | PA      | $2777809.85   | 0.07%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| EASTERN ENERGY GAS                                 | Eastern Energy Gas Holdings LLC                                               | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   4957000 | PA      | $5253370.75   | 0.14%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                 | EFMT 2025-INV2                                                                | CUSIP: 281914AA9<br>LEI: 254900ZO1GLQXE3JWX68 | Long             | ABS-MBS          | CORP              | US        |   5474077 | PA      | $5499251.92   | 0.14%             | 2070-05-26      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                       | Enbridge Inc                                                                  | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   7804000 | PA      | $8983426.32   | 0.23%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                               | Enel Finance International NV                                                 | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   4918000 | PA      | $5057686.99   | 0.13%             | 2029-06-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                              | Entergy Louisiana LLC                                                         | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |  11455000 | PA      | $11805725.18  | 0.31%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                  | Entergy Texas Inc                                                             | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |   3051000 | PA      | $3157154.85   | 0.08%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                             | EquipmentShare.com Inc                                                        | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   3332000 | PA      | $3404990.79   | 0.09%             | 2028-05-15      | Fixed         | 9.00%                 | 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        |  10000000 | PA      | $10040592.00  | 0.26%             | 2028-09-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                | Exeter Automobile Receivables Trust 2024-4                                    | CUSIP: 30166UAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3585000 | PA      | $3619787.76   | 0.09%             | 2030-08-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                | Exeter Automobile Receivables Trust                                           | CUSIP: 30166XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4270000 | PA      | $4326403.28   | 0.11%             | 2030-02-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                | Exeter Automobile Receivables Trust 2023-1                                    | CUSIP: 30168BAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4450000 | PA      | $4972494.08   | 0.13%             | 2030-09-16      | Fixed         | 12.07%                | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                           | Fortescue Treasury Pty Ltd                                                    | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   1280000 | PA      | $1235866.57   | 0.03%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                 | Meta Platforms Inc                                                            | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3924000 | PA      | $3927608.51   | 0.10%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                 | Meta Platforms Inc                                                            | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   5395000 | PA      | $5455565.83   | 0.14%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                    | Fair Isaac Corp                                                               | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   5890000 | PA      | $6068761.50   | 0.16%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Non Gold Pool                                                     | CUSIP: 31288RGS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7614378 | PA      | $7751092.22   | 0.20%             | 2055-09-01      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                              | CUSIP: 3132AAVU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4344539 | PA      | $4143226.95   | 0.11%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                              | CUSIP: 3132CXL59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6561963 | PA      | $6875014.54   | 0.18%             | 2039-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                              | CUSIP: 3132CXMF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6273034 | PA      | $6562538.64   | 0.17%             | 2039-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                              | CUSIP: 3132CXMH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2834193 | PA      | $2959984.04   | 0.08%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                              | CUSIP: 3132DNNR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5110182 | PA      | $5184093.48   | 0.13%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                              | CUSIP: 3132DNQK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7951509 | PA      | $8055308.80   | 0.21%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                              | CUSIP: 3132DNTX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11861109 | PA      | $12008669.94  | 0.31%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                              | CUSIP: 3132DT4V9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16164702 | PA      | $16643737.18  | 0.43%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                              | CUSIP: 3132DUPT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2784884 | PA      | $2870216.31   | 0.07%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                              | CUSIP: 3132E0Y63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11588503 | PA      | $12096008.12  | 0.31%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                              | CUSIP: 3133KJQ39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11502014 | PA      | $10317873.37  | 0.27%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                              | CUSIP: 3133USJU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8804328 | PA      | $7231181.83   | 0.19%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                     | Fannie Mae-Aces                                                               | CUSIP: 3136BXNE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8570000 | PA      | $8578146.64   | 0.22%             | 2035-08-25      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.   | Freddie Mac Multifamily Structured Pass Through Certificates                  | CUSIP: 3137H6LZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10710000 | PA      | $9664099.96   | 0.25%             | 2032-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.   | Freddie Mac Multifamily Structured Pass Through Certificates                  | CUSIP: 3137H74A8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11190000 | PA      | $10129838.14  | 0.26%             | 2032-03-25      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.   | Freddie Mac Multifamily Structured Pass Through Certificates                  | CUSIP: 3137H7ZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9590000 | PA      | $8944974.68   | 0.23%             | 2032-06-25      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.   | Freddie Mac Multifamily Structured Pass Through Certificates                  | CUSIP: 3137H8TZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13216000 | PA      | $12442472.81  | 0.32%             | 2032-08-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.   | Freddie Mac Multifamily Structured Pass Through Certificates                  | CUSIP: 3137H9PB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9360000 | PA      | $9179449.34   | 0.24%             | 2032-12-25      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.   | Freddie Mac Multifamily Structured Pass Through Certificates                  | CUSIP: 3137H9UD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5170000 | PA      | $5223277.88   | 0.14%             | 2033-01-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.   | Freddie Mac Multifamily Structured Pass Through Certificates                  | CUSIP: 3137HAD86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12960000 | PA      | $12882306.10  | 0.33%             | 2033-05-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.   | Freddie Mac Multifamily Structured Pass Through Certificates                  | CUSIP: 3137HB2X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5520000 | PA      | $5777810.50   | 0.15%             | 2033-10-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.   | FREMF 2025-K169 Mortgage Trust                                                | CUSIP: 3137HK2C7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5890000 | PA      | $6044162.50   | 0.16%             | 2034-12-25      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140JCV84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18459198 | PA      | $19108953.64  | 0.50%             | 2054-11-01      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140JCV92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  30033472 | PA      | $30623482.90  | 0.79%             | 2055-10-01      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140LRB72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2216441 | PA      | $1922297.34   | 0.05%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140QKBP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17602616 | PA      | $15783326.85  | 0.41%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140QQ7F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2270238 | PA      | $2283675.47   | 0.06%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140W06Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1013041 | PA      | $944470.18    | 0.02%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140W0N84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5770355 | PA      | $6020930.60   | 0.16%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140W0T96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2623139 | PA      | $2740291.15   | 0.07%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140W1K36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1982859 | PA      | $2041889.64   | 0.05%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140W3BN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4195560 | PA      | $4326839.21   | 0.11%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140X7TQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16819823 | PA      | $14709260.25  | 0.38%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140X7YL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3937414 | PA      | $3452660.17   | 0.09%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140XBK82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7784470 | PA      | $6759418.15   | 0.18%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140XCYM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2213895 | PA      | $2089884.52   | 0.05%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140XH3N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10597131 | PA      | $10720536.26  | 0.28%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140XHPS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9382329 | PA      | $8782250.90   | 0.23%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140XHVB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2924868 | PA      | $2969924.59   | 0.08%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140XHWU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3844395 | PA      | $3911183.70   | 0.10%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140XHXH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11132204 | PA      | $9677217.73   | 0.25%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140XJU50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5004112 | PA      | $4319926.06   | 0.11%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140XPAH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1760431 | PA      | $1841647.98   | 0.05%             | 2039-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140XRR23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11396735 | PA      | $11735923.06  | 0.30%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140XRRZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3216217 | PA      | $3306226.25   | 0.09%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                              | CUSIP: 31427MU74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12239640 | PA      | $11445429.34  | 0.30%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                              | CUSIP: 31427MUZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2984524 | PA      | $3117823.52   | 0.08%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                              | CUSIP: 31427NPS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3838156 | PA      | $3870423.13   | 0.10%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                              | CUSIP: 31427NV22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1740334 | PA      | $1752166.25   | 0.05%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                              | CUSIP: 31427NVZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1365379 | PA      | $1372689.73   | 0.04%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fidelity Investments                               | Fidelity Investments Money Market Government Portfolio                        | CUSIP: 31607A703<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |  13744638 | NS      | $13744638.00  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                           | First Citizens BancShares Inc/NC                                              | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   7467000 | PA      | $7458818.78   | 0.19%             | 2035-09-05      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                   | First National Master Note Trust                                              | CUSIP: 32113CCB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13495000 | PA      | $13774450.41  | 0.36%             | 2030-05-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                           | FirstEnergy Transmission LLC                                                  | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2624919.05   | 0.07%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                            | Flagstar Mortgage Trust 2021-3INV                                             | CUSIP: 33852CAB9<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |   6853495 | PA      | $5783815.09   | 0.15%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                            | Flagstar Mortgage Trust 2021-7                                                | CUSIP: 33852JAA6<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |   3886848 | PA      | $3282525.17   | 0.09%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                            | Flagstar Mortgage Trust 2021-12                                               | CUSIP: 33853GAB9<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |   3273074 | PA      | $2754050.25   | 0.07%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                           | Flex Ltd                                                                      | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   5083000 | PA      | $5109684.28   | 0.13%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION                           | Florida Gas Transmission Co LLC                                               | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |   5458000 | PA      | $5718020.21   | 0.15%             | 2035-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                           | Florida Power & Light Co                                                      | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   2308000 | PA      | $2426839.70   | 0.06%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                               | Flutter Treasury DAC                                                          | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   6007000 | PA      | $6070884.45   | 0.16%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit           | Ford Credit Auto Owner Trust 2021-REV1                                        | CUSIP: 345340AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18885000 | PA      | $18690624.25  | 0.49%             | 2033-10-17      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                 | Ford Motor Co                                                                 | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $5576690.93   | 0.14%             | 2030-04-22      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                           | Ford Motor Credit Co LLC                                                      | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4809000 | PA      | $5166295.48   | 0.13%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                           | Ford Motor Credit Co LLC                                                      | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    836000 | PA      | $840240.38    | 0.02%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                           | Ford Motor Credit Co LLC                                                      | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4344000 | PA      | $4450026.66   | 0.12%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                            | FTAI Aviation Investors LLC                                                   | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   3375000 | PA      | $3394298.25   | 0.09%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                              | Foundry JV Holdco LLC                                                         | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   3419000 | PA      | $3656395.05   | 0.09%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                              | Foundry JV Holdco LLC                                                         | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2019000 | PA      | $2164001.47   | 0.06%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                              | Foundry JV Holdco LLC                                                         | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   5842000 | PA      | $6079201.79   | 0.16%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                              | Foundry JV Holdco LLC                                                         | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   4129000 | PA      | $4364519.85   | 0.11%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                | Freddie Mac STACR REMIC Trust 2022-DNA1                                       | CUSIP: 35564KQC6<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | USGSE             | US        |   4080000 | PA      | $4133443.51   | 0.11%             | 2042-01-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                | Freddie Mac STACR REMIC Trust 2022-HQA1                                       | CUSIP: 35564KTJ8<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | USGSE             | US        |   3120000 | PA      | $3279383.33   | 0.09%             | 2042-03-25      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                | Freddie Mac STACR REMIC Trust 2022-DNA3                                       | CUSIP: 35564KVE6<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |   2100000 | PA      | $2190736.80   | 0.06%             | 2042-04-25      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                              | Freedom Mortgage Corp                                                         | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   4773000 | PA      | $5302101.37   | 0.14%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                            | GA Global Funding Trust                                                       | CUSIP: 36143L2H7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   5390000 | PA      | $4802753.46   | 0.12%             | 2032-01-06      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                            | GA Global Funding Trust                                                       | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   4639000 | PA      | $4652372.57   | 0.12%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                            | GA Global Funding Trust                                                       | CUSIP: 36143L2Q7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   7698000 | PA      | $7799430.62   | 0.20%             | 2031-12-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                            | GA Global Funding Trust                                                       | CUSIP: 36143L2T1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   7671000 | PA      | $7866915.50   | 0.20%             | 2032-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GCAT                                               | GCAT 2022-INV1 Trust                                                          | CUSIP: 36168YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7669752 | PA      | $6758614.08   | 0.18%             | 2051-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                  | GXO Logistics Inc                                                             | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |  12150000 | PA      | $13084253.72  | 0.34%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                | GS Mortgage-Backed Securities Trust 2021-PJ9                                  | CUSIP: 36263CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2510053 | PA      | $2118288.80   | 0.05%             | 2052-02-26      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                | GS Mortgage-Backed Securities Trust 2021-PJ2                                  | CUSIP: 36264DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6330843 | PA      | $5342737.35   | 0.14%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                | GS Mortgage-Backed Securities Trust 2021-MM1                                  | CUSIP: 36264JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10521748 | PA      | $8879534.96   | 0.23%             | 2052-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                | GS Mortgage-Backed Securities Trust 2022-PJ6                                  | CUSIP: 36267JAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10289482 | PA      | $9053776.23   | 0.23%             | 2053-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                  | GLS Auto Select Receivables Trust 2025-3                                      | CUSIP: 36272GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9520000 | PA      | $9573212.04   | 0.25%             | 2030-10-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                        | Gartner Inc                                                                   | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   6725000 | PA      | $6704558.82   | 0.17%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                              | GENMAB A/S/GENMAB FINANCE LLC                                                 | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |   3792000 | PA      | $3901611.70   | 0.10%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                               | Glencore Funding LLC                                                          | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3016000 | PA      | $3261819.77   | 0.08%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                               | Glencore Funding LLC                                                          | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   5934000 | PA      | $6135959.00   | 0.16%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                               | Glencore Funding LLC                                                          | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   4152000 | PA      | $4358315.58   | 0.11%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                | Global Payments Inc                                                           | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   6512000 | PA      | $5831579.42   | 0.15%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                | Global Payments Inc                                                           | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   8343000 | PA      | $8340675.81   | 0.22%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                  | GLS Auto Select Receivables Trust 2024-2                                      | CUSIP: 379924AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4304124 | PA      | $4353787.56   | 0.11%             | 2030-06-17      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust 2023-4                     | CUSIP: 379930AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3790000 | PA      | $3902142.31   | 0.10%             | 2029-04-16      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust 2024-2                     | CUSIP: 379931AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2260000 | PA      | $2304079.49   | 0.06%             | 2029-12-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust              | GM Financial Automobile Leasing Trust 2024-3                                  | CUSIP: 38012QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9595000 | PA      | $9608181.61   | 0.25%             | 2027-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                   | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  15596000 | PA      | $14027828.28  | 0.36%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HECLA MINING CO                                    | Hecla Mining Co                                                               | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |   1938000 | PA      | $1950242.35   | 0.05%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                  | Herc Holdings Inc                                                             | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   3231000 | PA      | $3423015.10   | 0.09%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| HEXCEL CORP                                        | Hexcel Corp                                                                   | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |   6083000 | PA      | $6434371.78   | 0.17%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                 | Honda Auto Receivables 2024-1 Owner Trust                                     | CUSIP: 437918AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7516936 | PA      | $7583552.06   | 0.20%             | 2028-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                           | Host Hotels & Resorts LP                                                      | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |   5260000 | PA      | $5492807.13   | 0.14%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                              | HUB International Ltd                                                         | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   2658000 | PA      | $2767318.22   | 0.07%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Hudson River Trading LLC                           | Hudson River Trading LLC 2024 Term Loan B                                     | CUSIP: 44413EAJ7<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |   4409972 | PA      | $4427545.97   | 0.11%             | 2030-03-18      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust                         | Hudsons Bay Simon JV Trust 2015-HBS                                           | CUSIP: 44422PBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22024000 | PA      | $2597.07      | 0.00%             | 2034-08-05      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust                         | Hudsons Bay Simon JV Trust 2015-HBS                                           | CUSIP: 44422PBU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19156000 | PA      | $2768.62      | 0.00%             | 2034-08-05      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Huntington Auto Trust                              | Huntington Auto Trust 2024-1                                                  | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8067591 | PA      | $8145630.36   | 0.21%             | 2029-01-16      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust            | Hyundai Auto Lease Securitization Trust 2025-B                                | CUSIP: 44935DAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4175000 | PA      | $4234869.08   | 0.11%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust            | Hyundai Auto Lease Securitization Trust 2025-C                                | CUSIP: 44935GAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7185000 | PA      | $7239091.55   | 0.19%             | 2028-07-17      | Fixed         | 4.36%                 | 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        |   5815000 | PA      | $5874389.76   | 0.15%             | 2028-01-18      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                           | Icon Investments Six DAC                                                      | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   6176000 | PA      | $6552433.50   | 0.17%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                            | Imperial Brands Finance PLC                                                   | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   7530000 | PA      | $7897552.03   | 0.20%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                            | Crescent Energy Finance LLC                                                   | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   3477000 | PA      | $3297541.22   | 0.09%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS PWR & LIGHT                           | Indianapolis Power & Light Co                                                 | CUSIP: 455434BV1<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |   9456000 | PA      | $9958381.87   | 0.26%             | 2032-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                           | International Business Machines Corp                                          | CUSIP: 459200AS0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1963000 | PA      | $2062998.05   | 0.05%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                            | Iron Mountain Information Management Services Inc                             | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |   3813000 | PA      | $3675473.10   | 0.10%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                  | Ivanhoe Mines Ltd                                                             | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |   5361000 | PA      | $5506079.38   | 0.14%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                           | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                    | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   4677000 | PA      | $4387977.30   | 0.11%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                           | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                    | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |  12102000 | PA      | $12690399.24  | 0.33%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | JP Morgan Mortgage Trust 2021-8                                               | CUSIP: 46592TAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2809959 | PA      | $2367739.57   | 0.06%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | JP Morgan Mortgage Trust 2021-13                                              | CUSIP: 46592XAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5086110 | PA      | $4292280.45   | 0.11%             | 2052-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | J.P. Morgan Mortgage Trust 2022-INV3                                          | CUSIP: 46593FAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5980955 | PA      | $5251810.80   | 0.14%             | 2052-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | JP Morgan Mortgage Trust Series 2025-DSC1                                     | CUSIP: 46593TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5712114 | PA      | $5767072.26   | 0.15%             | 2065-09-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | JP Morgan Mortgage Trust 2025-VIS3                                            | CUSIP: 46594EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3318342 | PA      | $3324717.76   | 0.09%             | 2066-02-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                             | JB Poindexter & Co Inc                                                        | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |   5620000 | PA      | $5867145.12   | 0.15%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | JP Morgan Mortgage Trust 2022-INV1                                            | CUSIP: 465973AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10190400 | PA      | $8973207.05   | 0.23%             | 2052-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                           | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9410000 | PA      | $9349303.05   | 0.24%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                           | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6535000 | PA      | $6660487.29   | 0.17%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                           | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4289000 | PA      | $4489545.06   | 0.12%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | J.P. Morgan Mortgage Trust 2021-INV8                                          | CUSIP: 46654RAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4673281 | PA      | $4118112.14   | 0.11%             | 2052-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | J.P. Morgan Mortgage Trust 2021-15                                            | CUSIP: 46654TAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6221734 | PA      | $5482615.14   | 0.14%             | 2052-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | JP Morgan Mortgage Trust 2022-3                                               | CUSIP: 46654UAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7341699 | PA      | $6469532.65   | 0.17%             | 2052-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | J.P. Morgan Mortgage Trust 2022-1                                             | CUSIP: 46654WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4050020 | PA      | $3568892.85   | 0.09%             | 2052-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | J.P. Morgan Mortgage Trust 2022-4                                             | CUSIP: 46655GAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3964295 | PA      | $3493351.55   | 0.09%             | 2052-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                           | Jackson National Life Global Funding                                          | CUSIP: 46849LVB4<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   6031000 | PA      | $6076333.58   | 0.16%             | 2029-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                            | Jane Street Group / JSG Finance Inc                                           | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3932000 | PA      | $4003350.07   | 0.10%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                            | Jane Street Group / JSG Finance Inc                                           | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4566000 | PA      | $4779250.46   | 0.12%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                  | Japan Tobacco Inc                                                             | CUSIP: 471105AE6<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   4110000 | PA      | $4419543.25   | 0.11%             | 2035-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                           | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5105000 | PA      | $5207441.01   | 0.14%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                            | Jersey Central Power & Light Co                                               | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $2038331.86   | 0.05%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                            | JetBlue Airways Corp / JetBlue Loyalty LP                                     | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   5615000 | PA      | $5550172.92   | 0.14%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                              | KKR CLO 57 Ltd                                                                | CUSIP: 481954AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5180000 | PA      | $5190147.62   | 0.13%             | 2038-07-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                              | KKR CLO 35 Ltd                                                                | CUSIP: 48254LAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7600000 | PA      | $7604468.80   | 0.20%             | 2038-01-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Katayma CLO Ltd                                    | Katayma CLO II Ltd                                                            | CUSIP: 485862AC0<br>LEI: 254900HW0KYG9AOGVP97 | Long             | ABS-CBDO         | CORP              | JE        |   4000000 | PA      | $4009888.00   | 0.10%             | 2037-04-20      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                 | Kennedy-Wilson Inc                                                            | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   6013000 | PA      | $5831941.96   | 0.15%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                         | Kenvue Inc                                                                    | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   5883000 | PA      | $5716597.76   | 0.15%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CATURUS ENERGY LLC                                 | Caturus Energy LLC                                                            | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |   5398000 | PA      | $5573839.85   | 0.14%             | 2030-02-15      | Fixed         | 8.50%                 | 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        |   3990000 | PA      | $4001190.35   | 0.10%             | 2041-08-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                            | Kodiak Gas Services LLC                                                       | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |   3699000 | PA      | $3775750.55   | 0.10%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                   | LPL Holdings Inc                                                              | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   8718000 | PA      | $8546576.57   | 0.22%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                   | LPL Holdings Inc                                                              | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   4272000 | PA      | $4418236.63   | 0.11%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES                                     | LSB Industries Inc                                                            | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |   3787000 | PA      | $3780752.21   | 0.10%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                         | LAD Auto Receivables Trust 2024-3                                             | CUSIP: 505709AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5548000 | PA      | $5599469.35   | 0.15%             | 2029-12-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                             | Lending Funding Trust 2020-2                                                  | CUSIP: 51507KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10468337 | PA      | $10274852.25  | 0.27%             | 2031-04-21      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                             | Lendmark Funding Trust 2021-1                                                 | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8300000 | PA      | $8066121.77   | 0.21%             | 2031-11-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                | Lightning Power LLC                                                           | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |   3616000 | PA      | $3840195.62   | 0.10%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LoanCore 2022-CRE7 Issuer Ltd.                     | LoanCore 2022-CRE7 Issuer Ltd                                                 | CUSIP: 53946PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2237938 | PA      | $2238475.34   | 0.06%             | 2037-01-17      | Floating      | 5.69%                 | 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        |   6190000 | PA      | $6191256.57   | 0.16%             | 2042-08-17      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                              | Louisville Gas and Electric Co                                                | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |   3774000 | PA      | $3883618.89   | 0.10%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                                | M&T Equipment 2025-LEAF1 Notes                                                | CUSIP: 55340QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8475000 | PA      | $8636939.45   | 0.22%             | 2029-09-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                | Macquarie Group Ltd                                                           | CUSIP: 55607PAG0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |  11002000 | PA      | $10031291.23  | 0.26%             | 2032-06-23      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                | Macquarie Group Ltd                                                           | CUSIP: 55608JAN8<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   9640000 | PA      | $9740031.00   | 0.25%             | 2029-03-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                               | MAD Commercial Mortgage Trust 2025-11MD                                       | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4670000 | PA      | $4697879.43   | 0.12%             | 2042-10-15      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                           | Madison Park Funding LXIII Ltd                                                | CUSIP: 55817GAS0<br>LEI: 549300XQII222AK58E79 | Long             | ABS-CBDO         | CORP              | KY        |   7125000 | PA      | $7157475.75   | 0.19%             | 2038-07-21      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                           | Warnermedia Holdings Inc                                                      | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   4188000 | PA      | $3832020.00   | 0.10%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                           | Warnermedia Holdings Inc                                                      | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3171000 | PA      | $3078494.00   | 0.08%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MARS INC                                           | Mars Inc                                                                      | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   5221000 | PA      | $5398519.95   | 0.14%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                           | Mars Inc                                                                      | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   6444000 | PA      | $6669462.80   | 0.17%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                         | MasTec Inc                                                                    | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   7539000 | PA      | $7525963.26   | 0.20%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                             | Mauser Packaging Solutions Holding Co                                         | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   3375000 | PA      | $3190912.58   | 0.08%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                           | Medline Borrower LP/Medline Co-Issuer Inc                                     | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5344000 | PA      | $5534086.08   | 0.14%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust         | Mercury Financial Credit Card Master Trust                                    | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7115000 | PA      | $7158237.86   | 0.19%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                           | Mill City Mortgage Loan Trust 2021-NMR1                                       | CUSIP: 59982HAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3719000 | PA      | $2885489.65   | 0.07%             | 2060-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                            | Millrose Properties Inc                                                       | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              |  | US        |   4202000 | PA      | $4289750.37   | 0.11%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                              | Molina Healthcare Inc                                                         | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   3393000 | PA      | $3304376.88   | 0.09%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  15460000 | PA      | $15579198.46  | 0.40%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6778000 | PA      | $6046672.85   | 0.16%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $5024253.02   | 0.13%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4101000 | PA      | $4260530.01   | 0.11%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                          | MSBAM                                                                         | CUSIP: 61778GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5500000 | PA      | $5771307.30   | 0.15%             | 2058-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                | Muthoot Finance Ltd                                                           | CUSIP: 62828M2D2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |   5400000 | PA      | $5450795.53   | 0.14%             | 2029-04-23      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                    | NGPL PipeCo LLC                                                               | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   3129000 | PA      | $2878242.60   | 0.07%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                     | NRG Energy Inc                                                                | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   3410000 | PA      | $3403178.30   | 0.09%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                     | NRG Energy Inc                                                                | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   3701000 | PA      | $3782077.81   | 0.10%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                     | NRG Energy Inc                                                                | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   4191000 | PA      | $4199009.00   | 0.11%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                     | NRG Energy Inc 2024 Term Loan                                                 | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |   4285492 | PA      | $4297984.68   | 0.11%             | 2031-04-16      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                            | NYMT Loan Trust 2025-INV2                                                     | CUSIP: 62957JAC5<br>LEI: 254900EYRFLK2LMLVT67 | Long             | ABS-MBS          | CORP              | US        |   4077593 | PA      | $4093466.22   | 0.11%             | 2060-10-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| NARRAGANSETT ELECTRIC                              | Narragansett Electric Co/The                                                  | CUSIP: 631005BK0<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |   5383000 | PA      | $5597011.93   | 0.15%             | 2034-05-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                               | National Fuel Gas Co                                                          | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   7020000 | PA      | $7396991.76   | 0.19%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                           | Navoi Mining & Metallurgical Combinat                                         | CUSIP: 63890CAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |   4255000 | PA      | $4462127.74   | 0.12%             | 2030-05-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                  | NatWest Group PLC                                                             | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    959000 | PA      | $981705.26    | 0.03%             | 2030-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                       | Navient Corp                                                                  | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   4663000 | PA      | $5214698.18   | 0.14%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN GRP/FIN                           | Neuberger Berman Group LLC / Neuberger Berman Finance Corp                    | CUSIP: 64128XAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4745000 | PA      | $4738987.94   | 0.12%             | 2027-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                           | Neuberger Berman Loan Advisers CLO 34 Ltd                                     | CUSIP: 64132YBE1<br>LEI: 5493009EGZQAPYYVLD80 | Long             | ABS-CBDO         | CORP              | KY        |   8390000 | PA      | $8411965.02   | 0.22%             | 2039-07-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                           | Neuberger Berman Loan Advisers CLO 46 Ltd                                     | CUSIP: 64134QAN7<br>LEI: 549300LCOEVXWN75LP18 | Long             | ABS-CBDO         | CORP              | KY        |   7920000 | PA      | $7933289.76   | 0.21%             | 2037-01-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                | New Residential Mortgage Loan Trust 2020-RPL1                                 | CUSIP: 64828XAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4800000 | PA      | $3855768.48   | 0.10%             | 2059-11-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                | New Residential Mortgage Loan Trust 2025-NQM3                                 | CUSIP: 64832CAC7<br>LEI: 2138002D8CMDYG7QOU84 | Long             | ABS-MBS          | CORP              | US        |   6581130 | PA      | $6665029.38   | 0.17%             | 2065-05-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                           | New York Life Global Funding                                                  | CUSIP: 64952WEZ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   6595000 | PA      | $6608412.19   | 0.17%             | 2033-01-28      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                            | Nissan Auto Lease Trust 2025-A                                                | CUSIP: 65479XAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9040000 | PA      | $9146119.66   | 0.24%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                            | Nissan Motor Acceptance Co LLC                                                | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   5256000 | PA      | $5426688.76   | 0.14%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                | Nissan Auto Receivables 2023-B Owner Trust                                    | CUSIP: 65480MAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3362791 | PA      | $3388211.31   | 0.09%             | 2028-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                              | Northrop Grumman Corp                                                         | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   5907000 | PA      | $5822729.62   | 0.15%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                       | Novelis Corp                                                                  | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   5358000 | PA      | $5556535.33   | 0.14%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                 | nVent Finance Sarl                                                            | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |  13974000 | PA      | $14066542.26  | 0.37%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| OGX AUSTRIA GMBH                                   | OGX Austria GmbH                                                              | CUSIP: 670849AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |   1730000 | PA      | $34.60        | 0.00%             | 2018-06-01      | None          | 8.50%                 | No            |                  3 | On Loan: No      |
| Onslow Bay Financial LLC                           | OBX 2025-NQM16 Trust                                                          | CUSIP: 67122DAC7<br>LEI: 254900WI6P4MRT24JH23 | Long             | ABS-MBS          | CORP              | US        |   3412188 | PA      | $3414482.61   | 0.09%             | 2065-08-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                           | Occidental Petroleum Corp                                                     | CUSIP: 674599CS2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   3562000 | PA      | $3441740.47   | 0.09%             | 2029-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                           | Occidental Petroleum Corp                                                     | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2076000 | PA      | $2240265.58   | 0.06%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                              | Oglethorpe Power Corp                                                         | CUSIP: 677050AW6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   3335000 | PA      | $3325795.60   | 0.09%             | 2054-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                    | 180 Medical Inc                                                               | CUSIP: 682357AB4<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |   4035000 | PA      | $4030070.44   | 0.10%             | 2035-10-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                               | OneMain Finance Corp                                                          | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   3599000 | PA      | $3784118.16   | 0.10%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO                                         | OPAL BIDCO                                                                    | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |   5151000 | PA      | $5314188.83   | 0.14%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                   | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  12431000 | PA      | $11657660.78  | 0.30%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                           | ORLEN SA                                                                      | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |   1820000 | PA      | $1931037.53   | 0.05%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                | PFS Financing Corp                                                            | CUSIP: 69335PEV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4951000 | PA      | $4974946.01   | 0.13%             | 2028-05-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                             | PNC Financial Services Group Inc/The                                          | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  10375000 | PA      | $10991408.11  | 0.29%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                     | PSEG Power LLC                                                                | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2923000 | PA      | $3069442.07   | 0.08%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                     | PEAC Solutions Receivables 2024-2 LLC                                         | CUSIP: 69392BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3843515 | PA      | $3851840.92   | 0.10%             | 2027-04-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                     | PEAC Solutions Receivables 2024-1 LLC                                         | CUSIP: 69433BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8050000 | PA      | $8261935.57   | 0.21%             | 2030-11-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| PANERA BREAD COMPANY                               | Panera Bread Company 2022 Term Loan A3                                        | CUSIP: 69841UAC5<br>LEI: 5493000FBB6F76YHEI41 | Long             | LON              | CORP              | US        |   2331429 | PA      | $2337257.15   | 0.06%             | 2027-06-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| PANERA BREAD COMPANY                               | Panera Bread Company 2022 Term Loan A5                                        | CUSIP: 69841UAD3<br>LEI: 5493000FBB6F76YHEI41 | Long             | LON              | CORP              | US        |   2331429 | PA      | $2346000.01   | 0.06%             | 2027-06-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                        | Paychex Inc                                                                   | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |  10477000 | PA      | $10899429.18  | 0.28%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                | Petroleos Mexicanos                                                           | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   7562000 | PA      | $7501044.23   | 0.19%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                           | Piedmont Operating Partnership LP                                             | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |   2790000 | PA      | $2812422.34   | 0.07%             | 2033-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                               | Pilgrim's Pride Corp                                                          | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   4910000 | PA      | $4546145.43   | 0.12%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1                            | Pricoa Global Funding I                                                       | CUSIP: 74153WCY3<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |   4514000 | PA      | $4555861.89   | 0.12%             | 2032-08-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                           | Principal Life Global Funding II                                              | CUSIP: 74256LEY1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   7305000 | PA      | $7500626.66   | 0.19%             | 2029-01-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                            | Public Service Electric and Gas Co                                            | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   8668000 | PA      | $8812882.93   | 0.23%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                              | QXO Building Products Inc                                                     | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |   7097000 | PA      | $7429253.15   | 0.19%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                         | ROCK Trust 2024-CNTR                                                          | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6400000 | PA      | $6606490.88   | 0.17%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| RAIN CARBON INC                                    | Rain Carbon Inc                                                               | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3461005.60   | 0.09%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: —       |
| RAND PARENT LLC                                    | Rand Parent LLC                                                               | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3274000 | PA      | $3381766.98   | 0.09%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                                | RATE Mortgage Trust 2021-HB1                                                  | CUSIP: 75409XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8131564 | PA      | $6842110.79   | 0.18%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                 | Regal Rexnord Corp                                                            | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   7251000 | PA      | $7268078.93   | 0.19%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                           | Regeneron Pharmaceuticals Inc                                                 | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |   5323000 | PA      | $3354457.08   | 0.09%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Regatta XXVII Funding Ltd.                         | Regatta XXVII Funding Ltd                                                     | CUSIP: 758970AE7<br>LEI: 213800A3LAH3GG226R43 | Long             | ABS-CBDO         | CORP              | JE        |   4950000 | PA      | $4965711.30   | 0.13%             | 2037-04-26      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Regatta XXVIII Funding Ltd.                        | Regatta XXVIII Funding Ltd                                                    | CUSIP: 75901PAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4900000 | PA      | $4907712.60   | 0.13%             | 2037-04-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC                              | Rentokil Terminix Funding LLC                                                 | CUSIP: 760130AB0<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   8980000 | PA      | $9344689.11   | 0.24%             | 2035-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Resideo Funding Inc                                | Resideo Funding Inc 2025 Incremental Term Loan                                | CUSIP: 76090LAM6<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |   2405000 | PA      | $2407633.48   | 0.06%             | 2032-08-13      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                 | RGA Global Funding                                                            | CUSIP: 76209PAJ2<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |  11144000 | PA      | $11226643.46  | 0.29%             | 2032-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                     | Rocket Cos Inc                                                                | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4486000 | PA      | $4703203.15   | 0.12%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                            | Romanian Government International Bond                                        | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   6502000 | PA      | $6722017.99   | 0.17%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                            | Royal Caribbean Cruises Ltd                                                   | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   5425000 | PA      | $5467574.75   | 0.14%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                            | Royal Caribbean Cruises Ltd                                                   | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   6827000 | PA      | $6903996.48   | 0.18%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                 | Royalty Pharma PLC                                                            | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1909000 | PA      | $1293314.40   | 0.03%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                 | Royalty Pharma PLC                                                            | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   5400000 | PA      | $5559811.06   | 0.14%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                    | SEB Funding LLC                                                               | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6109688 | PA      | $6052117.75   | 0.16%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                        | SBNA Auto Receivables Trust 2024-A                                            | CUSIP: 78437PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5300500 | PA      | $5320124.96   | 0.14%             | 2028-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                       | SM Energy Co                                                                  | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   5639000 | PA      | $5636325.42   | 0.15%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment Inc                 | SeaWorld Parks & Entertainment Inc 2024 Term Loan B3                          | CUSIP: 78488CAL4<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |   1937757 | PA      | $1907479.96   | 0.05%             | 2031-12-04      | Floating      | 5.92%                 | 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        |   9040000 | PA      | $8972450.41   | 0.23%             | 2042-02-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                           | Sammons Financial Group Global Funding                                        | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   4370000 | PA      | $4506647.23   | 0.12%             | 2029-12-10      | Fixed         | 5.10%                 | 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        |   3485000 | PA      | $3564366.00   | 0.09%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust 2022-7                                 | CUSIP: 80287FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6450000 | PA      | $6584616.66   | 0.17%             | 2031-03-17      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust 2022-5                                 | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1877727 | PA      | $1878978.38   | 0.05%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust 2025-2                                 | CUSIP: 80287NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5755000 | PA      | $5819896.83   | 0.15%             | 2031-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust 2024-1                                 | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7800000 | PA      | $7896122.52   | 0.20%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust 2025-4                                 | CUSIP: 802923AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11795000 | PA      | $11836046.60  | 0.31%             | 2032-01-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                             | Sequoia Mortgage Trust 2025-S2                                                | CUSIP: 81748UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $1973699.70   | 0.05%             | 2055-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                              | Silver Point Clo 4 Ltd                                                        | CUSIP: 82809EAJ9<br>LEI: 254900DVAEEJOXQ8PL85 | Long             | ABS-CBDO         | CORP              | JE        |   9260000 | PA      | $9274510.42   | 0.24%             | 2037-04-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                           | Solstice Advanced Materials Inc                                               | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |   3829000 | PA      | $3852900.62   | 0.10%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                     | Solventum Corp                                                                | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   3598000 | PA      | $3761440.59   | 0.10%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                 | Expand Energy Corp                                                            | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1993000 | PA      | $2021287.01   | 0.05%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                           | Smyrna Ready Mix Concrete LLC                                                 | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   3346000 | PA      | $3356362.56   | 0.09%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                            | Starwood Property Trust Inc                                                   | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   1128000 | PA      | $1181354.40   | 0.03%             | 2030-07-01      | Fixed         | 6.50%                 | 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        |     73079 | PA      | $70484.08     | 0.00%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                         | FIXED INC CLEARING CORP.REPO                                                  | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  29660878 | PA      | $29660877.65  | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                                 | SunCoke Energy Inc                                                            | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |   3791000 | PA      | $3471783.02   | 0.09%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                            | Talen Energy Supply LLC                                                       | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   4338000 | PA      | $4422803.56   | 0.11%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                              | Tenet Healthcare Corp                                                         | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   3991000 | PA      | $4123533.49   | 0.11%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                            | Teva Pharmaceutical Finance Netherlands III BV                                | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   2186000 | PA      | $2158806.16   | 0.06%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEXAS Commercial Mortgage Trust                    | TEXAS Commercial Mortgage Trust 2025-TWR                                      | CUSIP: 88231WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6660000 | PA      | $6659883.45   | 0.17%             | 2042-04-15      | Floating      | 5.55%                 | 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        |   4024141 | PA      | $4189754.52   | 0.11%             | 2048-10-25      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                           | Toyota Motor Credit Corp                                                      | CUSIP: 89236TKJ3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2894000 | PA      | $2929364.04   | 0.08%             | 2027-09-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                      | TransDigm Inc                                                                 | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   3906000 | PA      | $4083760.58   | 0.11%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                           | Transocean International Ltd                                                  | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |   3795000 | PA      | $3958564.99   | 0.10%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                              | Truist Financial Corp                                                         | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   7223000 | PA      | $7641526.41   | 0.20%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                       | UBS Group AG                                                                  | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4487000 | PA      | $4501570.68   | 0.12%             | 2027-08-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                       | UBS Group AG                                                                  | CUSIP: 902613AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   8174000 | PA      | $8340855.37   | 0.22%             | 2033-08-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                              | Uber Technologies Inc                                                         | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  14787000 | PA      | $14802814.70  | 0.38%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                              | Uber Technologies Inc                                                         | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   4603000 | PA      | $4458789.39   | 0.12%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                     | US Bank C&I Credit-Linked Notes Series 2025-2                                 | CUSIP: 90355PAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3411176 | PA      | $3403834.97   | 0.09%             | 2032-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                  | Union Electric Co                                                             | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   3585000 | PA      | $3376162.56   | 0.09%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                         | US Bancorp                                                                    | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   7299000 | PA      | $7395919.84   | 0.19%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                           | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  59441000 | PA      | $55572691.47  | 1.44%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                           | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 132422900 | PA      | $128651951.34 | 3.34%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                           | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 114512000 | PA      | $114592515.68 | 2.97%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                           | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 122229000 | PA      | $124191348.70 | 3.22%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                           | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 110975000 | PA      | $112336177.18 | 2.92%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                           | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14978000 | PA      | $15734505.98  | 0.41%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                           | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  78873000 | PA      | $79005482.19  | 2.05%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                           | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  79794000 | PA      | $79887508.99  | 2.07%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES STEEL CORP                           | United States Steel Corp                                                      | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |   2785000 | PA      | $2817286.51   | 0.07%             | 2029-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                        | CUSIP: 91324PCW0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3938000 | PA      | $3918250.85   | 0.10%             | 2027-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                              | Universal Health Services Inc                                                 | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   3635000 | PA      | $3207373.51   | 0.08%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                           | Univision Communications Inc                                                  | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   3535000 | PA      | $3659591.08   | 0.09%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VSP OPTICAL GROUP INC                              | VSP Optical Group Inc                                                         | CUSIP: 91836LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6151000 | PA      | $6248171.65   | 0.16%             | 2035-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                              | Vale Overseas Ltd                                                             | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   2578000 | PA      | $2569002.78   | 0.07%             | 2056-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                             | Venture Global LNG Inc                                                        | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   3646000 | PA      | $3657448.44   | 0.09%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                            | Verdant Receivables 2025-1 LLC                                                | CUSIP: 92340GAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5431000 | PA      | $5542688.52   | 0.14%             | 2033-05-12      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                               | Verizon Master Trust                                                          | CUSIP: 92348KCH4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7184744.00   | 0.19%             | 2031-12-22      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust 2025-9                                             | CUSIP: 92490EAA1<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |   4928641 | PA      | $4933983.04   | 0.13%             | 2070-10-27      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                   | Paramount Global                                                              | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   2485000 | PA      | $2609653.04   | 0.07%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                             | VICI Properties LP / VICI Note Co Inc                                         | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |  12254000 | PA      | $12251724.31  | 0.32%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                             | VICI Properties LP / VICI Note Co Inc                                         | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              |  | US        |   4895000 | PA      | $4869929.91   | 0.13%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                             | VICI Properties LP / VICI Note Co Inc                                         | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |   5410000 | PA      | $5474538.81   | 0.14%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                           | Viper Energy Partners LLC                                                     | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |   3331000 | PA      | $3415890.54   | 0.09%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                           | Virginia Electric and Power Co                                                | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |  10375000 | PA      | $10596751.52  | 0.28%             | 2034-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                           | Vistra Operations Co LLC                                                      | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3381000 | PA      | $3593380.90   | 0.09%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                           | Vistra Operations Co LLC                                                      | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   9770000 | PA      | $10101711.04  | 0.26%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                | Volkswagen Auto Loan Enhanced Trust 2023-1                                    | CUSIP: 92867WAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5340000 | PA      | $5400674.68   | 0.14%             | 2030-01-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                      | VoltaGrid LLC                                                                 | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |   3844000 | PA      | $3835972.19   | 0.10%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                       | Vontier Corp                                                                  | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   5887000 | PA      | $5391113.44   | 0.14%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                   | WFRBS Commercial Mortgage Trust 2014-C23                                      | CUSIP: 92939HBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4468487 | PA      | $47.37        | 0.00%             | 2057-10-15      | Variable      | 0.21%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                  | WBI Operating LLC                                                             | CUSIP: 92944BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3881000 | PA      | $3885540.93   | 0.10%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES                                      | LUXCO3 SHARES                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     16516 | NS      | $301962.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WATCO COS LLC/FINANCE CO                           | Watco Cos LLC / Watco Finance Corp                                            | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5496000 | PA      | $5760846.74   | 0.15%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                           | Weekley Homes LLC / Weekley Finance Corp                                      | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5381000 | PA      | $5307618.23   | 0.14%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WEIBO CORP                                         | Weibo Corp                                                                    | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |   4000000 | PA      | $3809770.80   | 0.10%             | 2030-07-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust 2025-5C4                                | CUSIP: 949931AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8250000 | PA      | $8672360.40   | 0.23%             | 2058-05-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                              | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10914000 | PA      | $10836542.36  | 0.28%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                              | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  20155000 | PA      | $19673436.38  | 0.51%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                              | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7066000 | PA      | $6640939.33   | 0.17%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust 2019-C51                                | CUSIP: 95001VAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6138436 | PA      | $5916800.55   | 0.15%             | 2052-06-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust 2022-C62                                | CUSIP: 95003MBS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5620000 | PA      | $5418123.42   | 0.14%             | 2055-04-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust 2021-C61                                | CUSIP: 95003QAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6270000 | PA      | $5661124.69   | 0.15%             | 2054-11-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust 2024-MGP                                | CUSIP: 95003TAS2<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |   3422668 | PA      | $3427655.02   | 0.09%             | 2041-08-15      | Floating      | 5.65%                 | 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        |   4860000 | PA      | $5173882.13   | 0.13%             | 2058-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust 2025-C65                                | CUSIP: 95004WAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9590000 | PA      | $9974982.88   | 0.26%             | 2058-10-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust              | Westlake Automobile Receivables Trust 2023-1                                  | CUSIP: 96042XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5453273 | PA      | $5479303.35   | 0.14%             | 2028-08-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust              | Westlake Automobile Receivables Trust 2024-2                                  | CUSIP: 96042YAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8735000 | PA      | $8877013.63   | 0.23%             | 2030-03-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust              | Westlake Automobile Receivables Trust 2025-3                                  | CUSIP: 96043QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8055000 | PA      | $8072368.19   | 0.21%             | 2029-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| WINDFALL MINING GROUP                              | Windfall Mining Group Inc / Groupe Minier Windfall Inc                        | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |   2716000 | PA      | $2847448.94   | 0.07%             | 2032-05-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                           | Wisconsin Electric Power Co                                                   | CUSIP: 976656CT3<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |   1702000 | PA      | $1608251.88   | 0.04%             | 2054-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                        | Workday Inc                                                                   | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   7018000 | PA      | $6737673.50   | 0.17%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                  | World Omni Auto Receivables Trust 2024-B                                      | CUSIP: 98164HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14145000 | PA      | $14278540.12  | 0.37%             | 2029-09-17      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust                       | World Omni Select Auto Trust 2024-A                                           | CUSIP: 98164LAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5300000 | PA      | $5327887.01   | 0.14%             | 2030-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust   | World Omni Automobile Lease Securitization Trust 2025-A                       | CUSIP: 98164PAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9300000 | PA      | $9400601.82   | 0.24%             | 2030-05-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust                       | World Omni Select Auto Trust 2025-A                                           | CUSIP: 98164UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4750000 | PA      | $4753967.20   | 0.12%             | 2030-05-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                     | Wynn Macau Ltd                                                                | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   5512000 | PA      | $5514840.17   | 0.14%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                      | ZF North America Capital Inc                                                  | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   3692000 | PA      | $3595229.73   | 0.09%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                           | OCP SA                                                                        | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   3465000 | PA      | $3731509.61   | 0.10%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                             | US 5YR NOTE (CBT) MAR26                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       607 | NC      | $125979.91    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                             | US 2YR NOTE (CBT) MAR26                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       538 | NC      | $47645.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                             | US 10YR ULTRA FUT MAR26                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       160 | NC      | $24989.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Dominion Securities, Inc.                      | RBC Capital Markets REPO 4.1%                                                 | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | Long             | RA               | CORP              | GB        |  24000000 | PA      | $24000000.00  | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                             | MGM China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |   3760000 | PA      | $3747293.46   | 0.10%             | 2027-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Flutter Financing BV                               | Flutter Financing BV 2024 Term Loan B                                         | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   7835455 | PA      | $7820802.45   | 0.20%             | 2030-11-30      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                          | Prosus NV                                                                     | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   5100000 | PA      | $3579916.34   | 0.09%             | 2050-08-03      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                        | CITIBANK NA DDCA                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |   1527182 | NS      | $1527182.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer