# EDGAR Filing Document

**Accession Number:** 0000911507
**File Stem:** 0001410368-26-006420
**Filing Date:** 2026-1
**Character Count:** 246962
**Document Hash:** a4798d509c67f20b6a47e50d96172e49
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-006420.hdr.sgml**: 20260122

**ACCESSION NUMBER**: 0001410368-26-006420

**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:** 26551793

**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 Ultra Short Bond Fund (Series ID: S000055282)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000173880 | Class A      | LUBAX           |
| C000173881 | Class F      | LUBFX           |
| C000173882 | Class I      | LUBYX           |
| C000173883 | Class R5     | LUBVX           |
| C000173884 | Class R6     | LUBWX           |
| C000188258 | Class F3     | LUBOX           |
| C000213736 | Class A1     | LUSNX           |

## 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 Ultra Short Bond Fund

- **b. EDGAR series identifier (if any):** S000055282

- **c. LEI of Series:** 549300RJJ1EPD16IQB51

**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:** $15154274473.78

**Total Liabilities:** $199559629.54

**Net Assets:** $14954714844.24

**Delayed Delivery Securities:** $25412195.00

**Cash Not Reported:** $20136870.41

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -138179.59000000 | **1-Year:** -786204.87000000 | **5-Year:** -168195.82000000 | **10-Year:** -6893.23000000 | **30-Year:** -1781.61000000

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

- **3-Month:** -10627.80000000 | **1-Year:** -67324.70000000 | **5-Year:** -21180.98000000 | **10-Year:** -255.09000000 | **30-Year:** -2.56000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000173880 | 0.37%                | 0.37%                | 0.36%                |
| Class ID C000173881 | 0.37%                | 0.27%                | 0.46%                |
| Class ID C000173882 | 0.38%                | 0.28%                | 0.47%                |
| Class ID C000173883 | 0.38%                | 0.38%                | 0.37%                |
| Class ID C000173884 | 0.39%                | 0.38%                | 0.37%                |
| Class ID C000188258 | 0.39%                | 0.28%                | 0.47%                |
| Class ID C000213736 | 0.36%                | 0.36%                | 0.35%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3994402.36              | $603808.32                                 |
| Month 2  | $1204615.53              | $-7012382.79                               |
| Month 3  | $713596.07               | $1515290.51                                |

**Designated Index Information**

- **Index Name:** BBG US Credit 1-3 Year Bond Index

- **Index Identifier:** LD01TRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| COREBRIDGE GLOB FUNDING                                | Corebridge Global Funding                                           | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   4440000 | PA      | $4485105.65   | 0.03%             | 2026-07-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                | Corebridge Global Funding                                           | CUSIP: 00138CAW8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  29760000 | PA      | $29961185.64  | 0.20%             | 2026-09-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                | Corebridge Global Funding                                           | CUSIP: 00138CBE7<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  42614000 | PA      | $42611362.62  | 0.28%             | 2028-01-07      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                               | AerCap Ireland Capital DAC / AerCap Global Aviation Trust           | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   6378000 | PA      | $6352546.68   | 0.04%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AEGON FUNDING CO LLC                                   | AEGON Funding Co LLC                                                | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |  14595000 | PA      | $14833310.95  | 0.10%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                    | Affirm Master Trust                                                 | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18510000 | PA      | $18669446.99  | 0.12%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                             | Affirm Asset Securitization Trust 2024-A                            | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  37320000 | PA      | $37414725.62  | 0.25%             | 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        |  16650000 | PA      | $16692937.02  | 0.11%             | 2029-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                         | Air Lease Corp                                                      | CUSIP: 00913WZ57<br>LEI: 5493004NW4M4P8TMMK63 | Long             | STIV             | CORP              | US        |  43218000 | PA      | $43196871.15  | 0.29%             | 2025-12-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                         | Air Lease Corp                                                      | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  13089000 | PA      | $13056281.56  | 0.09%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                         | Air Lease Corp                                                      | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  44645000 | PA      | $45957820.16  | 0.31%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                         | Air Lease Corp                                                      | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  23845000 | PA      | $24273897.15  | 0.16%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                         | Air Lease Corp                                                      | CUSIP: 00914AAW2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  38117000 | PA      | $38351583.83  | 0.26%             | 2026-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                | Algonquin Power & Utilities Corp                                    | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |  15377000 | PA      | $15456970.86  | 0.10%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                           | Alimentation Couche-Tard Inc                                        | CUSIP: 01626VAM5<br>LEI: 549300OSW32RVX8CCZ87 | Long             | STIV             | CORP              | CA        |  17390000 | PA      | $17287761.23  | 0.12%             | 2026-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                        | Allegro CLO VII Ltd                                                 | CUSIP: 01750CAL7<br>LEI: 635400EBXLHIKFL2MP73 | Long             | ABS-CBDO         | CORP              | KY        |   2924470 | PA      | $2925502.51   | 0.02%             | 2031-06-13      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                     | Ally Bank Auto Credit-Linked Notes Series 2024-A                    | CUSIP: 02007GZ48<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8919939 | PA      | $9076440.84   | 0.06%             | 2032-05-17      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                            | Ally Auto Receivables Trust 2024-2                                  | CUSIP: 02007NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1614664 | PA      | $1614847.54   | 0.01%             | 2027-07-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                           | Alphabet Inc                                                        | CUSIP: 02079KAU1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |  21946000 | PA      | $22076141.32  | 0.15%             | 2028-11-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-1 A PTT                                  | American Airlines 2015-1 Class A Pass Through Trust                 | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16163008 | PA      | $15936280.22  | 0.11%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust               | AmeriCredit Automobile Receivables Trust 2024-1                     | CUSIP: 023947AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1172320 | PA      | $1173437.58   | 0.01%             | 2028-02-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust               | AmeriCredit Automobile Receivables Trust 2024-1                     | CUSIP: 023947AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23255000 | PA      | $23447981.62  | 0.16%             | 2029-01-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                 | American Honda Finance Corp                                         | CUSIP: 02665WEX5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  44151000 | PA      | $44174636.68  | 0.30%             | 2026-01-09      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                 | American Honda Finance Corp                                         | CUSIP: 02665WFC0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  26612000 | PA      | $26673044.47  | 0.18%             | 2027-03-12      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                 | American Honda Finance Corp                                         | CUSIP: 02665WFJ5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  22231000 | PA      | $22239304.61  | 0.15%             | 2027-07-09      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                 | American Honda Finance Corp                                         | CUSIP: 02665WFV8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30040819.80  | 0.20%             | 2026-05-21      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                 | American Honda Finance Corp                                         | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  43508000 | PA      | $43934582.02  | 0.29%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                 | American Honda Finance Corp                                         | CUSIP: 02665WGM7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  43359000 | PA      | $43474917.25  | 0.29%             | 2027-03-08      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                    | American Tower Corp                                                 | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |  37582000 | PA      | $37238011.58  | 0.25%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust               | AmeriCredit Automobile Receivables Trust 2023-2                     | CUSIP: 03065UAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18750479 | PA      | $18890721.16  | 0.13%             | 2028-05-18      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust               | AmeriCredit Automobile Receivables Trust 2022-2                     | CUSIP: 03065WAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4218318 | PA      | $4221757.99   | 0.03%             | 2028-04-18      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                             | Amgen Inc 2022 Term Loan                                            | CUSIP: 03116HAP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | LON              | CORP              | US        |  57320000 | PA      | $57391650.00  | 0.38%             | 2026-10-06      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                 | Amur Equipment Finance Receivables XIII LLC                         | CUSIP: 03237CAB8<br>LEI: 254900O8ABFLU3FOSN14 | Long             | ABS-O            | CORP              | US        |  23246974 | PA      | $23514291.21  | 0.16%             | 2031-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Apex Credit CLO LLC                                    | APEX CREDIT CLO 2018-II LTD                                         | CUSIP: 03754LBC8<br>LEI: 254900U9YTKPL76CYP79 | Long             | ABS-CBDO         | CORP              | KY        |   4584954 | PA      | $4576948.52   | 0.03%             | 2031-10-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                     | Aqua Finance Trust 2021-A                                           | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3583223 | PA      | $3303168.72   | 0.02%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                  | ARI Fleet Lease Trust 2024-B                                        | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11766254 | PA      | $11852018.61  | 0.08%             | 2033-04-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                               | CUSIP: 04685A2V2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9558507.00   | 0.06%             | 2028-03-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                               | CUSIP: 04685A3D1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  14261000 | PA      | $13979600.66  | 0.09%             | 2026-10-02      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                               | CUSIP: 04685A3L3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3050520.90   | 0.02%             | 2027-03-08      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                               | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  30976000 | PA      | $31072879.92  | 0.21%             | 2026-02-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                               | CUSIP: 04685A3U3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  26628000 | PA      | $26832156.61  | 0.18%             | 2027-03-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                               | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  31103000 | PA      | $31356660.52  | 0.21%             | 2027-01-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                               | CUSIP: 04685A4N8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  28284000 | PA      | $28551428.61  | 0.19%             | 2028-05-09      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                               | CUSIP: 04685A4T5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  35000000 | PA      | $35072286.90  | 0.23%             | 2028-09-18      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                   | Atlas Warehouse Lending Co LP                                       | CUSIP: 049463AD4<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   4415000 | PA      | $4560830.67   | 0.03%             | 2028-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                | Australia & New Zealand Banking Group Ltd                           | CUSIP: 05252ADJ7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  26601000 | PA      | $26725102.71  | 0.18%             | 2027-01-18      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                         | AutoNation Inc                                                      | CUSIP: 05330LZ14<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  26723000 | PA      | $26723000.00  | 0.18%             | 2025-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                 | Aviation Capital Group LLC                                          | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |  16967000 | PA      | $16900731.99  | 0.11%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                 | Aviation Capital Group LLC                                          | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |  17121000 | PA      | $16812532.48  | 0.11%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                             | Aviation Capital Group LLC                                          | CUSIP: 05369BZ10<br>LEI: 549300ODEK8HY3445C77 | Long             | STIV             | CORP              | US        |  20000000 | PA      | $20000000.00  | 0.13%             | 2025-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC                            | CUSIP: 05377REH3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |  19015000 | PA      | $18732288.78  | 0.13%             | 2027-08-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                               | Avolon Holdings Funding Ltd                                         | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |  13636000 | PA      | $13552584.77  | 0.09%             | 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        |  31445000 | PA      | $30438845.22  | 0.20%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                     | BMW US Capital LLC                                                  | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $13039060.58  | 0.09%             | 2026-08-13      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                     | BMW US Capital LLC                                                  | CUSIP: 05565ECV5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  28359000 | PA      | $28454293.05  | 0.19%             | 2027-03-19      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                     | BMW US Capital LLC                                                  | CUSIP: 05565EDE2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  21618000 | PA      | $21677342.49  | 0.14%             | 2027-08-11      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                | BPCE SA                                                             | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  21220000 | PA      | $20831048.01  | 0.14%             | 2027-10-19      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                | BPCE SA                                                             | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  46664000 | PA      | $46753367.16  | 0.31%             | 2027-01-18      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Bacardi-Martini BV                                     | Bacardi-Martini BV                                                  | CUSIP: 05634EZJ4<br>LEI: 5493002XXBV8B88K2408 | Long             | STIV             | CORP              | US        |  22956000 | PA      | $22908953.06  | 0.15%             | 2025-12-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                       | Bain Capital Credit CLO 2021-3 Ltd                                  | CUSIP: 05683NAJ1<br>LEI: 254900XV68IP5ZAT0548 | Long             | ABS-CBDO         | CORP              | KY        |  10680000 | PA      | $10678932.00  | 0.07%             | 2034-07-24      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Limited                        | Bain Capital Credit Clo 2019-3 Ltd                                  | CUSIP: 05683TBA6<br>LEI: 549300434Q955VK1W392 | Long             | ABS-CBDO         | CORP              | KY        |  24350000 | PA      | $24327524.95  | 0.16%             | 2034-10-21      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                   | Bank of America Corp                                                | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  21959000 | PA      | $21849835.00  | 0.15%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                   | Bank of America Corp                                                | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  74432000 | PA      | $73899390.66  | 0.49%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Bank of America Auto Trust                             | Bank of America Auto Trust 2023-2                                   | CUSIP: 06054YAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  31579217 | PA      | $31897702.45  | 0.21%             | 2028-06-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                  | Bank of Ireland Group PLC                                           | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |  51276000 | PA      | $50391534.64  | 0.34%             | 2027-09-30      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                       | Bank of Montreal                                                    | CUSIP: 06368LC61<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  26605000 | PA      | $26826270.06  | 0.18%             | 2026-12-11      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust              | Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3   | CUSIP: 06427DAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  43097150 | PA      | $42746645.19  | 0.29%             | 2050-02-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Auto Trust                             | Bank of America Auto Trust 2023-1                                   | CUSIP: 06428AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17131881 | PA      | $17252223.93  | 0.12%             | 2028-02-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Bank                                                   | BANK 2017-BNK4                                                      | CUSIP: 06541FBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  34800000 | PA      | $34420833.12  | 0.23%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                            | Bacardi Ltd                                                         | CUSIP: 067316AD1<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |  37279000 | PA      | $36902927.58  | 0.25%             | 2026-07-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                                        | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  10513000 | PA      | $10318101.70  | 0.07%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                                        | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  17232000 | PA      | $18238489.76  | 0.12%             | 2028-11-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                      | Battalion CLO XI Ltd                                                | CUSIP: 07132LAU3<br>LEI: 549300O0R7FIDPTPCK50 | Long             | ABS-CBDO         | CORP              | KY        |  18500000 | PA      | $18494154.00  | 0.12%             | 2034-04-24      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| BAYER CORP/NJ                                          | Bayer Corp/NJ                                                       | CUSIP: 072732AC4<br>LEI: 54930050NR9YMICYZM28 | Long             | DBT              | CORP              | US        |   4624000 | PA      | $4850313.63   | 0.03%             | 2028-02-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| BAYER CORPORATION                                      | Bayer Corp                                                          | CUSIP: 07273MH41<br>LEI: 54930050NR9YMICYZM28 | Long             | STIV             | CORP              | US        |  54500000 | PA      | $53005735.35  | 0.35%             | 2026-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                       | Berry Global Inc                                                    | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |  34064000 | PA      | $34073537.58  | 0.23%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd                                  | Black Diamond CLO 2021-1 Ltd                                        | CUSIP: 09204WAF1<br>LEI: 549300IEWA7GZ3ECTT90 | Long             | ABS-CBDO         | CORP              | KY        |  17540000 | PA      | $17450247.82  | 0.12%             | 2034-11-22      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                            | BNP Paribas SA                                                      | CUSIP: 09659W2C7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  20000000 | PA      | $19757761.20  | 0.13%             | 2027-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                            | BNP Paribas SA                                                      | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  56367000 | PA      | $54021147.50  | 0.36%             | 2028-09-30      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                            | BNP Paribas SA                                                      | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  25480000 | PA      | $25387685.96  | 0.17%             | 2027-01-13      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                              | Boeing Co/The                                                       | CUSIP: 097023BU8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4911848.20   | 0.03%             | 2027-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                              | Boeing Co/The                                                       | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  18634000 | PA      | $18548790.63  | 0.12%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                              | Boeing Co/The                                                       | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  13772000 | PA      | $13550837.24  | 0.09%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                              | Boeing Co/The                                                       | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  26484000 | PA      | $26408956.79  | 0.18%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                              | Boeing Co/The                                                       | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        | 110914000 | PA      | $110470997.28 | 0.74%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust                                        | BofA Auto Trust 2024-1                                              | CUSIP: 09709AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7059278 | PA      | $7113287.54   | 0.05%             | 2028-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                                | Brighthouse Financial Global Funding                                | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |  18238000 | PA      | $18505732.20  | 0.12%             | 2027-04-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Holdings Canada Inc          | Brookfield Infrastructure Holdings Canada Inc                       | CUSIP: 11275NA87<br>LEI: 549300GV8LYH0T7DZO77 | Long             | STIV             | CORP              | CA        |  70800000 | PA      | $70487956.52  | 0.47%             | 2026-01-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                    | Brown & Brown Inc Term Loan                                         | CUSIP: 11515HAH0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | LON              | CORP              | US        |  11666667 | PA      | $11710416.65  | 0.08%             | 2026-10-27      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                      | Brown & Brown Inc                                                   | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |  13088000 | PA      | $13151136.51  | 0.09%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                      | Brunswick Corp/DE                                                   | CUSIP: 11704MZ26<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | STIV             | CORP              | US        |  17727000 | PA      | $17724808.77  | 0.12%             | 2025-12-02      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Buckhorn Park CLO, Ltd.                                | Buckhorn Park CLO Ltd                                               | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  67340000 | PA      | $67374410.74  | 0.45%             | 2034-07-18      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                 | Bunge Ltd Finance Corp                                              | CUSIP: 120568BL3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |  14303000 | PA      | $14182703.90  | 0.09%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                           | CD 2016-CD2 Mortgage Trust                                          | CUSIP: 12515ABD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15903168 | PA      | $15787565.84  | 0.11%             | 2049-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                      | CF Industries Inc                                                   | CUSIP: 12527GAH6<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |  25315000 | PA      | $25398193.44  | 0.17%             | 2026-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                        | CFCRE Commercial Mortgage Trust 2016-C6                             | CUSIP: 12532AAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12937787 | PA      | $12851675.50  | 0.09%             | 2049-11-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                    | COMM 2016-CR28 Mortgage Trust                                       | CUSIP: 12593YBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2424461 | PA      | $2420893.93   | 0.02%             | 2049-02-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                        | CSAIL 2017-C8 Commercial Mortgage Trust                             | CUSIP: 12595BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22579544 | PA      | $22202815.84  | 0.15%             | 2050-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                    | COMM 2017-COR2 Mortgage Trust                                       | CUSIP: 12595EAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  34039216 | PA      | $33568953.62  | 0.22%             | 2050-09-10      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                        | CSAIL 2017-CX9 Commercial Mortgage Trust                            | CUSIP: 12595FAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6716716 | PA      | $6600876.82   | 0.04%             | 2050-09-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                | CRH America Finance Inc                                             | CUSIP: 12636CZ86<br>LEI: 549300WEVUODRJ4CWK56 | Long             | STIV             | CORP              | US        |  20000000 | PA      | $19983550.00  | 0.13%             | 2025-12-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                        | CSAIL 2016-C7 Commercial Mortgage Trust                             | CUSIP: 12637UAW9<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |  13164000 | PA      | $13050307.80  | 0.09%             | 2049-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                           | CaixaBank SA                                                        | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |  26896000 | PA      | $28008290.00  | 0.19%             | 2029-01-18      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                 | Canadian Imperial Bank of Commerce                                  | CUSIP: 13607PHU1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  43390000 | PA      | $43538205.49  | 0.29%             | 2027-09-11      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Canyon CLO 2021-3 Ltd                                  | Canyon CLO 2021-3 Ltd                                               | CUSIP: 13875MAJ5<br>LEI: 254900YKW562N0UZ4846 | Long             | ABS-CBDO         | CORP              | US        |  22150000 | PA      | $22141095.70  | 0.15%             | 2034-07-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                 | Canyon CLO 2020-2 Ltd                                               | CUSIP: 13876NAW3<br>LEI: 2549001ZLWJBJYTM8I33 | Long             | ABS-CBDO         | CORP              | KY        |  42700000 | PA      | $42691075.70  | 0.29%             | 2034-10-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust               | Capital One Prime Auto Receivables Trust 2022-2                     | CUSIP: 14043GAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5578258 | PA      | $5574232.54   | 0.04%             | 2027-05-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | Carmax Auto Owner Trust 2025-3                                      | CUSIP: 14290FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  35000000 | PA      | $35108983.00  | 0.23%             | 2028-08-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | Carmax Auto Owner Trust 2023-2                                      | CUSIP: 142921AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19339077 | PA      | $19423395.03  | 0.13%             | 2028-01-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                       | Carlyle US CLO 2020-2 Ltd                                           | CUSIP: 14315GAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  17325000 | PA      | $17307553.73  | 0.12%             | 2035-01-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                       | Carlyle US CLO 2021-9 Ltd                                           | CUSIP: 14317KAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  60250000 | PA      | $60268014.75  | 0.40%             | 2034-10-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | CarMax Auto Owner Trust 2023-4                                      | CUSIP: 14318XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  75753169 | PA      | $76678281.48  | 0.51%             | 2028-07-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | CarMax Auto Owner Trust 2023-4                                      | CUSIP: 14318XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6002000 | PA      | $6184722.49   | 0.04%             | 2029-05-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | Carmax Auto Owner Trust 2023-3                                      | CUSIP: 14319BAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  26940858 | PA      | $27130756.31  | 0.18%             | 2028-05-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | CarMax Auto Owner Trust 2024-2                                      | CUSIP: 14319EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1070246 | PA      | $1071117.78   | 0.01%             | 2027-05-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | CarMax Auto Owner Trust 2024-2                                      | CUSIP: 14319EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  46376000 | PA      | $46946934.94  | 0.31%             | 2029-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                        | Carmax Select Receivables Trust 2024-A                              | CUSIP: 14319FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3136950 | PA      | $3144186.15   | 0.02%             | 2027-09-15      | Fixed         | 5.78%                 | 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        |  16400000 | PA      | $16552316.64  | 0.11%             | 2028-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | Carmax Auto Owner Trust 2025-1                                      | CUSIP: 14319WAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16857426 | PA      | $16897017.18  | 0.11%             | 2028-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                        | Carmax Select Receivables Trust 2025-B                              | CUSIP: 14320BAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14315000 | PA      | $14326044.02  | 0.10%             | 2029-03-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2021-N1                              | CUSIP: 14687DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2871948 | PA      | $2825016.54   | 0.02%             | 2028-01-10      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2023-P5                              | CUSIP: 14687RAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5997362 | PA      | $6043045.46   | 0.04%             | 2029-01-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                    | CommonSpirit Health                                                 | CUSIP: 14918HAV6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | STIV             | CORP              | US        |  20756000 | PA      | $20594045.08  | 0.14%             | 2026-01-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                    | CommonSpirit Health                                                 | CUSIP: 14918HBC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | STIV             | CORP              | US        |  67935000 | PA      | $67294590.34  | 0.45%             | 2026-02-12      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                      | Cedar Funding XI Clo Ltd                                            | CUSIP: 15033LAW2<br>LEI: 2549004YLPCISGLL7978 | Long             | ABS-CBDO         | CORP              | KY        |  66577109 | PA      | $66643819.34  | 0.45%             | 2032-05-29      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                              | Chesapeake Funding II LLC                                           | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |  15207416 | PA      | $15375600.69  | 0.10%             | 2036-05-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                        | Chevron USA Inc                                                     | CUSIP: 166756BA3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  13300000 | PA      | $13327425.66  | 0.09%             | 2027-02-26      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust 2016-GC37                       | CUSIP: 17290XAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  34648741 | PA      | $34568767.97  | 0.23%             | 2049-04-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust 2016-C1                         | CUSIP: 17290YAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7024612 | PA      | $7002389.34   | 0.05%             | 2049-05-10      | Fixed         | 2.94%                 | 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        |  42606076 | PA      | $42915506.47  | 0.29%             | 2028-02-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                       | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   9432000 | PA      | $9408493.19   | 0.06%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                       | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  23708000 | PA      | $23546133.63  | 0.16%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                       | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  53607000 | PA      | $53065239.62  | 0.35%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                       | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  28059000 | PA      | $27707377.52  | 0.19%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                       | CUSIP: 172967PY1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  50000000 | PA      | $50312962.00  | 0.34%             | 2028-05-07      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust 2016-GC36                       | CUSIP: 17324TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15847897 | PA      | $15764693.98  | 0.11%             | 2049-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                            | Citibank NA                                                         | CUSIP: 17325FBH0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  18165000 | PA      | $18215234.76  | 0.12%             | 2026-08-06      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                            | Citibank NA                                                         | CUSIP: 17325FBM9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  43762000 | PA      | $43863728.71  | 0.29%             | 2027-11-19      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                            | Citibank NA                                                         | CUSIP: 17325FBQ0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  50000000 | PA      | $50256498.50  | 0.34%             | 2027-05-29      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust 2017-P7                         | CUSIP: 17325HBN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15225547 | PA      | $15082227.18  | 0.10%             | 2050-04-14      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust 2017-P7                         | CUSIP: 17325HBP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15240600 | PA      | $15070949.26  | 0.10%             | 2050-04-14      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                        | Citizens Auto Receivables Trust 2023-1                              | CUSIP: 17331KAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14123273 | PA      | $14206133.88  | 0.09%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                               | Citizens Financial Group Inc                                        | CUSIP: 174610AR6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |  26204000 | PA      | $25978987.82  | 0.17%             | 2026-07-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| City of Hope                                           | City of Hope                                                        | CUSIP: 17859PZB9<br>LEI: 549300QIQJNNQEIXBL15 | Long             | STIV             | MUN               | US        |  49662000 | PA      | $49604750.14  | 0.33%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HOLDINGS                               | Cleco Corporate Holdings LLC                                        | CUSIP: 18551PAC3<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |   4754000 | PA      | $4736945.12   | 0.03%             | 2026-05-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                             | Clover CLO 2021-3 LLC                                               | CUSIP: 18915FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18250000 | PA      | $18261369.75  | 0.12%             | 2035-01-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                     | CNO Global Funding                                                  | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   9962000 | PA      | $9769777.03   | 0.07%             | 2026-10-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                                            | Columbia Cent CLO 30 Ltd                                            | CUSIP: 19736WBG4<br>LEI: 549300EPPYTG18BLNK44 | Long             | ABS-CBDO         | CORP              | KY        |  28000000 | PA      | $28012516.00  | 0.19%             | 2034-01-20      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                                            | Columbia Cent CLO 31 Ltd                                            | CUSIP: 19737LAS2<br>LEI: 5493007YZPNOMQEILE23 | Long             | ABS-CBDO         | CORP              | KY        |  28180000 | PA      | $28052880.02  | 0.19%             | 2034-04-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                     | Conagra Brands Inc                                                  | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |  10663000 | PA      | $10112699.42  | 0.07%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                     | Conagra Brands Inc                                                  | CUSIP: 20600GZH2<br>LEI: 54930035UDEIH090K650 | Long             | STIV             | CORP              | US        |  40000000 | PA      | $39923555.60  | 0.27%             | 2025-12-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                            | CUSIP: 20753BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3238579 | PA      | $3253882.34   | 0.02%             | 2043-09-25      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                            | CUSIP: 20753CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11154093 | PA      | $11172139.31  | 0.07%             | 2045-07-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                            | CUSIP: 20754BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1080926 | PA      | $1080965.76   | 0.01%             | 2042-01-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                            | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7067191 | PA      | $7082172.76   | 0.05%             | 2045-02-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                            | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4691355 | PA      | $4722842.89   | 0.03%             | 2045-03-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                            | CUSIP: 20754XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5278187 | PA      | $5276178.38   | 0.04%             | 2044-07-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                            | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11287397 | PA      | $11303511.86  | 0.08%             | 2045-01-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                | Consolidated Edison Co of New York Inc                              | CUSIP: 209111GL1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |  13174000 | PA      | $13204543.66  | 0.09%             | 2027-11-18      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                  | Continental Resources Inc/OK                                        | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   4625000 | PA      | $4530709.99   | 0.03%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust 2023-1                            | CUSIP: 224927AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2849092 | PA      | $2854113.55   | 0.02%             | 2033-03-15      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                           | UBS Group AG                                                        | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  64233000 | PA      | $64338093.54  | 0.43%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                           | UBS Group AG                                                        | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  24699000 | PA      | $24553655.28  | 0.16%             | 2029-01-12      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                           | UBS Group AG                                                        | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  26412000 | PA      | $26279690.14  | 0.18%             | 2027-02-02      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                     | Energy Transfer LP                                                  | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  17209000 | PA      | $17410968.09  | 0.12%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                       | Crown Castle Inc                                                    | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |  31552000 | PA      | $31547744.90  | 0.21%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                       | Crown Castle Inc                                                    | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |  20996000 | PA      | $20928607.67  | 0.14%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                       | Crown Castle Inc                                                    | CUSIP: 22823PZJ5<br>LEI: 54930012H97VSM0I2R19 | Long             | STIV             |  | US        | 124487000 | PA      | $124230694.96 | 0.83%             | 2025-12-18      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortgage Trust                | DBJPM 2016-C3 Mortgage Trust                                        | CUSIP: 23312VAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13740000 | PA      | $13610927.81  | 0.09%             | 2049-08-10      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                              | DLLAD 2025-1 LLC                                                    | CUSIP: 23347BAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24000000 | PA      | $24134030.40  | 0.16%             | 2028-11-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                 | Daimler Truck Finance North America LLC                             | CUSIP: 233853AX8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  23668000 | PA      | $23741323.94  | 0.16%             | 2027-09-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                        | Danske Bank A/S                                                     | CUSIP: 23636ABB6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  46836000 | PA      | $45942160.23  | 0.31%             | 2027-09-10      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                        | Danske Bank A/S                                                     | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   7533000 | PA      | $7541883.89   | 0.05%             | 2028-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                           | Dell Equipment Finance Trust 2024-1                                 | CUSIP: 24702GAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  29892262 | PA      | $30107339.43  | 0.20%             | 2030-03-22      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                           | Dell Equipment Finance Trust 2025-1                                 | CUSIP: 24703UAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10096572.00  | 0.07%             | 2031-02-24      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Diamondback E&P LLC                                    | Diamondback E&P LLC Delayed Draw Term Loan                          | CUSIP: 25278YAG2<br>LEI: 549300T0SSYTER0K6J66 | Long             | LON              | CORP              | US        |  36860000 | PA      | $36906075.00  | 0.25%             | 2027-11-05      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                         | Capital One NA                                                      | CUSIP: 25466AAJ0<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |  22030000 | PA      | $21934650.64  | 0.15%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                     | Discover Card Execution Note Trust                                  | CUSIP: 254683CZ6<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |  11169000 | PA      | $11230020.71  | 0.08%             | 2028-06-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                           | Drive Auto Receivables Trust 2024-2                                 | CUSIP: 26207AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  30000000 | PA      | $30044784.00  | 0.20%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                | Dryden 43 Senior Loan Fund                                          | CUSIP: 26245CBQ5<br>LEI: 5493002P75UIPU4MC757 | Long             | ABS-CBDO         | CORP              | KY        |  34390000 | PA      | $34391581.94  | 0.23%             | 2034-04-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                | Dryden 86 CLO Ltd                                                   | CUSIP: 26245XAY3<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |  39670000 | PA      | $39742556.43  | 0.27%             | 2034-07-17      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                               | Duke Energy Progress LLC                                            | CUSIP: 26442UAT1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |  15894000 | PA      | $16002717.82  | 0.11%             | 2027-03-06      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                               | EQT Corp                                                            | CUSIP: 26884LAT6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |  66339000 | PA      | $67797287.78  | 0.45%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                               | EQT Corp                                                            | CUSIP: 26884LBH1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |  25947000 | PA      | $26357997.37  | 0.18%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                    | Emera US Finance LP                                                 | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9498000 | PA      | $9457806.46   | 0.06%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP                                                  | CUSIP: 29277EZ15<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | STIV             | CORP              | US        |  28250000 | PA      | $28250000.00  | 0.19%             | 2025-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2024-1 LLC                               | CUSIP: 29375PAB6<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |  28276416 | PA      | $28495075.00  | 0.19%             | 2030-03-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2024-2 LLC                               | CUSIP: 29375RAB2<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |   7209472 | PA      | $7240021.17   | 0.05%             | 2026-12-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2025-2 LLC                               | CUSIP: 29375TAB8<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |  55000000 | PA      | $55242066.00  | 0.37%             | 2028-02-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2025-1 LLC                               | CUSIP: 29390HAB5<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |  21115634 | PA      | $21191785.19  | 0.14%             | 2027-10-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust 2016-P3                         | CUSIP: 29429CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7843813 | PA      | $7820429.35   | 0.05%             | 2049-04-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                               | Equitable America Global Funding                                    | CUSIP: 29446Q2C6<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |  14152000 | PA      | $14136500.45  | 0.09%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                            | Evergreen Credit Card Trust                                         | CUSIP: 30023JCS5<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |  15187000 | PA      | $15313668.69  | 0.10%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                              | Evergy Kansas Central Inc                                           | CUSIP: 30035MZ34<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $999772.78    | 0.01%             | 2025-12-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Evergy Missouri West Inc                               | Evergy Missouri West Inc                                            | CUSIP: 30037MZ16<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | STIV             | CORP              | US        |  24000000 | PA      | $24000000.00  | 0.16%             | 2025-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2024-3                          | CUSIP: 30165AAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1203226 | PA      | $1203987.82   | 0.01%             | 2027-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2024-5                          | CUSIP: 30165BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11831965 | PA      | $11835779.69  | 0.08%             | 2028-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2024-5                          | CUSIP: 30165BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11000000 | PA      | $10999535.80  | 0.07%             | 2029-04-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2025-5                          | CUSIP: 30166VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8840000 | PA      | $8856334.55   | 0.06%             | 2029-11-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2025-4                          | CUSIP: 30167KAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12000000 | PA      | $12012076.80  | 0.08%             | 2028-03-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2025-2                          | CUSIP: 30168JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12340000 | PA      | $12377071.83  | 0.08%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                 | Extra Space Storage LP                                              | CUSIP: 30227PZ43<br>LEI: 549300YNKSKNZFR8UC42 | Long             | STIV             |  | US        |  61793000 | PA      | $61771423.74  | 0.41%             | 2025-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                   | FS RIALTO                                                           | CUSIP: 30319YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3717373 | PA      | $3718424.04   | 0.02%             | 2038-05-16      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                     | F&G Global Funding                                                  | CUSIP: 30321L2C5<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |  20583000 | PA      | $19253780.12  | 0.13%             | 2028-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                     | F&G Global Funding                                                  | CUSIP: 30321L2L5<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |  35756000 | PA      | $36021099.27  | 0.24%             | 2028-09-08      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TR                                 | Fells Point Funding Trust                                           | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13000000 | PA      | $12827008.74  | 0.09%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fidelity Investments                                   | Fidelity Investments Money Market Government Portfolio              | CUSIP: 31607A703<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |   4284328 | NS      | $4284328.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Auto Trust                                 | Fifth Third Auto Trust 2023-1                                       | CUSIP: 31680EAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  48657950 | PA      | $49061251.72  | 0.33%             | 2028-08-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                       | First Investors Auto Owner Trust 2025-1                             | CUSIP: 32059WAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  52000000 | PA      | $52089440.00  | 0.35%             | 2028-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                       | First National Master Note Trust                                    | CUSIP: 32113CBV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20000000 | PA      | $20076072.00  | 0.13%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                       | First National Master Note Trust                                    | CUSIP: 32113CBY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  84587000 | PA      | $85716075.73  | 0.57%             | 2029-09-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                             | Fiserv Inc                                                          | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   3187000 | PA      | $3093647.96   | 0.02%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                             | Fiserv Inc                                                          | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |  16584000 | PA      | $16740821.45  | 0.11%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO Ltd                                    | 522 Funding CLO 2020-6 Ltd                                          | CUSIP: 33835AAY5<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |  33280000 | PA      | $33313180.16  | 0.22%             | 2034-10-23      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                       | Flatiron RR CLO 22 LLC                                              | CUSIP: 33883QAQ8<br>LEI: 5493000CIUZPG6SZO932 | Long             | ABS-CBDO         | CORP              | US        |  10800000 | PA      | $10785484.80  | 0.07%             | 2034-10-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                      | Flowers Foods Inc                                                   | CUSIP: 343498AB7<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |  23525000 | PA      | $23380985.13  | 0.16%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                           | Ford Credit Auto Owner Trust 2023-C                                 | CUSIP: 344940AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  43354502 | PA      | $43765979.78  | 0.29%             | 2028-09-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                           | Ford Credit Auto Lease Trust 2024-B                                 | CUSIP: 345279AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24545000 | PA      | $24699049.33  | 0.17%             | 2027-12-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                           | Ford Credit Auto Lease Trust 2025-A                                 | CUSIP: 345282AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  26069938 | PA      | $26130086.23  | 0.17%             | 2027-08-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                           | Ford Credit Auto Lease Trust 2024-A                                 | CUSIP: 345290AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5309788 | PA      | $5320220.86   | 0.04%             | 2027-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                           | Ford Credit Auto Lease Trust 2024-A                                 | CUSIP: 345290AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11665000 | PA      | $11737791.93  | 0.08%             | 2027-06-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                           | Ford Credit Auto Lease Trust 2023-B                                 | CUSIP: 34529NAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10530000 | PA      | $10560564.38  | 0.07%             | 2027-02-15      | Fixed         | 6.20%                 | 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        |  48500000 | PA      | $48000808.90  | 0.32%             | 2033-10-17      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                           | Ford Credit Auto Owner Trust 2022-C                                 | CUSIP: 34535AAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8970000 | PA      | $9013621.11   | 0.06%             | 2028-02-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                           | Ford Credit Auto Owner Trust 2024-A                                 | CUSIP: 34535EAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21131736 | PA      | $21309247.00  | 0.14%             | 2028-12-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                            | CUSIP: 345397C50<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3493000 | PA      | $3511587.58   | 0.02%             | 2026-03-06      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                            | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  14118000 | PA      | $14263782.75  | 0.10%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                            | CUSIP: 345397F99<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  33421000 | PA      | $33502575.31  | 0.22%             | 2026-11-05      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                            | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  20033000 | PA      | $20029806.94  | 0.13%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2023-DNA2                             | CUSIP: 35564KT58<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | USGSE             | US        |   2855111 | PA      | $2895073.57   | 0.02%             | 2043-04-25      | Floating      | 6.14%                 | 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        |  10000000 | PA      | $10432080.00  | 0.07%             | 2042-04-25      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2024-HQA1                             | CUSIP: 35564NBX0<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | USGSE             | US        |   2621309 | PA      | $2622016.22   | 0.02%             | 2044-03-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2024-DNA2                             | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |   6765043 | PA      | $6802461.90   | 0.05%             | 2044-05-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2024-HQA2                             | CUSIP: 35564NDY6<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | USGSE             | US        |  13897500 | PA      | $13979129.61  | 0.09%             | 2044-08-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2024-DNA3                             | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | USGSE             | US        |   5798000 | PA      | $5813696.93   | 0.04%             | 2044-10-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2024-DNA3                             | CUSIP: 35564NEZ2<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | USGSE             | US        |    394255 | PA      | $394171.27    | 0.00%             | 2044-10-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2025-DNA1                             | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |   3525000 | PA      | $3530317.11   | 0.02%             | 2045-01-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                   | Freeport-McMoRan Inc                                                | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   9223000 | PA      | $9224679.88   | 0.06%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III                                 | Fresenius Medical Care US Finance III Inc                           | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |  25599000 | PA      | $25003620.51  | 0.17%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                | GA Global Funding Trust                                             | CUSIP: 36143L2A2<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   5350000 | PA      | $5332144.75   | 0.04%             | 2026-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust 2017-GS5                               | CUSIP: 36252HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3620395 | PA      | $3591728.80   | 0.02%             | 2050-03-10      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust 2017-GS5                               | CUSIP: 36252HAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10785000 | PA      | $10688126.97  | 0.07%             | 2050-03-10      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                      | GXO Logistics Inc                                                   | CUSIP: 36262GAB7<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |  15777000 | PA      | $15518307.06  | 0.10%             | 2026-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2022-2                            | CUSIP: 36265NAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3718730 | PA      | $3747822.63   | 0.03%             | 2028-04-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust     | GM Financial Consumer Automobile Receivables Trust 2023-3           | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24893768 | PA      | $25076216.85  | 0.17%             | 2028-06-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                  | GM Financial Automobile Leasing Trust 2024-2                        | CUSIP: 36269WAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  54381292 | PA      | $54633773.07  | 0.37%             | 2027-07-20      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                  | GM Financial Automobile Leasing Trust 2024-2                        | CUSIP: 36269WAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14760000 | PA      | $14939955.40  | 0.10%             | 2028-05-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2024-4                            | CUSIP: 36270YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10622000 | PA      | $10653997.71  | 0.07%             | 2028-07-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                     | CUSIP: 37045XES1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  26796000 | PA      | $26929881.39  | 0.18%             | 2027-05-08      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                     | CUSIP: 37045XEW2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  44543000 | PA      | $44596195.03  | 0.30%             | 2027-07-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                       | Georgia Power Co                                                    | CUSIP: 373334KZ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |  30747000 | PA      | $30750475.95  | 0.21%             | 2026-09-15      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                | GlaxoSmithKline Capital PLC                                         | CUSIP: 377373AN5<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |  40169000 | PA      | $40320157.15  | 0.27%             | 2027-03-12      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                   | Glencore Funding LLC                                                | CUSIP: 37790AZA4<br>LEI: 213800STG1QDNBY87K49 | Long             | STIV             | CORP              | US        | 100852000 | PA      | $100746005.40 | 0.67%             | 2025-12-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                   | Glencore Funding LLC                                                | CUSIP: 378272BW7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  23809000 | PA      | $23911015.85  | 0.16%             | 2027-04-04      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                   | Glencore Funding LLC                                                | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  15806000 | PA      | $15823743.66  | 0.11%             | 2026-10-01      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust 2024-3                            | CUSIP: 37989EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15382473 | PA      | $15545296.25  | 0.10%             | 2029-10-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2025-3                            | CUSIP: 37989YAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16000000 | PA      | $16034980.80  | 0.11%             | 2028-07-17      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2025-3                            | CUSIP: 37989YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9850000 | PA      | $9891764.00   | 0.07%             | 2029-03-15      | Fixed         | 4.44%                 | 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        |   4605238 | PA      | $4658375.60   | 0.03%             | 2030-06-17      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                  | GM Financial Automobile Leasing Trust 2023-3                        | CUSIP: 379929AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4690000 | PA      | $4702073.47   | 0.03%             | 2027-08-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust     | GM Financial Consumer Automobile Receivables Trust 2023-4           | CUSIP: 379930AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  52119949 | PA      | $52628879.04  | 0.35%             | 2028-08-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust     | GM Financial Consumer Automobile Receivables Trust 2024-2           | CUSIP: 379931AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3181904 | PA      | $3208477.33   | 0.02%             | 2029-03-16      | Fixed         | 5.10%                 | 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        |  34303000 | PA      | $34350125.46  | 0.23%             | 2027-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                         | CUSIP: 38141GC85<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  27595000 | PA      | $27830756.50  | 0.19%             | 2028-04-23      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                         | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  93080000 | PA      | $92379450.13  | 0.62%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                         | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  16585000 | PA      | $16255301.31  | 0.11%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                         | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        | 163600000 | PA      | $160400901.80 | 1.07%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                         | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3601000 | PA      | $3536762.05   | 0.02%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                 | Goldman Sachs Bank USA/New York NY                                  | CUSIP: 38151LAE0<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |  44364000 | PA      | $44428726.19  | 0.30%             | 2027-03-18      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                 | Goldman Sachs Bank USA/New York NY                                  | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |  44883000 | PA      | $45157603.62  | 0.30%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                      | GreatAmerica Leasing Receivables Funding LLC                        | CUSIP: 39154GAH9<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |  17750000 | PA      | $17809359.55  | 0.12%             | 2027-10-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                 | GreenSky Home Improvement Trust 2024-1                              | CUSIP: 39571MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2460817 | PA      | $2472802.47   | 0.02%             | 2059-06-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                 | GreenSky Home Improvement Issuer Trust 2025-1                       | CUSIP: 39571NAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3030916 | PA      | $3044444.87   | 0.02%             | 2060-03-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                 | GreenSky Home Improvement Issuer Trust 2025-2                       | CUSIP: 39571VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12828603 | PA      | $12872425.96  | 0.09%             | 2060-06-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                | HCA Inc                                                             | CUSIP: 404119CX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  12336000 | PA      | $12406796.55  | 0.08%             | 2028-03-01      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                | HCA Inc                                                             | CUSIP: 40412DA66<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | STIV             | CORP              | US        |  44299000 | PA      | $44108514.30  | 0.29%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                | HCA Inc                                                             | CUSIP: 40412DAF6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | STIV             | CORP              | US        |  87652000 | PA      | $87180870.50  | 0.58%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                   | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  13065000 | PA      | $13043271.47  | 0.09%             | 2028-03-13      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                   | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   8653000 | PA      | $8543240.16   | 0.06%             | 2027-05-24      | Fixed         | 1.59%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                   | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  30000000 | PA      | $30562943.40  | 0.20%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                           | HSBC USA Inc                                                        | CUSIP: 40428HA51<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |  26831000 | PA      | $26984591.38  | 0.18%             | 2027-03-04      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                  | HPEFS Equipment Trust 2025-1                                        | CUSIP: 40446EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  26000000 | PA      | $26106054.00  | 0.17%             | 2032-09-20      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc              | HA Sustainable Infrastructure Capital Inc                           | CUSIP: 40460JZB6<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | STIV             | CORP              | US        |  19000000 | PA      | $18975722.18  | 0.13%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                               | Harley-Davidson Financial Services Inc                              | CUSIP: 41282JZ53<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | STIV             | CORP              | US        |  20168000 | PA      | $20157714.32  | 0.13%             | 2025-12-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Financial Services Inc                 | Harley-Davidson Financial Services Inc                              | CUSIP: 41282KAD0<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | STIV             | CORP              | US        |  17725000 | PA      | $17631845.20  | 0.12%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Financial Services Inc                 | Harley-Davidson Financial Services Inc                              | CUSIP: 41282KAS7<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | STIV             | CORP              | US        |  30000000 | PA      | $29794200.00  | 0.20%             | 2026-01-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                 | HAT Holdings I LLC / HAT Holdings II LLC                            | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5734000 | PA      | $5691022.70   | 0.04%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                       | Hewlett Packard Enterprise Co                                       | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |  11388000 | PA      | $11424133.90  | 0.08%             | 2026-09-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                  | Amrize Finance US LLC                                               | CUSIP: 43475RAA4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |  42162000 | PA      | $42427664.87  | 0.28%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                         | Home Depot Inc/The                                                  | CUSIP: 437076CX8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  37331000 | PA      | $37354163.14  | 0.25%             | 2025-12-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Honda Auto Receivables Owner Trust                     | Honda Auto Receivables 2024-1 Owner Trust                           | CUSIP: 437918AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12419890 | PA      | $12529956.76  | 0.08%             | 2028-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                     | Honda Auto Receivables 2024-2 Owner Trust                           | CUSIP: 437930AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  65372000 | PA      | $65990288.38  | 0.44%             | 2028-11-20      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                     | Honda Auto Receivables 2023-4 Owner Trust                           | CUSIP: 438123AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  73588137 | PA      | $74407393.28  | 0.50%             | 2028-06-21      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                     | Honda Auto Receivables 2023-1 Owner Trust                           | CUSIP: 43815JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12522155 | PA      | $12553660.31  | 0.08%             | 2027-04-21      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                     | Honda Auto Receivables 2023-3 Owner Trust                           | CUSIP: 43815QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8716854 | PA      | $8782316.04   | 0.06%             | 2028-02-18      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                     | Honda Auto Receivables 2024-4 Owner Trust                           | CUSIP: 43816DAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15083719 | PA      | $15099077.07  | 0.10%             | 2027-03-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                            | Honeywell International Inc Term Loan A1                            | CUSIP: 43852TCF0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | LON              | CORP              | US        |  44687500 | PA      | $44743359.38  | 0.30%             | 2027-05-07      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts, L.P.                            | Host Hotels & Resorts LP 2023 Term Loan A1                          | CUSIP: 44107UBM4<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | LON              |  | US        |  44760333 | PA      | $44620457.29  | 0.30%             | 2027-01-04      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                               | Huntington National Bank/The                                        | CUSIP: 44644MAL5<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |  40380000 | PA      | $40370441.25  | 0.27%             | 2028-04-12      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                             | CUSIP: 44891ACW5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  30859000 | PA      | $31142257.23  | 0.21%             | 2027-01-08      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                             | CUSIP: 44891ADF1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6014502.90   | 0.04%             | 2027-09-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                             | CUSIP: 44891ADY0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  30538000 | PA      | $30702536.91  | 0.21%             | 2027-06-23      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                         | Hyundai Auto Receivables Trust 2023-A                               | CUSIP: 448979AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4256000 | PA      | $4266520.83   | 0.03%             | 2028-07-17      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                         | Hyundai Auto Receivables Trust 2023-C                               | CUSIP: 44918CAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  35998520 | PA      | $36343853.67  | 0.24%             | 2028-10-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                         | Hyundai Auto Receivables Trust 2022-C                               | CUSIP: 44933DAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24168000 | PA      | $24383912.08  | 0.16%             | 2028-10-16      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                         | Hyundai Auto Receivables Trust 2023-B                               | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6536531 | PA      | $6584737.59   | 0.04%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                | Hyundai Auto Lease Securitization Trust 2024-B                      | CUSIP: 44934FAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19990000 | PA      | $20096098.92  | 0.13%             | 2027-05-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                | Hyundai Auto Lease Securitization Trust 2025-B                      | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  50000000 | PA      | $50435710.00  | 0.34%             | 2028-04-17      | Fixed         | 4.53%                 | 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        |  26540000 | PA      | $26739803.74  | 0.18%             | 2028-07-17      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                           | Illumina Inc                                                        | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   9047000 | PA      | $9292832.14   | 0.06%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                           | Illumina Inc                                                        | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   6466000 | PA      | $6485393.60   | 0.04%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                | Imperial Brands Finance PLC                                         | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   2091000 | PA      | $2081357.69   | 0.01%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP              | Invitation Homes Operating Partnership LP 2024 Term Loan            | CUSIP: 46187CAJ0<br>LEI: 549300147YMUQB3GW319 | Long             | LON              |  | US        |  44000000 | PA      | $44000000.00  | 0.29%             | 2028-09-09      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust          | JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1       | CUSIP: 46590KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6954874 | PA      | $6928754.53   | 0.05%             | 2049-01-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust             | JPMDB Commercial Mortgage Securities Trust 2016-C2                  | CUSIP: 46590LAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5621548 | PA      | $5592180.25   | 0.04%             | 2049-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust             | JPMDB Commercial Mortgage Securities Trust 2016-C2                  | CUSIP: 46590LAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4962808.00   | 0.03%             | 2049-06-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust          | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3       | CUSIP: 46590RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17732000 | PA      | $17532564.65  | 0.12%             | 2049-08-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust             | JPMDB Commercial Mortgage Securities Trust 2016-C4                  | CUSIP: 46646RAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8137700 | PA      | $7995702.83   | 0.05%             | 2049-12-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust          | JPMCC Commercial Mortgage Securities Trust 2017-JP5                 | CUSIP: 46647TAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20000000 | PA      | $19861976.00  | 0.13%             | 2050-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                               | Jackson National Life Global Funding                                | CUSIP: 46849CJN2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |  42738000 | PA      | $43014031.92  | 0.29%             | 2028-01-14      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                               | Jackson National Life Global Funding                                | CUSIP: 46849CJR3<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |  43646000 | PA      | $43883517.17  | 0.29%             | 2027-06-09      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                               | Jackson National Life Global Funding                                | CUSIP: 46849CJS1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |  46632000 | PA      | $46920978.04  | 0.31%             | 2028-09-12      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                               | Jackson National Life Global Funding                                | CUSIP: 46849LSQ5<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |  27665000 | PA      | $27542221.90  | 0.18%             | 2026-04-29      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                               | Jackson National Life Global Funding                                | CUSIP: 46849LUZ2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   8946000 | PA      | $8998655.35   | 0.06%             | 2026-04-10      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                               | Jackson National Life Global Funding                                | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |  22227000 | PA      | $22409784.62  | 0.15%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE INS CO                               | Jackson National Life Insurance Co                                  | CUSIP: 468502AA7<br>LEI: 8IM72RBRSPXY5ZCXZB30 | Long             | DBT              | CORP              | US        |  17140000 | PA      | $17755980.58  | 0.12%             | 2027-03-15      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S NV                                          | JDE Peet's NV                                                       | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |  27941000 | PA      | $27045819.54  | 0.18%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                | Jefferies Financial Group Inc                                       | CUSIP: 47233WKM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |  60530000 | PA      | $60594108.53  | 0.41%             | 2026-08-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                                | JPMorgan Chase Bank NA                                              | CUSIP: 48125LRV6<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |  26705000 | PA      | $26921669.42  | 0.18%             | 2026-12-08      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                  | KKR CLO 26 Ltd                                                      | CUSIP: 48253HAW5<br>LEI: 549300S5YSR4S7FFS332 | Long             | ABS-CBDO         | CORP              | KY        |  28900000 | PA      | $28899826.60  | 0.19%             | 2034-10-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                  | KKR Clo 34 Ltd                                                      | CUSIP: 48253UAJ5<br>LEI: 254900DSRKUNUNRNUG13 | Long             | ABS-CBDO         | CORP              | KY        |  29350000 | PA      | $29342721.20  | 0.20%             | 2034-07-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                   | Keurig Dr Pepper Inc                                                | CUSIP: 49271KAG9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | STIV             | CORP              | US        |  42823000 | PA      | $42589672.50  | 0.28%             | 2026-01-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                   | Keurig Dr Pepper Inc                                                | CUSIP: 49271VAS9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |  26617000 | PA      | $26631759.39  | 0.18%             | 2027-03-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                                | Korea National Oil Corp                                             | CUSIP: 50065LAE0<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |  15000000 | PA      | $15150495.00  | 0.10%             | 2026-11-14      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                                | Korea National Oil Corp                                             | CUSIP: 50065LAG5<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |  12514000 | PA      | $12567184.50  | 0.08%             | 2027-04-03      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                                | Korea National Oil Corp                                             | CUSIP: 50065LAK6<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |  30714000 | PA      | $30912238.29  | 0.21%             | 2027-09-30      | Floating      | 5.01%                 | No            |                  2 | On Loan: —       |
| LCM Ltd Partnership                                    | LCM 33 Ltd                                                          | CUSIP: 50202CAJ3<br>LEI: 5493006LYYH2XWCWW153 | Long             | ABS-CBDO         | CORP              | KY        |  20390000 | PA      | $20396055.83  | 0.14%             | 2034-07-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                       | LPL Holdings Inc                                                    | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |  16696000 | PA      | $16702375.53  | 0.11%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                             | LAD Auto Receivables Trust 2024-3                                   | CUSIP: 505709AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3046285 | PA      | $3048021.67   | 0.02%             | 2027-11-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                             | LAD Auto Receivables Trust 2023-4                                   | CUSIP: 50571AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2930000 | PA      | $2953875.40   | 0.02%             | 2028-06-15      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                               | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp  | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              |  | US        |  58553000 | PA      | $58040567.57  | 0.39%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                             | LAD Auto Receivables Trust 2024-2                                   | CUSIP: 505920AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2814567 | PA      | $2831766.06   | 0.02%             | 2028-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                 | Lending Funding Trust 2020-2                                        | CUSIP: 51507KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19393729 | PA      | $19035276.44  | 0.13%             | 2031-04-21      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                   | Las Vegas Sands Corp                                                | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |  17256000 | PA      | $17136883.56  | 0.11%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                               | Lloyds Banking Group PLC                                            | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  69118000 | PA      | $69159116.92  | 0.46%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                          | LOWES COS INC DELAYED DRAW TERM LOAN                                | CUSIP: 54865PAX3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | LON              | CORP              | US        |  88162000 | PA      | $87831392.50  | 0.59%             | 2028-09-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust            | MF1 2021-FL6 Ltd                                                    | CUSIP: 55283TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     83298 | PA      | $83282.67     | 0.00%             | 2036-07-16      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust                        | M&T Bank Auto Receivables Trust 2025-1                              | CUSIP: 55287XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9039272 | PA      | $9061700.13   | 0.06%             | 2028-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                    | Macquarie Group Ltd                                                 | CUSIP: 55608JAR9<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |  14900000 | PA      | $14848308.92  | 0.10%             | 2027-01-12      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                    | Macquarie Group Ltd                                                 | CUSIP: 55608JAX6<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |  12269000 | PA      | $11913199.86  | 0.08%             | 2028-04-14      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                     | Macquarie Bank Ltd                                                  | CUSIP: 55608PBU7<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |  22238000 | PA      | $22455239.46  | 0.15%             | 2027-07-02      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                               | Madison Park Funding XIV Ltd                                        | CUSIP: 55818RBL9<br>LEI: 254900Q2IOW6JYPYIV98 | Long             | ABS-CBDO         | CORP              | KY        |  21439728 | PA      | $21457243.99  | 0.14%             | 2030-10-22      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                         | Mariner Finance Issuance Trust 2021-A                               | CUSIP: 56848DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5685000 | PA      | $5584099.78   | 0.04%             | 2036-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                               | Marsh & McLennan Cos Inc                                            | CUSIP: 571748BZ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |  12980000 | PA      | $13049905.09  | 0.09%             | 2027-11-08      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                   | Mercedes-Benz Auto Receivables Trust 2023-2                         | CUSIP: 58769FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18876484 | PA      | $19133789.43  | 0.13%             | 2028-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                   | Mercedes-Benz Finance North America LLC                             | CUSIP: 58769JAV9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  26583000 | PA      | $26625986.31  | 0.18%             | 2026-07-31      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                   | Mercedes-Benz Finance North America LLC                             | CUSIP: 58769JAY3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  44391000 | PA      | $44694555.87  | 0.30%             | 2027-11-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                         | Mercedes-Benz Auto Lease Trust 2024-A                               | CUSIP: 58770JAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11045000 | PA      | $11157387.29  | 0.07%             | 2028-01-18      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                            | Merchants Fleet Funding LLC                                         | CUSIP: 588926AF2<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |  26330692 | PA      | $26508258.74  | 0.18%             | 2037-04-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                 | Morgan Stanley Bank NA                                              | CUSIP: 61690U8F0<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  44357000 | PA      | $44457498.32  | 0.30%             | 2027-10-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                 | Morgan Stanley Bank NA                                              | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  15470000 | PA      | $15522937.10  | 0.10%             | 2027-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                         | Morgan Stanley Capital I Trust 2017-H1                              | CUSIP: 61691JAV6<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   6355400 | PA      | $6292090.05   | 0.04%             | 2050-06-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                         | Morgan Stanley Capital I Trust 2016-UBS9                            | CUSIP: 61766CAE9<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   2456946 | PA      | $2451616.03   | 0.02%             | 2049-03-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28         | CUSIP: 61766LBS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10124832 | PA      | $10102975.72  | 0.07%             | 2049-01-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30         | CUSIP: 61766NBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9746813 | PA      | $9700938.67   | 0.06%             | 2049-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31         | CUSIP: 61766RAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  36763000 | PA      | $36291099.10  | 0.24%             | 2049-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                         | Morgan Stanley Capital I Trust 2016-UBS11                           | CUSIP: 61767FAZ4<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |  20970106 | PA      | $20738537.10  | 0.14%             | 2049-08-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                | Morgan Stanley Private Bank NA                                      | CUSIP: 61776NVF7<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  43274000 | PA      | $43374682.59  | 0.29%             | 2028-07-06      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                | Morgan Stanley Private Bank NA                                      | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  48424000 | PA      | $48517160.03  | 0.32%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                        | NGPL PipeCo LLC                                                     | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |  33804000 | PA      | $33906136.42  | 0.23%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                         | NRG Energy Inc                                                      | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |  32139000 | PA      | $32136864.68  | 0.21%             | 2025-12-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                         | NRG Energy Inc                                                      | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |  22751000 | PA      | $21899337.02  | 0.15%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                       | NTT Finance Corp                                                    | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   6332000 | PA      | $6381245.55   | 0.04%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                       | NTT Finance Corp                                                    | CUSIP: 62954WAR6<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |  21581000 | PA      | $21798815.09  | 0.15%             | 2028-07-16      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                | National Australia Bank Ltd                                         | CUSIP: 632525BM2<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  17634000 | PA      | $17635922.11  | 0.12%             | 2025-12-10      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                | National Australia Bank Ltd                                         | CUSIP: 632525BW0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  30100000 | PA      | $30240504.39  | 0.20%             | 2027-10-26      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                | National Bank of Canada                                             | CUSIP: 63307A2Y0<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  41500000 | PA      | $41557352.59  | 0.28%             | 2027-03-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                | National Bank of Canada                                             | CUSIP: 63307A3G8<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  30816000 | PA      | $30850076.33  | 0.21%             | 2027-03-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                   | National Fuel Gas Co                                                | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   6726000 | PA      | $6801721.85   | 0.05%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING                                 | National Securities Clearing Corp                                   | CUSIP: 637639AL9<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |  27884000 | PA      | $28075004.28  | 0.19%             | 2026-06-26      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                      | NatWest Group PLC                                                   | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  14353000 | PA      | $14158333.99  | 0.09%             | 2027-06-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                    | NatWest Markets PLC                                                 | CUSIP: 63906YAN8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |  31796000 | PA      | $31982056.52  | 0.21%             | 2028-03-21      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Trust            | Navistar Financial Dealer Note Master Owner Trust                   | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  32244000 | PA      | $32474351.14  | 0.22%             | 2029-04-25      | Fixed         | 5.59%                 | 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        |   8539000 | PA      | $8528180.83   | 0.06%             | 2027-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                 | NextEra Energy Capital Holdings Inc                                 | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  19071000 | PA      | $19277963.26  | 0.13%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                 | NextEra Energy Capital Holdings Inc                                 | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  24870000 | PA      | $25046953.03  | 0.17%             | 2028-02-04      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                  | NextGear Floorplan Master Owner Trust                               | CUSIP: 65345GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19850000 | PA      | $19882325.73  | 0.13%             | 2028-03-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                    | Nissan Auto Receivables 2024-A Owner Trust                          | CUSIP: 65479UAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  34965000 | PA      | $35258094.11  | 0.24%             | 2028-12-15      | Fixed         | 5.28%                 | 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        |  13583609 | PA      | $13686290.67  | 0.09%             | 2028-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                                | Nissan Auto Lease Trust 2025-B                                      | CUSIP: 65481RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  29500000 | PA      | $29636089.40  | 0.20%             | 2028-03-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                  | Novartis Capital Corp                                               | CUSIP: 66989HBD9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |  21946000 | PA      | $22132514.45  | 0.15%             | 2028-11-05      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                            | Nutrien Ltd                                                         | CUSIP: 67077UZQ6<br>LEI: 5493002QQ7GD21OWF963 | Long             | STIV             | CORP              | CA        |   5000000 | PA      | $4986765.42   | 0.03%             | 2025-12-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2025-NQM21 Trust                                                | CUSIP: 67448BAA2<br>LEI: 254900E5OS34AOMYSY84 | Long             | ABS-MBS          | CORP              | US        |  21500000 | PA      | $21559537.80  | 0.14%             | 2065-10-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                               | Occidental Petroleum Corp                                           | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  29129000 | PA      | $30542339.08  | 0.20%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                               | Occidental Petroleum Cor 2 Year Term Loan                           | CUSIP: 67460TAR9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | LON              | CORP              | US        |  35000000 | PA      | $35043750.00  | 0.23%             | 2025-12-29      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                               | Octane Receivables Trust 2024-1                                     | CUSIP: 67571FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14743800 | PA      | $14857291.92  | 0.10%             | 2030-05-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 44, Ltd.                   | Octagon Investment Partners 44 Ltd                                  | CUSIP: 67577LAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  22510000 | PA      | $22510000.00  | 0.15%             | 2034-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                               | Octane Receivables Trust 2022-2                                     | CUSIP: 67578XAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3606565 | PA      | $3613721.30   | 0.02%             | 2028-07-20      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                               | Octane Receivables Trust 2022-2                                     | CUSIP: 67578XAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3530181.90   | 0.02%             | 2028-07-20      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                              | ONEOK Inc                                                           | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  10883000 | PA      | $10905306.67  | 0.07%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                  | OneMain Direct Auto Receivables Trust 2021-1                        | CUSIP: 682687AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  34186859 | PA      | $34047188.36  | 0.23%             | 2028-07-14      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                       | OneMain Financial Issuance Trust 2022-2                             | CUSIP: 68268VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6151542 | PA      | $6157044.11   | 0.04%             | 2034-10-14      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                       | OneMain Financial Issuance Trust 2021-1                             | CUSIP: 68269MAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19200000 | PA      | $18628920.96  | 0.12%             | 2036-06-16      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                         | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  41090000 | PA      | $40292283.26  | 0.27%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                         | CUSIP: 6840C3AF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | STIV             | CORP              | US        |  71330000 | PA      | $70952842.63  | 0.47%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                         | CUSIP: 6840C3AG8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | STIV             | CORP              | US        |  42250000 | PA      | $42022178.71  | 0.28%             | 2026-01-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                            | Ovintiv Inc                                                         | CUSIP: 69047JZG6<br>LEI: 2549003MEX7YMKLGI239 | Long             | STIV             | CORP              | US        |  62017000 | PA      | $61900481.15  | 0.41%             | 2025-12-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                            | Ovintiv Inc                                                         | CUSIP: 69047JZJ0<br>LEI: 2549003MEX7YMKLGI239 | Long             | STIV             | CORP              | US        |  20000000 | PA      | $19957027.80  | 0.13%             | 2025-12-18      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                            | Ovintiv Inc                                                         | CUSIP: 69047JZK7<br>LEI: 2549003MEX7YMKLGI239 | Long             | STIV             | CORP              | US        |  53309000 | PA      | $53189696.30  | 0.36%             | 2025-12-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                    | PFS Financing Corp                                                  | CUSIP: 69335PET8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  64075000 | PA      | $64384341.29  | 0.43%             | 2028-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                            | PNC Bank NA                                                         | CUSIP: 69353RFW3<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |  38927000 | PA      | $38941404.55  | 0.26%             | 2027-01-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                            | PNC Bank NA                                                         | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |  37972000 | PA      | $38030867.61  | 0.25%             | 2027-05-13      | Fixed         | 4.54%                 | 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        |   5842578 | PA      | $5855233.11   | 0.04%             | 2027-04-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                         | PEAC Solutions Receivables 2025-1 LLC                               | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  26130000 | PA      | $26299615.06  | 0.18%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                         | PEAC Solutions Receivables 2024-1 LLC                               | CUSIP: 69433BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16457388 | PA      | $16589216.91  | 0.11%             | 2027-06-21      | Fixed         | 5.79%                 | 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        |   8075000 | PA      | $8287593.76   | 0.06%             | 2030-11-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                  | Palmer Square CLO 2015-1 Ltd                                        | CUSIP: 69689ABU3<br>LEI: 5493006ZPBFJJGSXB826 | Long             | ABS-CBDO         | CORP              | KY        |  17730000 | PA      | $17735106.24  | 0.12%             | 2034-05-21      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                     | Panama Government International Bond                                | CUSIP: 698299AV6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |  25722000 | PA      | $25923917.70  | 0.17%             | 2026-01-29      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                             | Pfizer Inc                                                          | CUSIP: 717081FJ7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |  27704000 | PA      | $27755970.49  | 0.19%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                 | Philip Morris International Inc                                     | CUSIP: 718172DS5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  41385000 | PA      | $41666197.42  | 0.28%             | 2028-04-28      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust            | Porsche Financial Auto Securitization Trust 2023-2                  | CUSIP: 732916AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10928931 | PA      | $11017918.31  | 0.07%             | 2029-01-22      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner Trust                   | Porsche Innovative Lease Owner Trust 2024-2                         | CUSIP: 73328NAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  34715000 | PA      | $34777966.07  | 0.23%             | 2027-10-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                           | Post CLO 2021-1 LTD                                                 | CUSIP: 73742FAJ5<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |  50000000 | PA      | $49940200.00  | 0.33%             | 2034-10-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                            | Post Road Equipment Finance 2024-1 LLC                              | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10132924 | PA      | $10178534.01  | 0.07%             | 2029-11-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                            | Post Road Equipment Finance 2025-1 LLC                              | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  35001337 | PA      | $35261950.40  | 0.24%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                               | Principal Life Global Funding II                                    | CUSIP: 7425APAC9<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |  21650000 | PA      | $21694071.82  | 0.15%             | 2028-08-18      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                   | Public Storage Operating Co                                         | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |  21144000 | PA      | $21207228.59  | 0.14%             | 2027-04-16      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| RCKT Trust                                             | RCKT Trust 2025-PL1                                                 | CUSIP: 74939RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8721080 | PA      | $8743717.69   | 0.06%             | 2034-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RALLIANT CORP                                          | Ralliant Corp Delayed Draw Term Loan A1                             | CUSIP: 75114VAD8<br>LEI: 52990024QKO4DYT8N464 | Long             | LON              | CORP              | US        |  16969000 | PA      | $16300930.47  | 0.11%             | 2026-11-13      | Floating      | 5.41%                 | No            |                  3 | On Loan: No      |
| REGAL REXNORD CORP                                     | Regal Rexnord Corp                                                  | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        | 133298000 | PA      | $133611968.78 | 0.89%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                  | Rio Tinto Finance USA PLC                                           | CUSIP: 76720AAQ9<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   6645000 | PA      | $6693822.54   | 0.04%             | 2027-03-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                  | Rio Tinto Finance USA PLC                                           | CUSIP: 76720AAY2<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |  15902000 | PA      | $16050545.99  | 0.11%             | 2028-03-14      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                | Royal Caribbean Cruises Ltd                                         | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |  10900000 | PA      | $10896241.46  | 0.07%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                | Royal Caribbean Cruises Ltd                                         | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |  81848000 | PA      | $82041096.62  | 0.55%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                | Royal Caribbean Cruises Ltd                                         | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |  26989000 | PA      | $27200806.43  | 0.18%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                   | Royal Bank of Canada                                                | CUSIP: 78016HZR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  43671000 | PA      | $43941457.12  | 0.29%             | 2026-07-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                   | Royal Bank of Canada                                                | CUSIP: 78016HZU7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  22170000 | PA      | $22313711.26  | 0.15%             | 2027-01-19      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                   | Royal Bank of Canada                                                | CUSIP: 78016HZY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  35810000 | PA      | $35908249.75  | 0.24%             | 2027-07-23      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                   | Royal Bank of Canada                                                | CUSIP: 78017FZR7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  34533000 | PA      | $34633468.93  | 0.23%             | 2027-10-18      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                     | Royalty Pharma PLC                                                  | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |  15283000 | PA      | $14674530.59  | 0.10%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                | SCF Equipment Leasing 2025-1 LLC                                    | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18306925 | PA      | $18367782.77  | 0.12%             | 2030-07-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                  | SBNA Auto Lease Trust 2025-A                                        | CUSIP: 78437KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  22575000 | PA      | $22723263.57  | 0.15%             | 2028-04-20      | Fixed         | 4.83%                 | 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        |  13621220 | PA      | $13671651.58  | 0.09%             | 2028-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                | SCF Equipment Leasing 2025-2 LLC                                    | CUSIP: 78439XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  36000000 | PA      | $36111132.00  | 0.24%             | 2031-12-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                               | Sammons Financial Group Global Funding                              | CUSIP: 79587J2D4<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |  60111000 | PA      | $60363172.26  | 0.40%             | 2027-09-02      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP                                | Sammons Financial Group Inc                                         | CUSIP: 79588TAC4<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |  15730000 | PA      | $15709768.86  | 0.11%             | 2027-05-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                               | Santander UK Group Holdings PLC                                     | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |  61803000 | PA      | $61328224.41  | 0.41%             | 2028-11-03      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                               | Santander UK Group Holdings PLC                                     | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        | 148346000 | PA      | $146272069.52 | 0.98%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2022-3                       | CUSIP: 80285UAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25935290 | PA      | $25943114.65  | 0.17%             | 2029-08-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2023-3                       | CUSIP: 80285XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15677680 | PA      | $15733809.53  | 0.11%             | 2028-07-17      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2022-4                       | CUSIP: 80286FAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15780486 | PA      | $15856418.99  | 0.11%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2024-2                       | CUSIP: 80286YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5654777 | PA      | $5677105.53   | 0.04%             | 2028-11-15      | Fixed         | 5.63%                 | 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        |   2234650 | PA      | $2236139.55   | 0.01%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2024-3                       | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11385882 | PA      | $11435690.47  | 0.08%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2024-1                       | CUSIP: 80288AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3667160 | PA      | $3670945.86   | 0.02%             | 2028-04-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2025-1                       | CUSIP: 80288DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7579024 | PA      | $7581942.26   | 0.05%             | 2027-08-16      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2025-3                       | CUSIP: 80288JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  51961443 | PA      | $52080185.63  | 0.35%             | 2028-10-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2025-3                       | CUSIP: 80288JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  40455000 | PA      | $40651392.84  | 0.27%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2024-5                       | CUSIP: 802920AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1208720 | PA      | $1209222.24   | 0.01%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2025-4                       | CUSIP: 802923AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  40000000 | PA      | $40022544.00  | 0.27%             | 2029-01-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union                               | SCCU Auto Receivables Trust 2025-1                                  | CUSIP: 80620BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17250000 | PA      | $17295005.25  | 0.12%             | 2028-11-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                | Securitized Term Auto Receivables Trust                             | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |   4508984 | PA      | $4550523.43   | 0.03%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                     | Siemens Funding BV                                                  | CUSIP: 82622RAB2<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |  40000000 | PA      | $40191474.80  | 0.27%             | 2028-05-26      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                   | Signal Peak CLO 4 Ltd                                               | CUSIP: 82667EAN1<br>LEI: 635400L44OLNOBHFTO08 | Long             | ABS-CBDO         | CORP              | KY        |  36360000 | PA      | $36378070.92  | 0.24%             | 2034-10-26      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                               | South Bow USA Infrastructure Holdings LLC                           | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |  14465000 | PA      | $14580042.75  | 0.10%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                 | Skandinaviska Enskilda Banken AB                                    | CUSIP: 830505BA0<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |  22357000 | PA      | $22496760.76  | 0.15%             | 2027-03-05      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                       | Societe Generale SA                                                 | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  10512000 | PA      | $10498000.01  | 0.07%             | 2026-12-14      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                       | Societe Generale SA                                                 | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  15000000 | PA      | $14798154.60  | 0.10%             | 2027-06-09      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                       | Societe Generale SA                                                 | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  61655000 | PA      | $60579171.42  | 0.41%             | 2028-01-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                       | Societe Generale SA                                                 | CUSIP: 83368RCA8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  30443000 | PA      | $30544442.77  | 0.20%             | 2027-02-19      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                     | Sonoco Products Co                                                  | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2477103.40   | 0.02%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                              | Spire Inc                                                           | CUSIP: 84857LAC5<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |  30294000 | PA      | $30370941.91  | 0.20%             | 2026-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                 | Standard Chartered PLC                                              | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  20344000 | PA      | $19988487.79  | 0.13%             | 2028-01-12      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK & TR                                 | State Street Bank & Trust Co                                        | CUSIP: 857449AD4<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |  13196000 | PA      | $13235890.32  | 0.09%             | 2026-11-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                      | State Street Corp                                                   | CUSIP: 857477CE1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  43600000 | PA      | $43735956.57  | 0.29%             | 2026-08-03      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                      | State Street Corp                                                   | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  16201000 | PA      | $16273828.19  | 0.11%             | 2027-10-22      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                      | State Street Corp                                                   | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  11428000 | PA      | $11525205.65  | 0.08%             | 2028-04-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                             | FIXED INC CLEARING CORP.REPO                                        | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  29346122 | PA      | $29346121.55  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                  | Stellantis Finance US Inc                                           | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |  12512000 | PA      | $12128854.91  | 0.08%             | 2027-01-29      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                  | Stellantis Finance US Inc                                           | CUSIP: 85855CAD2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   8766000 | PA      | $8937607.25   | 0.06%             | 2028-01-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| STELLANTIS FINANCIAL SER                               | Stellantis Financial Services US Corp                               | CUSIP: 85855FAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  36610000 | PA      | $36776136.91  | 0.25%             | 2028-09-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust | Stellantis Financial Underwritten Enhanced Lease Trust 2025-A       | CUSIP: 858928AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12390475 | PA      | $12432968.58  | 0.08%             | 2027-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                               | Sumitomo Mitsui Financial Group Inc                                 | CUSIP: 86562MCZ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  21769000 | PA      | $21911629.40  | 0.15%             | 2026-07-13      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                               | Sumitomo Mitsui Trust Bank Ltd                                      | CUSIP: 86563VBW8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |  21412000 | PA      | $21644700.05  | 0.14%             | 2027-09-10      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                               | Svenska Handelsbanken AB                                            | CUSIP: 86959LAN3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  39406000 | PA      | $39599844.02  | 0.26%             | 2026-06-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                            | Swedbank AB                                                         | CUSIP: 870195AA2<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |  41440000 | PA      | $41673318.80  | 0.28%             | 2026-06-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                          | Synchrony Card Funding LLC                                          | CUSIP: 87166PAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  33891000 | PA      | $34209588.96  | 0.23%             | 2029-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                           | TICP CLO VII Ltd                                                    | CUSIP: 87248TAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  36000548 | PA      | $36008180.56  | 0.24%             | 2033-04-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust                                      | T-Mobile US Trust 2024-1                                            | CUSIP: 87267RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  28437000 | PA      | $28618905.80  | 0.19%             | 2029-09-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                               | Targa Resources Partners LP / Targa Resources Partners Finance Corp | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10333000 | PA      | $10334965.13  | 0.07%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                             | TELUS Corp                                                          | CUSIP: 87974PZW6<br>LEI: 894500WE70KKZRQMBU11 | Long             | STIV             | CORP              | CA        |  34809000 | PA      | $34675807.19  | 0.23%             | 2025-12-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                             | TELUS Corp                                                          | CUSIP: 87974WA65<br>LEI: 894500WE70KKZRQMBU11 | Long             | STIV             | CORP              | CA        |  25280000 | PA      | $25159920.00  | 0.17%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                             | TELUS Corp                                                          | CUSIP: 87974WBP2<br>LEI: 894500WE70KKZRQMBU11 | Long             | STIV             | CORP              | CA        |  65282000 | PA      | $64569695.04  | 0.43%             | 2026-02-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                             | TELUS Corp                                                          | CUSIP: 87974WCS5<br>LEI: 894500WE70KKZRQMBU11 | Long             | STIV             | CORP              | CA        |  46250000 | PA      | $45564880.25  | 0.30%             | 2026-03-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                             | TELUS Corp                                                          | CUSIP: 87974WD70<br>LEI: 894500WE70KKZRQMBU11 | Long             | STIV             | CORP              | CA        |  14504000 | PA      | $14267262.81  | 0.10%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Solventum Corporation                                  | Solventum Corporation Term Loan                                     | CUSIP: 88562GAE9<br>LEI: 254900I70403OSGY4M28 | Long             | LON              | CORP              | US        |   3214286 | PA      | $3222321.42   | 0.02%             | 2027-03-08      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                  | Toronto-Dominion Bank/The                                           | CUSIP: 89115A2T8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  43611000 | PA      | $43828602.32  | 0.29%             | 2026-07-17      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                  | Toronto-Dominion Bank/The                                           | CUSIP: 89115A3B6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  43904000 | PA      | $44056029.89  | 0.29%             | 2026-12-17      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                  | Toronto-Dominion Bank/The                                           | CUSIP: 89115A3F7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  33211000 | PA      | $33339687.98  | 0.22%             | 2028-01-31      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                    | Toyota Auto Receivables 2023-C Owner Trust                          | CUSIP: 89231FAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2321097 | PA      | $2334920.45   | 0.02%             | 2028-04-17      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                               | Toyota Motor Credit Corp                                            | CUSIP: 89236TLK9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  53162000 | PA      | $53181667.81  | 0.36%             | 2026-01-05      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                               | Toyota Motor Credit Corp                                            | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3010960.11   | 0.02%             | 2026-08-07      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                    | Toyota Auto Receivables 2024-A Owner Trust                          | CUSIP: 89238DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6729902 | PA      | $6768199.30   | 0.05%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                    | Toyota Auto Receivables 2023-D Owner Trust                          | CUSIP: 89239FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  29778515 | PA      | $30091749.00  | 0.20%             | 2028-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                               | Toyota Lease Owner Trust 2025-A                                     | CUSIP: 89239NAD7<br>LEI: 254900299R9KF5UH9O95 | Long             | ABS-O            | CORP              | US        |  30000000 | PA      | $30287934.00  | 0.20%             | 2028-02-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                       | TRESTLES CLO V LTD                                                  | CUSIP: 89532UAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  24140000 | PA      | $24112480.40  | 0.16%             | 2034-10-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                       | Trinitas Clo XX Ltd                                                 | CUSIP: 89640EAN8<br>LEI: 5493007IXHTJ7TQMIW41 | Long             | ABS-CBDO         | CORP              | BM        |  10000000 | PA      | $9999910.00   | 0.07%             | 2035-07-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                            | Truist Bank                                                         | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  30813000 | PA      | $30882145.91  | 0.21%             | 2027-05-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                            | Truist Bank                                                         | CUSIP: 89788JAG4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  34591000 | PA      | $34615287.38  | 0.23%             | 2028-07-24      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                           | UBS Group AG                                                        | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  56134000 | PA      | $55090892.75  | 0.37%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                           | UBS Group AG                                                        | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  34683000 | PA      | $34795626.45  | 0.23%             | 2027-08-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                          | UBS Commercial Mortgage Trust 2017-C1                               | CUSIP: 90276EAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9516101 | PA      | $9409799.10   | 0.06%             | 2050-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                          | UBS Commercial Mortgage Trust 2017-C3                               | CUSIP: 90276GAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18297000 | PA      | $18090688.52  | 0.12%             | 2050-08-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                                  | US Bank NA/Cincinnati OH                                            | CUSIP: 90331HPQ0<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |  51851000 | PA      | $52005462.57  | 0.35%             | 2027-10-22      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                                  | US Bank NA/Cincinnati OH                                            | CUSIP: 90331HPT4<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |  45959000 | PA      | $46156089.20  | 0.31%             | 2028-05-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                           | UBS Group AG                                                        | CUSIP: 90352JAC7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  32802000 | PA      | $32827310.68  | 0.22%             | 2028-03-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                                | United Airlines 2020-1 Class A Pass Through Trust                   | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16720668 | PA      | $17100081.93  | 0.11%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                 | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  60036000 | PA      | $60391751.12  | 0.40%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                 | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 350189000 | PA      | $351830510.94 | 2.35%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                 | UnitedHealth Group Inc                                              | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   6677000 | PA      | $6685537.15   | 0.04%             | 2026-07-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Ventas Realty Limited Partnership                      | Ventas Realty Limited Partnership 2023 Term Loan                    | CUSIP: 92276LBN6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | LON              | CORP              | US        |  39441333 | PA      | $39145523.33  | 0.26%             | 2027-02-01      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                                | Verdant Receivables 2024-1 LLC                                      | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19323617 | PA      | $19697810.95  | 0.13%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                                | Verdant Receivables 2025-1 LLC                                      | CUSIP: 92340GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11955000 | PA      | $12008010.86  | 0.08%             | 2028-03-13      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2025-10                                  | CUSIP: 92541FAA7<br>LEI: 213800OGLOX4BB4D6N90 | Long             | ABS-MBS          | CORP              | US        |   9906837 | PA      | $9880467.33   | 0.07%             | 2070-06-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                 | VICI Properties LP / VICI Note Co Inc                               | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |  73656000 | PA      | $73642321.34  | 0.49%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                 | VICI Properties LP / VICI Note Co Inc                               | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              |  | US        |  22867000 | PA      | $22690374.38  | 0.15%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                 | VICI Properties LP / VICI Note Co Inc                               | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              |  | US        |   5000000 | PA      | $5006902.70   | 0.03%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                 | VICI Properties LP / VICI Note Co Inc                               | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |  16659000 | PA      | $16857734.21  | 0.11%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                               | Vistra Operations Co LLC                                            | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |  25883000 | PA      | $25709066.24  | 0.17%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                               | Vistra Operations Co LLC                                            | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2943000 | PA      | $2970299.27   | 0.02%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                             | VMware LLC                                                          | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   8207000 | PA      | $8063316.69   | 0.05%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                               | Volkswagen Group of America Finance LLC                             | CUSIP: 928668CD2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  24100000 | PA      | $24132206.04  | 0.16%             | 2026-03-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                               | Volkswagen Group of America Finance LLC                             | CUSIP: 928668CF7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  26160000 | PA      | $26485585.79  | 0.18%             | 2027-03-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                    | Volkswagen Auto Loan Enhanced Trust 2023-1                          | CUSIP: 92867WAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16937797 | PA      | $17021387.06  | 0.11%             | 2028-06-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                    | Volkswagen Auto Loan Enhanced Trust 2023-2                          | CUSIP: 92867YAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  51510610 | PA      | $52105856.24  | 0.35%             | 2028-12-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC                          | Volvo Financial Equipment LLC Series 2024-1                         | CUSIP: 92887QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10487154 | PA      | $10504149.78  | 0.07%             | 2027-05-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                           | Vontier Corp                                                        | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |  14104000 | PA      | $13977684.01  | 0.09%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                         | VStrong Auto Receivables Trust 2023-A                               | CUSIP: 92920CAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  27770733 | PA      | $28241627.77  | 0.19%             | 2030-02-15      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                        | WEA Finance LLC                                                     | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              |  | US        |  26294000 | PA      | $25810064.45  | 0.17%             | 2027-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                    | Wells Fargo Bank NA                                                 | CUSIP: 94988J6E2<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |  44218000 | PA      | $44438817.17  | 0.30%             | 2026-08-07      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2016-NXS5                     | CUSIP: 95000CBB8<br>LEI: 549300SGFUCMB43V8P22 | Long             | ABS-MBS          | CORP              | US        |  17961846 | PA      | $17914124.72  | 0.12%             | 2059-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2016-C35                      | CUSIP: 95000FBA3<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |  19000000 | PA      | $19009325.20  | 0.13%             | 2048-07-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2016-BNK1                     | CUSIP: 95000GAX2<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |  13393202 | PA      | $13296666.87  | 0.09%             | 2049-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2016-LC24                     | CUSIP: 95000HBE1<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |   9268931 | PA      | $9190997.35   | 0.06%             | 2049-10-15      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2016-LC25                     | CUSIP: 95000JAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14580000 | PA      | $14438923.92  | 0.10%             | 2059-12-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2016-C37                      | CUSIP: 95000PAE4<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-MBS          | CORP              | US        |  25475000 | PA      | $25357776.79  | 0.17%             | 2049-12-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                  | Wells Fargo & Co                                                    | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  51400000 | PA      | $51847682.69  | 0.35%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2017-RC1                      | CUSIP: 95001FAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17777000 | PA      | $17661294.84  | 0.12%             | 2060-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                         | Western Midstream Operating LP                                      | CUSIP: 95866WZ47<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | STIV             | CORP              | US        |  26870000 | PA      | $26860371.67  | 0.18%             | 2025-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                         | Western Midstream Operating LP                                      | CUSIP: 95866WZ54<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | STIV             | CORP              | US        |  75000000 | PA      | $74964166.50  | 0.50%             | 2025-12-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                         | Western Midstream Operating LP                                      | CUSIP: 95866WZ88<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | STIV             | CORP              | US        |  67693000 | PA      | $67636298.06  | 0.45%             | 2025-12-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                         | Western Midstream Operating LP                                      | CUSIP: 95866WZ96<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | STIV             | CORP              | US        |  25000000 | PA      | $24975944.50  | 0.17%             | 2025-12-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2023-3                        | CUSIP: 96041CAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11875000 | PA      | $11908999.31  | 0.08%             | 2028-09-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2025-2                        | CUSIP: 96041KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  43000000 | PA      | $43123367.00  | 0.29%             | 2028-09-15      | Fixed         | 4.66%                 | 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        |   3363532 | PA      | $3379586.94   | 0.02%             | 2028-08-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2024-2                        | CUSIP: 96042YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  35850000 | PA      | $36033261.62  | 0.24%             | 2028-02-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2024-2                        | CUSIP: 96042YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  30925000 | PA      | $31231012.15  | 0.21%             | 2030-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2024-3                        | CUSIP: 96043CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19238429 | PA      | $19250466.30  | 0.13%             | 2027-09-15      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Westlake Flooring Master Trust                         | Westlake Flooring Master Trust                                      | CUSIP: 96043GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8163000 | PA      | $8183175.67   | 0.05%             | 2028-02-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2025-3                        | CUSIP: 96043QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21500000 | PA      | $21519500.50  | 0.14%             | 2028-04-17      | Fixed         | 4.31%                 | 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        |  27000000 | PA      | $27058217.40  | 0.18%             | 2029-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2024-1                        | CUSIP: 96043RAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9684723 | PA      | $9694287.71   | 0.06%             | 2027-05-17      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2024-1                        | CUSIP: 96043RAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  37551000 | PA      | $37742506.34  | 0.25%             | 2027-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2024-1                        | CUSIP: 96043RAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4800000 | PA      | $4847577.12   | 0.03%             | 2029-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2025-1                        | CUSIP: 96043VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16645040 | PA      | $16674448.40  | 0.11%             | 2028-01-18      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                      | World Omni Auto Receivables Trust 2023-D                            | CUSIP: 98164DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  29926440 | PA      | $30243306.70  | 0.20%             | 2029-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                      | World Omni Auto Receivables Trust 2024-A                            | CUSIP: 98164RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  27625240 | PA      | $27779664.88  | 0.19%             | 2029-03-15      | Fixed         | 4.86%                 | 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        |  17715000 | PA      | $17729795.57  | 0.12%             | 2030-05-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Navesink CLO, Limited                                  | Navesink CLO 1 Ltd                                                  | CUSIP: 98886CAS5<br>LEI: 549300Z3UTJMSTE02P68 | Long             | ABS-CBDO         | CORP              | KY        |  10200000 | PA      | $10222970.40  | 0.07%             | 2033-07-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                                       | Zions Bancorp NA                                                    | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |  18812000 | PA      | $18798949.93  | 0.13%             | 2028-08-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                 | US 2YR NOTE (CBT) MAR26                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      3726 | NC      | $325485.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEL FINANCE AMERICA LLC                               | ENEL Finance America LLC Term Loan                                  | CUSIP: 000000000<br>LEI: 549300EGNLVUJX1DEC60 | Long             | LON              | CORP              | US        |  20285714 | PA      | $20349107.14  | 0.14%             | 2026-11-20      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Company                     | Hewlett Packard Enterprise Company Term Loan                        | CUSIP: 000000000<br>LEI: 549300BX44RGX6ANDV88 | Long             | LON              | CORP              | US        |  31532000 | PA      | $31610830.00  | 0.21%             | 2029-09-12      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Chevron Phillips Chemical Company LLC                  | Chevron Phillips Chemical Company LLC Term Loan                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  47852000 | PA      | $47672555.00  | 0.32%             | 2027-05-09      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LLC                              | VIPER ENERGY PARTNERS LLC DELAYED DRAW TERM LOAN                    | CUSIP: 000000000<br>LEI: 54930010ZZ02MRGRI973 | Long             | LON              | CORP              | US        |  25444000 | PA      | $25587122.50  | 0.17%             | 2027-07-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LENDING CO LP                          | ATLAS WAREHOUSE LENDING CO LP TERM LOAN                             | CUSIP: 000000000<br>LEI: 25490068J12A1HV7YM70 | Long             | LON              | CORP              | US        |  56000000 | PA      | $56495136.32  | 0.38%             | 2026-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                 | MOTOROLA SOLUTIONS INC TERM LOAN                                    | CUSIP: 000000000<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | LON              | CORP              | US        |  48668000 | PA      | $48728835.00  | 0.33%             | 2026-07-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                            | CITIBANK NA DDCA                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |    476036 | NS      | $476036.50    | 0.00%             |  |  |  | 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