# EDGAR Filing Document

**Accession Number:** 0000911507
**File Stem:** 0001752724-25-176589
**Filing Date:** 2025-7
**Character Count:** 248410
**Document Hash:** 94d1e48606fce1865a7afb40ede7537a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-176589.hdr.sgml**: 20250724

**ACCESSION NUMBER**: 0001752724-25-176589

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250724

**DATE AS OF CHANGE**: 20250724

**PERIOD START**: 20251130

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07988
- **FILM NUMBER:** 251146186

**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:** 2025-05-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $13268124093.93

**Total Liabilities:** $215535343.83

**Net Assets:** $13052588750.10

**Delayed Delivery Securities:** $86483867.83

**Cash Not Reported:** $40244522.54

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -130789.97000000 | **1-Year:** -733438.70000000 | **5-Year:** -178802.67000000 | **10-Year:** -1925.70000000 | **30-Year:** -17.78000000

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

- **3-Month:** -6699.53000000 | **1-Year:** -61727.42000000 | **5-Year:** -21366.98000000 | **10-Year:** -741.27000000 | **30-Year:** -13.26000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000173880 | 0.29%                | 0.38%                | 0.38%                |
| Class ID C000213736 | 0.28%                | 0.38%                | 0.38%                |
| Class ID C000173881 | 0.30%                | 0.39%                | 0.39%                |
| Class ID C000173884 | 0.31%                | 0.40%                | 0.40%                |
| Class ID C000173882 | 0.31%                | 0.40%                | 0.40%                |
| Class ID C000188258 | 0.31%                | 0.40%                | 0.40%                |
| Class ID C000173883 | 0.31%                | 0.40%                | 0.40%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5554834.53              | $-15000417.17                              |
| Month 2  | $3978375.40              | $-13933441.77                              |
| Month 3  | $1256000.68              | $1727577.81                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CROWN CASTLE INC                                           | Crown Castle Inc                                                                | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |  20996000 | PA      | $20778444.49  | 0.16%             | 2026-06-15      | Fixed         | 3.70%                 | 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        |  11569993 | PA      | $11418338.16  | 0.09%             | 2049-01-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5408047 | PA      | $5407041.28   | 0.04%             | 2042-01-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                  | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26                     | CUSIP: 61690VAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1005028 | PA      | $1004171.13   | 0.01%             | 2048-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                            | HGI CRE CLO 2021-FL1 Ltd                                                        | CUSIP: 40441LAA4<br>LEI: 549300VYJ293N0KO2L78 | Long             | ABS-CBDO         | CORP              | KY        |   3035583 | PA      | $3027020.69   | 0.02%             | 2036-06-16      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                   | Ford Motor Credit Co LLC                                                        | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  16761000 | PA      | $16726284.28  | 0.13%             | 2025-08-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                        | PFS Financing Corp                                                              | CUSIP: 69335PET8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  64075000 | PA      | $64679483.55  | 0.50%             | 2028-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                    | National Australia Bank Ltd                                                     | CUSIP: 632525BW0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  30100000 | PA      | $30154649.26  | 0.23%             | 2027-10-26      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                | Citibank NA                                                                     | CUSIP: 17325FAZ1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  43778000 | PA      | $43831692.84  | 0.34%             | 2025-09-29      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                   | Ford Motor Credit Co LLC                                                        | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  46003000 | PA      | $46001622.21  | 0.35%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                     | Skandinaviska Enskilda Banken AB                                                | CUSIP: 830505BA0<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |  22357000 | PA      | $22505248.60  | 0.17%             | 2027-03-05      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                   | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  18634000 | PA      | $18360309.40  | 0.14%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Huntington Auto Trust                                      | Huntington Auto Trust 2024-1                                                    | CUSIP: 446144AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8233781 | PA      | $8244963.34   | 0.06%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                           | Crown Castle Inc                                                                | CUSIP: 22823PTS2<br>LEI: 54930012H97VSM0I2R19 | Long             | STIV             |  | US        |  47000000 | PA      | $46842706.50  | 0.36%             | 2025-06-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                        | PayPal Holdings Inc                                                             | CUSIP: 70450YAR4<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |  28327000 | PA      | $28361552.42  | 0.22%             | 2028-03-06      | Floating      | 5.02%                 | 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      | $6249890.85   | 0.05%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                       | Glencore Funding LLC                                                            | CUSIP: 378272BW7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  23809000 | PA      | $23891194.38  | 0.18%             | 2027-04-04      | Floating      | 5.41%                 | 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        |  14901846 | PA      | $14897648.16  | 0.11%             | 2027-07-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                   | Ford Motor Credit Co LLC                                                        | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  37383000 | PA      | $37089152.42  | 0.28%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                         | Aqua Finance Trust 2021-A                                                       | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4752778 | PA      | $4359020.50   | 0.03%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                        | Citizens Bank NA/Providence RI                                                  | CUSIP: 17401QAU5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |  13773000 | PA      | $13682085.25  | 0.10%             | 2026-02-18      | Fixed         | 3.75%                 | 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        |  34347000 | PA      | $33676405.74  | 0.26%             | 2028-07-14      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                             | Air Lease Corp                                                                  | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  15250000 | PA      | $15230781.34  | 0.12%             | 2025-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                            | CUSIP: 78016HZR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  43671000 | PA      | $43989656.37  | 0.34%             | 2026-07-20      | Floating      | 5.42%                 | 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        |   3710000 | PA      | $3734797.27   | 0.03%             | 2028-08-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                           | Berry Global Inc                                                                | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |  28419000 | PA      | $28348810.75  | 0.22%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                       | National Fuel Gas Co                                                            | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   6726000 | PA      | $6780427.73   | 0.05%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                  | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 40460JTS6<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | STIV             | CORP              | US        |  35206000 | PA      | $35078084.98  | 0.27%             | 2025-06-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                     | Aviation Capital Group LLC                                                      | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |  17121000 | PA      | $16473255.90  | 0.13%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                    | Corebridge Global Funding                                                       | CUSIP: 00138CAW8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  29760000 | PA      | $29975254.08  | 0.23%             | 2026-09-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                     | Daimler Truck Finance North America LLC                                         | CUSIP: 233853AS9<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  28926000 | PA      | $28963829.42  | 0.22%             | 2025-08-08      | Fixed         | 5.60%                 | 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        |   1989197 | PA      | $1988612.77   | 0.02%             | 2044-10-25      | Floating      | 5.32%                 | 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      | $42692684.90  | 0.33%             | 2028-01-14      | Floating      | 5.31%                 | 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        |  14500000 | PA      | $14509381.50  | 0.11%             | 2027-07-20      | Fixed         | 4.63%                 | 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        |  13198336 | PA      | $12960507.43  | 0.10%             | 2049-11-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Navesink CLO, Limited                                      | Navesink CLO 1 Ltd                                                              | CUSIP: 98886CAS5<br>LEI: 549300Z3UTJMSTE02P68 | Long             | ABS-CBDO         | CORP              | KY        |  10200000 | PA      | $10225806.00  | 0.08%             | 2033-07-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                     | Williams Cos Inc/The                                                            | CUSIP: 96949LAB1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   7900000 | PA      | $7883178.77   | 0.06%             | 2025-09-15      | Fixed         | 4.00%                 | 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      | $21859141.63  | 0.17%             | 2050-06-15      | Fixed         | 3.13%                 | 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      | $45207699.78  | 0.35%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                          | Huntington Ingalls Industries Inc                                               | CUSIP: 44641LT22<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | STIV             | CORP              | US        |  20750000 | PA      | $20750000.00  | 0.16%             | 2025-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  73814000 | PA      | $73989488.36  | 0.57%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                            | Chevron USA Inc                                                                 | CUSIP: 166756BA3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  13300000 | PA      | $13305343.94  | 0.10%             | 2027-02-26      | Floating      | 4.71%                 | 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      | $13200872.89  | 0.10%             | 2026-11-25      | Floating      | 4.81%                 | 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        |  17523000 | PA      | $17087609.52  | 0.13%             | 2050-08-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XCX1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  29012000 | PA      | $29068381.05  | 0.22%             | 2028-08-03      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                     | Aviation Capital Group LLC                                                      | CUSIP: 05367AAH6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   7982000 | PA      | $7981308.52   | 0.06%             | 2025-10-01      | Fixed         | 4.88%                 | 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        |  11375534 | PA      | $11522100.97  | 0.09%             | 2032-05-17      | Fixed         | 5.68%                 | 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        |   8070020 | PA      | $8110969.25   | 0.06%             | 2044-05-25      | Floating      | 5.57%                 | 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        |  10413137 | PA      | $10287042.82  | 0.08%             | 2049-05-10      | Fixed         | 2.94%                 | 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      | $34244846.12  | 0.26%             | 2027-10-20      | Fixed         | 4.21%                 | 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        |   8416686 | PA      | $8397319.08   | 0.06%             | 2031-10-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                | Cencora Inc Delayed Draw Term Loan                                              | CUSIP: 15136UAK4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | LON              | CORP              | US        |  55691066 | PA      | $55482224.52  | 0.43%             | 2027-11-26      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                | Truist Bank                                                                     | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  30813000 | PA      | $30841308.83  | 0.24%             | 2027-05-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  41496000 | PA      | $41666958.96  | 0.32%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2T8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  43611000 | PA      | $43887673.42  | 0.34%             | 2026-07-17      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                       | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAS9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |  26617000 | PA      | $26735953.77  | 0.20%             | 2027-03-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                           | Societe Generale SA                                                             | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  15000000 | PA      | $14483617.05  | 0.11%             | 2028-01-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                   | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        | 144981000 | PA      | $140121107.85 | 1.07%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                | Swedbank AB                                                                     | CUSIP: 870195AA2<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |  41440000 | PA      | $41875078.15  | 0.32%             | 2026-06-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HOLDINGS                                   | Cleco Corporate Holdings LLC                                                    | CUSIP: 18551PAC3<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |   4754000 | PA      | $4699761.23   | 0.04%             | 2026-05-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                     | Lending Funding Trust 2020-2                                                    | CUSIP: 51507KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21770000 | PA      | $21110699.90  | 0.16%             | 2031-04-21      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                           | Bank of Montreal                                                                | CUSIP: 06368LC61<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  26605000 | PA      | $26850467.57  | 0.21%             | 2026-12-11      | Floating      | 5.51%                 | 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      | $2968072.42   | 0.02%             | 2028-06-15      | Fixed         | 6.24%                 | 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        |  24500000 | PA      | $24556433.30  | 0.19%             | 2027-05-17      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                 | Flagship Credit Auto Trust 2022-3                                               | CUSIP: 33845PAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1256085 | PA      | $1256022.26   | 0.01%             | 2027-04-15      | Fixed         | 4.55%                 | 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        |  31370511 | PA      | $31469396.77  | 0.24%             | 2028-01-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                         | CNO Global Funding                                                              | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   9962000 | PA      | $9566946.53   | 0.07%             | 2026-10-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Flowers Foods Inc                                          | Flowers Foods Inc                                                               | CUSIP: 343498AB7<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |  18525000 | PA      | $18197346.66  | 0.14%             | 2026-10-01      | Fixed         | 3.50%                 | 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        |  18075000 | PA      | $18194916.78  | 0.14%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2021-HQA4                                         | CUSIP: 35564KNK1<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | USGSE             | US        |   7673723 | PA      | $7667595.67   | 0.06%             | 2041-12-25      | Floating      | 5.27%                 | 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      | $11231367.70  | 0.09%             | 2028-06-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                        | Citigroup Commercial Mortgage Trust 2015-GC35                                   | CUSIP: 17324KAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9278501 | PA      | $9218264.88   | 0.07%             | 2048-11-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                       | FS RIALTO                                                                       | CUSIP: 30319YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5559683 | PA      | $5546604.82   | 0.04%             | 2038-05-16      | Floating      | 5.66%                 | 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        |  19943000 | PA      | $20174526.26  | 0.15%             | 2029-01-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                 | Flagship Credit Auto Trust 2023-3                                               | CUSIP: 33846BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13180000 | PA      | $13213643.27  | 0.10%             | 2028-04-17      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                    | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  52881000 | PA      | $53426665.29  | 0.41%             | 2026-11-02      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                        | American Express Co                                                             | CUSIP: 025816DL0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  21495000 | PA      | $21644299.33  | 0.17%             | 2026-10-30      | Fixed         | 6.34%                 | 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        |   9113431 | PA      | $8834277.76   | 0.07%             | 2050-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                     | Santander Drive Auto Receivables Trust 2024-2                                   | CUSIP: 80286YAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6925050 | PA      | $6932102.63   | 0.05%             | 2027-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                             | Morgan Stanley Capital I Trust 2016-UBS9                                        | CUSIP: 61766CAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5700000 | PA      | $5626804.02   | 0.04%             | 2049-03-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                  | SFS Auto Receivables Securitization Trust 2024-2                                | CUSIP: 78397XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7550257 | PA      | $7570400.60   | 0.06%             | 2027-10-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| AEGON FUNDING CO LLC                                       | AEGON Funding Co LLC                                                            | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |  14595000 | PA      | $14748238.01  | 0.11%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Westlake Automobile Receivables Trust                      | Westlake Automobile Receivables Trust 2024-2                                    | CUSIP: 96042YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  30925000 | PA      | $31180947.67  | 0.24%             | 2030-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                    | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 05252ADL2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  35570000 | PA      | $35669858.51  | 0.27%             | 2027-07-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                        | Synchrony Financial                                                             | CUSIP: 87165BAS2<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |  13947000 | PA      | $13949145.61  | 0.11%             | 2025-06-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                            | CSAIL 2016-C6 Commercial Mortgage Trust                                         | CUSIP: 12636MAE8<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |   5565000 | PA      | $5471309.33   | 0.04%             | 2049-01-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                               | Illumina Inc                                                                    | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   6466000 | PA      | $6460423.53   | 0.05%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                            | Danske Bank A/S                                                                 | CUSIP: 23636AAZ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  60390000 | PA      | $59824814.82  | 0.46%             | 2026-09-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                   | Discovery Communications LLC                                                    | CUSIP: 25470DBE8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   4923000 | PA      | $4920397.80   | 0.04%             | 2025-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                             | Enterprise Fleet Financing 2025-1 LLC                                           | CUSIP: 29390HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  22000000 | PA      | $22023181.40  | 0.17%             | 2027-10-20      | Fixed         | 4.65%                 | 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        |  32725626 | PA      | $32736029.90  | 0.25%             | 2027-08-16      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                     | Philip Morris International Inc                                                 | CUSIP: 718172DS5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  41385000 | PA      | $41595734.90  | 0.32%             | 2028-04-28      | Floating      | 5.17%                 | 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      | $28055867.10  | 0.21%             | 2034-04-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                        | COMM 2016-CR28 Mortgage Trust                                                   | CUSIP: 12593YBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14381235 | PA      | $14289620.78  | 0.11%             | 2049-02-10      | Fixed         | 3.76%                 | 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      | $11968120.61  | 0.09%             | 2028-03-13      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| APA Corp                                                   | APA Corp                                                                        | CUSIP: 00188AT27<br>LEI: 549300VCIWLRHYVSHC79 | Long             | STIV             | CORP              | US        | 117500000 | PA      | $117500000.00 | 0.90%             | 2025-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                            | Chevron USA Inc                                                                 | CUSIP: 166756BC9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  16130000 | PA      | $16149802.48  | 0.12%             | 2028-02-26      | Floating      | 4.82%                 | 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      | $10723244.40  | 0.08%             | 2034-10-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                   | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |  11851642 | PA      | $11807766.77  | 0.09%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust 2015-C31                                  | CUSIP: 94989WAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12264000 | PA      | $12191755.23  | 0.09%             | 2048-11-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                   | Duke Energy Progress LLC                                                        | CUSIP: 26442UAT1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |  15894000 | PA      | $15952467.67  | 0.12%             | 2027-03-06      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| Honda Auto Receivables Owner Trust                         | Honda Auto Receivables 2023-4 Owner Trust                                       | CUSIP: 438123AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  51139000 | PA      | $51741806.08  | 0.40%             | 2028-06-21      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Atrium CDO Corp                                            | Madison Park Funding XL Ltd                                                     | CUSIP: 55821CAA2<br>LEI: 549300UTF8S11AHH4P70 | Long             | ABS-CBDO         | CORP              | KY        |  17987005 | PA      | $18004956.27  | 0.14%             | 2030-05-28      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                 | TELUS Corp                                                                      | CUSIP: 87974PT60<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | STIV             | CORP              | CA        |  24323000 | PA      | $24310271.04  | 0.19%             | 2025-06-06      | None          | 0.00%                 | 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        |   6528550 | PA      | $6585968.56   | 0.05%             | 2030-06-17      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Solventum Corporation                                      | Solventum Corporation Delayed Draw Term Loan                                    | CUSIP: 88562GAD1<br>LEI: 254900I70403OSGY4M28 | Long             | LON              | CORP              | US        |   9500000 | PA      | $9511875.00   | 0.07%             | 2025-08-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                    | CUSIP: 225401AQ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  42709000 | PA      | $42700711.89  | 0.33%             | 2026-06-05      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                 | JPMBB Commercial Mortgage Securities Trust 2015-C30                             | CUSIP: 46644UBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19078000 | PA      | $18995928.35  | 0.15%             | 2048-07-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                    | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   8369000 | PA      | $8248784.17   | 0.06%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Auto Trust                                     | Fifth Third Auto Trust 2023-1                                                   | CUSIP: 31680EAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  69005074 | PA      | $69506050.58  | 0.53%             | 2028-08-15      | Fixed         | 5.53%                 | 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        |   5815406 | PA      | $5844095.81   | 0.04%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                       | Las Vegas Sands Corp                                                            | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |  17256000 | PA      | $16889375.57  | 0.13%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                  | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  36190000 | PA      | $36171636.47  | 0.28%             | 2026-06-09      | Fixed         | 2.22%                 | 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        |  26264000 | PA      | $26610267.20  | 0.20%             | 2028-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                        | Citigroup Commercial Mortgage Trust 2016-GC37                                   | CUSIP: 17290XAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3286239 | PA      | $3260461.23   | 0.02%             | 2049-04-10      | Fixed         | 3.05%                 | 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      | $33061231.49  | 0.25%             | 2050-09-10      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                   | Devon Energy Corp                                                               | CUSIP: 25179MAV5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   9803000 | PA      | $9833681.92   | 0.08%             | 2025-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                     | Aviation Capital Group LLC                                                      | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |  16967000 | PA      | $16638054.83  | 0.13%             | 2026-01-30      | Fixed         | 1.95%                 | 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      | $17737779.13  | 0.14%             | 2027-10-15      | Fixed         | 4.52%                 | 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        |   8715000 | PA      | $8706830.56   | 0.07%             | 2028-04-18      | Fixed         | 4.81%                 | 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      | $11717599.82  | 0.09%             | 2027-06-15      | Fixed         | 5.29%                 | 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        |  26771000 | PA      | $26078222.74  | 0.20%             | 2026-06-15      | Fixed         | 3.38%                 | 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        |  15462728 | PA      | $15253308.54  | 0.12%             | 2049-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                | Hertz Vehicle Financing III LLC                                                 | CUSIP: 42806MAJ8<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   2025000 | PA      | $2021133.92   | 0.02%             | 2026-06-25      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                        | NatWest Markets PLC                                                             | CUSIP: 63906YAN8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |  31796000 | PA      | $31825061.54  | 0.24%             | 2028-03-21      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                             | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  74000000 | PA      | $74263047.06  | 0.57%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust 2015-P2                                   | CUSIP: 95000AAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2052169 | PA      | $2038610.98   | 0.02%             | 2048-12-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                              | Synchrony Card Funding LLC                                                      | CUSIP: 87166PAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25948000 | PA      | $25921639.43  | 0.20%             | 2028-07-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                    | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              |  | US        |  64920000 | PA      | $64817654.27  | 0.50%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                         | REGAL REXNORD CORP TERM LOAN A1                                                 | CUSIP: 75883TAC4<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | LON              | CORP              | US        |  19951318 | PA      | $20076013.57  | 0.15%             | 2027-03-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                         | Viterra Finance BV                                                              | CUSIP: 92852LAA7<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |  14303000 | PA      | $13935266.15  | 0.11%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                         | Siemens Funding BV                                                              | CUSIP: 82622RAB2<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |  40000000 | PA      | $40053870.00  | 0.31%             | 2028-05-26      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                   | Toyota Motor Credit Corp                                                        | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3012053.40   | 0.02%             | 2026-08-07      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                 | Affirm Asset Securitization Trust 2023-B                                        | CUSIP: 00792FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24294000 | PA      | $24412238.90  | 0.19%             | 2028-09-15      | Fixed         | 6.82%                 | 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        |   9155759 | PA      | $9155306.84   | 0.07%             | 2027-11-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                             | Air Lease Corp                                                                  | CUSIP: 00914AAW2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  38117000 | PA      | $38380209.32  | 0.29%             | 2026-06-25      | Fixed         | 5.30%                 | 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      | $22458243.23  | 0.17%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                      | SBNA Auto Lease Trust 2024-B                                                    | CUSIP: 78437VAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11301537 | PA      | $11318713.36  | 0.09%             | 2026-11-20      | Fixed         | 5.67%                 | 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      | $51840448.84  | 0.40%             | 2027-10-22      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                             | Morgan Stanley Capital I Trust 2016-UBS11                                       | CUSIP: 61767FAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20970106 | PA      | $20474905.12  | 0.16%             | 2049-08-15      | Fixed         | 2.53%                 | 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        |  12557872 | PA      | $12332112.54  | 0.09%             | 2049-11-10      | Fixed         | 3.25%                 | 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      | $20100018.00  | 0.15%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                    | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |  12500000 | PA      | $12509600.00  | 0.10%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A3F7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  33211000 | PA      | $33257363.22  | 0.25%             | 2028-01-31      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                             | NRG Energy Inc                                                                  | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |  32139000 | PA      | $31620236.04  | 0.24%             | 2025-12-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTIC INC                                           | GXO Logistic Inc Term Loan A (3 Year)                                           | CUSIP: 36262HAG4<br>LEI: 5493007CNWMXN78JRN66 | Long             | LON              | CORP              | US        |   2971712 | PA      | $2970998.50   | 0.02%             | 2025-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                             | Synchrony Bank                                                                  | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |  23965000 | PA      | $23992672.86  | 0.18%             | 2025-08-22      | Fixed         | 5.40%                 | 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        |  12717560 | PA      | $12785181.87  | 0.10%             | 2033-03-15      | Fixed         | 6.48%                 | 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        |  34055000 | PA      | $34000927.47  | 0.26%             | 2029-08-15      | Fixed         | 4.49%                 | 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        |  23925000 | PA      | $24125056.07  | 0.18%             | 2028-05-18      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                           | Societe Generale SA                                                             | CUSIP: 83368RCA8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  30443000 | PA      | $30425322.36  | 0.23%             | 2027-02-19      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                   | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAM7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   6719000 | PA      | $6669446.03   | 0.05%             | 2026-08-21      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                             | Enterprise Fleet Financing 2024-2 LLC                                           | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13973178 | PA      | $14036672.26  | 0.11%             | 2026-12-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                              | UniCredit SpA                                                                   | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |  65728000 | PA      | $65252632.76  | 0.50%             | 2026-09-22      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                               | Dell Equipment Finance Trust 2023-1                                             | CUSIP: 24702HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13547779 | PA      | $13580612.06  | 0.10%             | 2028-09-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                   | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  69118000 | PA      | $68935683.30  | 0.53%             | 2026-03-24      | Fixed         | 4.65%                 | 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      | $23685640.94  | 0.18%             | 2027-09-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                  | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24                     | CUSIP: 61765LAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8762668 | PA      | $8744091.89   | 0.07%             | 2048-05-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Group Ltd                               | Marvell Technology Group Ltd 2020 5 Year Term Loan A                            | CUSIP: 57385HAN7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  22500000 | PA      | $22584375.00  | 0.17%             | 2025-12-07      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                         | Macquarie Bank Ltd                                                              | CUSIP: 55608XAB3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   9554000 | PA      | $9553484.66   | 0.07%             | 2025-06-10      | Fixed         | 4.88%                 | 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      | $26759456.42  | 0.21%             | 2027-05-08      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                   | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |  92957000 | PA      | $93814391.68  | 0.72%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| AON CORPORATION                                            | Aon Corporation Term Loan A                                                     | CUSIP: 03739XAV1<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | LON              | CORP              | US        |  46846360 | PA      | $46846360.00  | 0.36%             | 2027-06-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                        | Global Payments Inc                                                             | CUSIP: 37961CT28<br>LEI: 549300NOMHGVQBX6S778 | Long             | STIV             | CORP              | US        |   2600000 | PA      | $2600000.00   | 0.02%             | 2025-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr          | GM Financial Consumer Automobile Receivables Trust 2023-4                       | CUSIP: 379930AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  50415000 | PA      | $51029856.30  | 0.39%             | 2028-08-16      | Fixed         | 5.78%                 | 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        |  10365383 | PA      | $10362993.99  | 0.08%             | 2027-04-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                             | PEAC Solutions Receivables 2025-1 LLC                                           | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  26130000 | PA      | $26184413.11  | 0.20%             | 2028-10-20      | Fixed         | 4.94%                 | 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        |  29720000 | PA      | $30044209.54  | 0.23%             | 2028-11-20      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                   | Toyota Motor Credit Corp                                                        | CUSIP: 89236TLK9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  53162000 | PA      | $53255265.29  | 0.41%             | 2026-01-05      | Floating      | 5.00%                 | 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      | $34282152.96  | 0.26%             | 2034-04-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                 | GLS Auto Receivables Issuer Trust 2022-2                                        | CUSIP: 36265NAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4558000 | PA      | $4602562.20   | 0.04%             | 2028-04-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAB3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  43743000 | PA      | $43757050.69  | 0.34%             | 2025-06-12      | Floating      | 5.44%                 | 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      | $67259528.70  | 0.52%             | 2034-07-18      | Floating      | 5.34%                 | 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        |  31551876 | PA      | $31808967.39  | 0.24%             | 2031-01-21      | Fixed         | 5.38%                 | 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        |  11773000 | PA      | $11796649.60  | 0.09%             | 2027-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                                  | Spire Inc                                                                       | CUSIP: 84857LAC5<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |  30294000 | PA      | $30393189.22  | 0.23%             | 2026-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                              | Synchrony Card Funding LLC                                                      | CUSIP: 87166PAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  33426000 | PA      | $33825992.23  | 0.26%             | 2029-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                           | Duke Energy Corp                                                                | CUSIP: 26441CBJ3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   4817000 | PA      | $4765172.50   | 0.04%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                 | Affirm Asset Securitization Trust 2024-X1                                       | CUSIP: 00834XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5930610 | PA      | $5937291.02   | 0.05%             | 2029-05-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                           | LPL Holdings Inc 2024 Term Loan A                                               | CUSIP: 50212XBA3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | LON              | CORP              | US        |  31224000 | PA      | $31263030.00  | 0.24%             | 2026-12-07      | Floating      | 5.80%                 | 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      | $14916264.12  | 0.11%             | 2028-05-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                            | CUSIP: 78016HZU7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  22170000 | PA      | $22335123.71  | 0.17%             | 2027-01-19      | Floating      | 5.29%                 | 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      | $10625088.88  | 0.08%             | 2028-07-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  70183000 | PA      | $70174364.68  | 0.54%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                        | Wells Fargo Bank NA                                                             | CUSIP: 94988J6E2<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |  44218000 | PA      | $44562188.05  | 0.34%             | 2026-08-07      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US 2YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      2261 | NC      | $517766.26    | 0.00%             |  |  |  | No            |                  1 | 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        |   9205000 | PA      | $9289749.51   | 0.07%             | 2027-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                     | Canyon CLO 2020-2 Ltd                                                           | CUSIP: 13876NAW3<br>LEI: 2549001ZLWJBJYTM8I33 | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $14913525.00  | 0.11%             | 2034-10-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                               | HSBC USA Inc                                                                    | CUSIP: 40428HS29<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |  11519000 | PA      | $11537434.66  | 0.09%             | 2028-06-03      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd                                                | Bacardi Ltd                                                                     | CUSIP: 067316AD1<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |  37279000 | PA      | $36449405.06  | 0.28%             | 2026-07-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Solventum Corporation                                      | Solventum Corporation Term Loan                                                 | CUSIP: 88562GAE9<br>LEI: 254900I70403OSGY4M28 | Long             | LON              | CORP              | US        |  15000000 | PA      | $15000000.00  | 0.11%             | 2027-02-16      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                  | Amgen Inc                                                                       | CUSIP: 031162DN7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |  19809000 | PA      | $19813987.71  | 0.15%             | 2026-03-02      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                    | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  34683000 | PA      | $34665275.95  | 0.27%             | 2027-08-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                   | CUSIP: 097023BU8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4823993.60   | 0.04%             | 2027-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                    | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  10513000 | PA      | $10149089.56  | 0.08%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                   | Vistra Operations Co LLC                                                        | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2943000 | PA      | $2952514.72   | 0.02%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                  | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 40460JU13<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | STIV             | CORP              | US        |  43933000 | PA      | $43740121.83  | 0.34%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING                                     | National Securities Clearing Corp                                               | CUSIP: 637639AL9<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |  27884000 | PA      | $28136622.35  | 0.22%             | 2026-06-26      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                     | Regions Financial Corp                                                          | CUSIP: 7591EPAR1<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   9102000 | PA      | $9117333.23   | 0.07%             | 2025-06-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                               | HSBC USA Inc                                                                    | CUSIP: 40428HA51<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |  26831000 | PA      | $26965058.68  | 0.21%             | 2027-03-04      | Floating      | 5.31%                 | 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      | $10062619.00  | 0.08%             | 2031-02-24      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                | Citibank NA                                                                     | CUSIP: 17325FBQ0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  50000000 | PA      | $50036980.50  | 0.38%             | 2027-05-29      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                   | Madison Park Funding XLII Ltd                                                   | CUSIP: 55822RAA8<br>LEI: 549300YWZ8HFDYP0MR16 | Long             | ABS-CBDO         | CORP              | KY        |  28748426 | PA      | $28761564.38  | 0.22%             | 2030-11-21      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                         | BMW US Capital LLC                                                              | CUSIP: 05565ECV5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  28359000 | PA      | $28366264.16  | 0.22%             | 2027-03-19      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                   | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668BY7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  22115000 | PA      | $22134942.64  | 0.17%             | 2025-09-12      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                   | AmeriCredit Automobile Receivables Trust 2023-2                                 | CUSIP: 03065UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7547330 | PA      | $7561651.36   | 0.06%             | 2027-04-19      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                   | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAK7<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   4325000 | PA      | $4334642.85   | 0.03%             | 2026-09-14      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                        | Exeter Automobile Receivables Trust 2024-3                                      | CUSIP: 30165AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    915552 | PA      | $916042.17    | 0.01%             | 2027-02-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                   | Ford Motor Credit Co LLC                                                        | CUSIP: 345397ZJ5<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  14067000 | PA      | $14065651.54  | 0.11%             | 2025-06-09      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                          | HSBC Holdings PLC                                                               | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  34288000 | PA      | $34223941.79  | 0.26%             | 2026-09-12      | Fixed         | 4.29%                 | 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        |   9435000 | PA      | $9255650.09   | 0.07%             | 2059-12-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                  | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 40460JTT4<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | STIV             | CORP              | US        |  30805000 | PA      | $30688411.70  | 0.24%             | 2025-06-27      | None          | 0.00%                 | 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      | $16569293.92  | 0.13%             | 2028-11-15      | Fixed         | 5.40%                 | 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        |  12500000 | PA      | $12495257.50  | 0.10%             | 2028-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT                                     | Banco Nacional de Comercio Exterior SNC/Cayman Islands                          | CUSIP: 000000000<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |  43427000 | PA      | $43428519.95  | 0.33%             | 2025-10-14      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                        | COMM 2016-DC2 Mortgage Trust                                                    | CUSIP: 12594CBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18458682 | PA      | $18379754.13  | 0.14%             | 2049-02-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  74432000 | PA      | $72725519.87  | 0.56%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                   | EQT Corp                                                                        | CUSIP: 26884LAS8<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |  19187000 | PA      | $19531388.81  | 0.15%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                          | NatWest Group PLC                                                               | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  33174000 | PA      | $33558604.10  | 0.26%             | 2026-11-10      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                           | Crown Castle Inc                                                                | CUSIP: 22823PT52<br>LEI: 54930012H97VSM0I2R19 | Long             | STIV             |  | US        | 102391000 | PA      | $102348166.77 | 0.78%             | 2025-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                     | Kazakhstan Government International Bond                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |  35765000 | PA      | $35775362.91  | 0.27%             | 2025-07-21      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                        | Citigroup Commercial Mortgage Trust 2015-GC33                                   | CUSIP: 29425AAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12730412 | PA      | $12672059.61  | 0.10%             | 2058-09-10      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                         | Sonoco Products Co                                                              | CUSIP: 83549RTC8<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | STIV             | CORP              | US        |  13243000 | PA      | $13223981.60  | 0.10%             | 2025-06-12      | None          | 0.00%                 | 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        |  28370000 | PA      | $28651680.06  | 0.22%             | 2028-06-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                | PNC Bank NA                                                                     | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |  37972000 | PA      | $37981308.08  | 0.29%             | 2027-05-13      | Fixed         | 4.54%                 | 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      | $34656911.39  | 0.27%             | 2027-10-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                       | Public Storage Operating Co                                                     | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |  21144000 | PA      | $21147239.47  | 0.16%             | 2027-04-16      | Floating      | 5.04%                 | 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      | $19889485.62  | 0.15%             | 2028-03-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                 | Flagship Credit Auto Trust 2024-1                                               | CUSIP: 33843VAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23908000 | PA      | $24125577.14  | 0.18%             | 2028-10-16      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  24870000 | PA      | $24918703.42  | 0.19%             | 2028-02-04      | Floating      | 5.14%                 | 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      | $26799561.30  | 0.21%             | 2027-01-18      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                    | GA Global Funding Trust                                                         | CUSIP: 36143L2A2<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   5350000 | PA      | $5245591.86   | 0.04%             | 2026-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                             | CUSIP: 91282CJB8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 142781400 | PA      | $143069141.64 | 1.10%             | 2025-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                          | Greatamerica Leasing Receivables Funding LLC Series 2021-2                      | CUSIP: 39154TBR8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7725557 | PA      | $7655293.23   | 0.06%             | 2027-09-15      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                             | Whirlpool Corp Term Loan B                                                      | CUSIP: 000000000<br>LEI: WHENKOULSSK7WUM60H03 | Long             | LON              | CORP              | US        |  17500000 | PA      | $17543750.00  | 0.13%             | 2025-09-23      | Floating      | 5.68%                 | 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      | $24289027.60  | 0.19%             | 2034-10-21      | Floating      | 5.30%                 | 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      | $28638697.95  | 0.22%             | 2029-09-20      | Fixed         | 5.05%                 | 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        |  10621000 | PA      | $10746954.44  | 0.08%             | 2028-10-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                 | Flagship Credit Auto Trust 2023-3                                               | CUSIP: 33846BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5899153 | PA      | $5905931.45   | 0.05%             | 2027-07-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                           | Georgia Power Co                                                                | CUSIP: 373334KZ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |  30747000 | PA      | $30745125.66  | 0.24%             | 2026-09-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Connecticut Avenue Securities Trust 2024-R05                                    | CUSIP: 20754XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9298695 | PA      | $9295951.02   | 0.07%             | 2044-07-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC                                      | Holcim Finance US LLC                                                           | CUSIP: 43475RAA4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |  42162000 | PA      | $42221116.61  | 0.32%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                 | TELUS Corp                                                                      | CUSIP: 87974PUF8<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | STIV             | CORP              | CA        |   3500000 | PA      | $3479097.23   | 0.03%             | 2025-07-15      | None          | 0.00%                 | 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        |  18750000 | PA      | $18746118.75  | 0.14%             | 2027-05-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                             | Pikes Peak CLO 6                                                                | CUSIP: 72132YAY1<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9965160.00   | 0.08%             | 2034-05-18      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                    | American Electric Power Co Inc                                                  | CUSIP: 02557TAD1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   9376000 | PA      | $9389986.93   | 0.07%             | 2025-08-15      | Fixed         | 5.70%                 | 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      | $15998299.81  | 0.12%             | 2028-03-14      | Floating      | 5.19%                 | 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        |  18696000 | PA      | $18899857.44  | 0.14%             | 2028-09-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                | Citibank NA                                                                     | CUSIP: 17325FBH0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  18165000 | PA      | $18196085.04  | 0.14%             | 2026-08-06      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                        | Citigroup Commercial Mortgage Trust 2016-C3                                     | CUSIP: 17325GAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9818045 | PA      | $9572887.43   | 0.07%             | 2049-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                            | CSAIL 2016-C6 Commercial Mortgage Trust                                         | CUSIP: 12636MAD0<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |  17119312 | PA      | $16930135.51  | 0.13%             | 2049-01-15      | Fixed         | 2.82%                 | 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        |  18037544 | PA      | $18136593.36  | 0.14%             | 2033-04-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                                     | CUSIP: 02665WFJ5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  22231000 | PA      | $22239074.08  | 0.17%             | 2027-07-09      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                              | CUSIP: 86765BAS8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  10234000 | PA      | $10262892.63  | 0.08%             | 2025-12-01      | Fixed         | 5.95%                 | 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        |  25050000 | PA      | $24631224.12  | 0.19%             | 2049-12-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                                    | Korea National Oil Corp                                                         | CUSIP: 50065LAK6<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |  30714000 | PA      | $30868798.56  | 0.24%             | 2027-09-30      | Floating      | 5.25%                 | No            |                  2 | On Loan: —       |
| ALGONQUIN PWR & UTILITY                                    | Algonquin Power & Utilities Corp                                                | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |  15377000 | PA      | $15453575.31  | 0.12%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                           | Trinitas Clo XX Ltd                                                             | CUSIP: 89640EAN8<br>LEI: 5493007IXHTJ7TQMIW41 | Long             | ABS-CBDO         | CORP              | BM        |  10000000 | PA      | $9929350.00   | 0.08%             | 2035-07-20      | Floating      | 5.31%                 | 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      | $3537738.40   | 0.03%             | 2028-07-20      | Fixed         | 6.29%                 | 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      | $6665481.68   | 0.05%             | 2027-03-12      | Fixed         | 4.38%                 | 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        |  21890000 | PA      | $22022432.31  | 0.17%             | 2028-07-17      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                    | GlaxoSmithKline Capital PLC                                                     | CUSIP: 377373AN5<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |  40169000 | PA      | $40276167.68  | 0.31%             | 2027-03-12      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                  | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 40460JTQ0<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | STIV             | CORP              | US        |  12500000 | PA      | $12458368.00  | 0.10%             | 2025-06-24      | None          | 0.00%                 | 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        |  12467892 | PA      | $12191282.28  | 0.09%             | 2049-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                   | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12435000 | PA      | $12425969.33  | 0.10%             | 2025-10-15      | Fixed         | 4.65%                 | 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        |  15000000 | PA      | $14846167.50  | 0.11%             | 2059-01-15      | Fixed         | 3.63%                 | 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        |   5321499 | PA      | $5245806.20   | 0.04%             | 2049-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                         | Sonoco Products Co                                                              | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2463380.54   | 0.02%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                   | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |  44574000 | PA      | $44261241.18  | 0.34%             | 2026-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fidelity Investments                                       | Fidelity Investments Money Market Government Portfolio                          | CUSIP: 31607A703<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |   3152070 | NS      | $3152070.00   | 0.02%             |  |  |  | No            |                  1 | 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      | $13147387.07  | 0.10%             | 2027-11-18      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| LFT CRE LLC                                                | LFT CRE 2021-FL1 Ltd                                                            | CUSIP: 50203JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5574656 | PA      | $5558194.71   | 0.04%             | 2039-06-15      | Floating      | 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        |  17490000 | PA      | $17547465.14  | 0.13%             | 2029-11-15      | Fixed         | 5.00%                 | 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        |  39730000 | PA      | $39252083.86  | 0.30%             | 2049-04-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAM2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  30017000 | PA      | $30073777.46  | 0.23%             | 2026-08-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EAST OHIO GAS CO/THE                                       | East Ohio Gas Co/The                                                            | CUSIP: 27409LAA1<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |   6238000 | PA      | $6229756.23   | 0.05%             | 2025-06-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                      | Bank of Ireland Group PLC                                                       | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |  46146000 | PA      | $44495812.12  | 0.34%             | 2027-09-30      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                                    | Korea National Oil Corp                                                         | CUSIP: 50065LAE0<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |  15000000 | PA      | $15183795.00  | 0.12%             | 2026-11-14      | Floating      | 5.42%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A3B6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  43904000 | PA      | $43946775.67  | 0.34%             | 2026-12-17      | Floating      | 4.97%                 | 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        |  55290000 | PA      | $55290000.00  | 0.42%             | 2027-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2021-ARIA                                                              | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3184000 | PA      | $3169525.85   | 0.02%             | 2036-10-15      | Floating      | 5.34%                 | 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      | $21949130.64  | 0.17%             | 2026-07-13      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                   | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAW6<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |   8395000 | PA      | $8409081.27   | 0.06%             | 2025-10-15      | Fixed         | 5.88%                 | 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        |  10000000 | PA      | $9796861.00   | 0.08%             | 2049-06-15      | Fixed         | 3.14%                 | 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      | $8497745.10   | 0.07%             | 2027-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                        | Global Payments Inc                                                             | CUSIP: 37961CTJ1<br>LEI: 549300NOMHGVQBX6S778 | Long             | STIV             | CORP              | US        |   2500000 | PA      | $2494388.90   | 0.02%             | 2025-06-18      | None          | 0.00%                 | 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        |  23975692 | PA      | $24048990.17  | 0.18%             | 2028-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308KS5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  12034000 | PA      | $12033333.68  | 0.09%             | 2025-09-04      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                                      | DuPont de Nemours Inc                                                           | CUSIP: 26078JAC4<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   4810000 | PA      | $4806907.22   | 0.04%             | 2025-11-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                         | CUSIP: 404119CX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  12336000 | PA      | $12405691.99  | 0.10%             | 2028-03-01      | Floating      | 5.22%                 | 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        |   6862700 | PA      | $6655639.99   | 0.05%             | 2049-12-15      | Fixed         | 3.14%                 | 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      | $14943298.63  | 0.11%             | 2050-04-14      | Fixed         | 3.44%                 | 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        |   9692363 | PA      | $9717231.53   | 0.07%             | 2028-02-18      | Fixed         | 5.75%                 | 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        |  27804227 | PA      | $27861214.07  | 0.21%             | 2027-04-21      | Fixed         | 5.04%                 | 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        |  17800073 | PA      | $17642631.35  | 0.14%             | 2049-01-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                                | Merchants Fleet Funding LLC                                                     | CUSIP: 588926AF2<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |  31955942 | PA      | $32160574.94  | 0.25%             | 2037-04-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                                    | Nissan Auto Lease Trust 2023-B                                                  | CUSIP: 65473FAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13196405 | PA      | $13218027.22  | 0.10%             | 2026-07-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                           | Crown Castle Inc                                                                | CUSIP: 22822VAS0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   6000000 | PA      | $5973838.50   | 0.05%             | 2025-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                            | Citizens Auto Receivables Trust 2024-2                                          | CUSIP: 17331XAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9278174 | PA      | $9292488.39   | 0.07%             | 2026-11-16      | Fixed         | 5.54%                 | 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      | $36057682.64  | 0.28%             | 2028-02-15      | Fixed         | 5.56%                 | 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        |   6487743 | PA      | $6490620.95   | 0.05%             | 2060-03-25      | Fixed         | 5.12%                 | 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        |  21170902 | PA      | $21273856.45  | 0.16%             | 2029-11-15      | Fixed         | 5.59%                 | 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      | $3550677.50   | 0.03%             | 2050-03-10      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                   | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3090000 | PA      | $3065831.87   | 0.02%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                          | State Street Corp                                                               | CUSIP: 857477CE1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  43600000 | PA      | $43787865.86  | 0.34%             | 2026-08-03      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                    | Jefferies Financial Group Inc                                                   | CUSIP: 47233WHZ5<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |  44429000 | PA      | $44429983.66  | 0.34%             | 2026-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                          | Cedar Funding XI Clo Ltd                                                        | CUSIP: 15033LAW2<br>LEI: 2549004YLPCISGLL7978 | Long             | ABS-CBDO         | CORP              | KY        |  14433111 | PA      | $14414218.55  | 0.11%             | 2032-05-29      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TR                                     | Fells Point Funding Trust                                                       | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13000000 | PA      | $12647851.19  | 0.10%             | 2027-01-31      | Fixed         | 3.05%                 | 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        |  21065640 | PA      | $21289155.05  | 0.16%             | 2029-10-15      | Fixed         | 5.59%                 | 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      | $4838369.28   | 0.04%             | 2029-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Westlake Flooring Master Trust                             | Westlake Flooring Master Trust                                                  | CUSIP: 96043GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7603000 | PA      | $7635169.81   | 0.06%             | 2028-02-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        | 106319000 | PA      | $104456020.01 | 0.80%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                   | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |  34088000 | PA      | $33324918.99  | 0.26%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                     | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8F0<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  44357000 | PA      | $44379006.84  | 0.34%             | 2027-10-15      | Floating      | 5.03%                 | 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        |  12945000 | PA      | $13061105.00  | 0.10%             | 2028-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                                     | CUSIP: 02665WFV8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30016778.40  | 0.23%             | 2026-05-21      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                    | Jefferies Financial Group Inc                                                   | CUSIP: 47233WJG5<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |  22202000 | PA      | $22230182.77  | 0.17%             | 2026-03-16      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12260959 | PA      | $12242296.34  | 0.09%             | 2045-01-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                   | EQT Corp                                                                        | CUSIP: 26884LBG3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |  15668000 | PA      | $15964191.32  | 0.12%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                   | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   4038000 | PA      | $3807726.02   | 0.03%             | 2027-11-18      | Fixed         | 2.53%                 | 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        |  34020000 | PA      | $34014553.40  | 0.26%             | 2027-08-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                 | VMware LLC                                                                      | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   8207000 | PA      | $7904190.67   | 0.06%             | 2026-08-15      | Fixed         | 1.40%                 | 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      | $11167022.95  | 0.09%             | 2028-01-18      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                       | Glencore Funding LLC                                                            | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  15806000 | PA      | $15819178.73  | 0.12%             | 2026-10-01      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214KT32<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  38489000 | PA      | $38483643.49  | 0.29%             | 2025-06-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754KAA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    396876 | PA      | $396767.64    | 0.00%             | 2041-11-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                  | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27                     | CUSIP: 61690AAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19708033 | PA      | $19651466.73  | 0.15%             | 2047-12-15      | Fixed         | 3.47%                 | 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      | $19008075.00  | 0.15%             | 2048-07-15      | Floating      | 5.49%                 | 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        |  24302000 | PA      | $24430256.24  | 0.19%             | 2028-05-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                                    | Korea National Oil Corp                                                         | CUSIP: 50065LAG5<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |  12514000 | PA      | $12569724.84  | 0.10%             | 2027-04-03      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust 2016-NXS5                                 | CUSIP: 95000CAZ6<br>LEI: 549300SGFUCMB43V8P22 | Long             | ABS-MBS          | CORP              | US        |   1217901 | PA      | $1210645.63   | 0.01%             | 2059-01-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                           | First Investors Auto Owner Trust 2022-2                                         | CUSIP: 32058KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3403749 | PA      | $3412570.52   | 0.03%             | 2027-07-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                 | Affirm Asset Securitization Trust 2023-B                                        | CUSIP: 00792FAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14965000 | PA      | $15037834.66  | 0.12%             | 2028-09-15      | Fixed         | 6.82%                 | 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        |   4609955 | PA      | $4618626.38   | 0.04%             | 2044-03-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                 | Affirm Asset Securitization Trust 2023-B                                        | CUSIP: 00792FAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6710000 | PA      | $6749487.01   | 0.05%             | 2028-09-15      | Fixed         | 7.44%                 | 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      | $5484560.54   | 0.04%             | 2036-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                               | CUSIP: 404280CG2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   8933000 | PA      | $8931692.12   | 0.07%             | 2026-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                   | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668BU5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  22115000 | PA      | $22151804.89  | 0.17%             | 2025-09-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                   | Madison Park Funding XIV Ltd                                                    | CUSIP: 55818RBL9<br>LEI: 254900Q2IOW6JYPYIV98 | Long             | ABS-CBDO         | CORP              | KY        |  27991524 | PA      | $27961992.66  | 0.21%             | 2030-10-22      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                       | Verizon Master Trust                                                            | CUSIP: 92348KBZ5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |  12325000 | PA      | $12359593.81  | 0.09%             | 2028-09-08      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                   | Occidental Petroleum Corp                                                       | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  29129000 | PA      | $30799897.70  | 0.24%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                       | Las Vegas Sands Corp                                                            | CUSIP: 517834AH0<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |  38482000 | PA      | $38433862.87  | 0.29%             | 2025-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                             | Enterprise Fleet Financing 2025-2 LLC                                           | CUSIP: 29375TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  55000000 | PA      | $54970932.50  | 0.42%             | 2028-02-22      | Fixed         | 4.51%                 | 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        |   4960493 | PA      | $4955405.79   | 0.04%             | 2036-07-16      | Floating      | 5.54%                 | 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      | $26948189.35  | 0.21%             | 2026-12-08      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                      | Continental Resources Inc/OK                                                    | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   4625000 | PA      | $4439340.75   | 0.03%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce PLC                                            | Rolls-Royce PLC                                                                 | CUSIP: 77578JAB4<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |  51356000 | PA      | $51098054.22  | 0.39%             | 2025-10-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                | CITIBANK NA DDCA                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |    350230 | NS      | $350230.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Auto Receivables Trust                            | Citizens Auto Receivables Trust 2023-2                                          | CUSIP: 17295FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    556966 | PA      | $557350.51    | 0.00%             | 2026-10-15      | Fixed         | 6.09%                 | 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        |   4708000 | PA      | $4733122.83   | 0.04%             | 2028-11-15      | Fixed         | 5.63%                 | 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      | $21576935.78  | 0.17%             | 2027-09-10      | Floating      | 5.33%                 | 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      | $9374304.60   | 0.07%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                    | National Bank of Canada                                                         | CUSIP: 63307A3G8<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  30816000 | PA      | $30786470.57  | 0.24%             | 2027-03-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                                     | CUSIP: 02665WFC0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  26612000 | PA      | $26638163.59  | 0.20%             | 2027-03-12      | Floating      | 5.12%                 | 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      | $50205335.00  | 0.38%             | 2028-04-17      | Fixed         | 4.53%                 | 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        |  23988676 | PA      | $23692361.06  | 0.18%             | 2049-04-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                        | Brown & Brown Inc Term Loan                                                     | CUSIP: 11515HAH0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | LON              | CORP              | US        |  12500000 | PA      | $12546874.99  | 0.10%             | 2026-10-27      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                   | ONEOK Inc                                                                       | CUSIP: 29336UAF4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  10883000 | PA      | $10897931.48  | 0.08%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                             | Air Lease Corp                                                                  | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  13089000 | PA      | $12983559.47  | 0.10%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                            | CUSIP: 78016HZY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  35810000 | PA      | $35873268.75  | 0.27%             | 2027-07-23      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                         | Sonoco Products Co                                                              | CUSIP: 83549RTB0<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | STIV             | CORP              | US        |  17439000 | PA      | $17416460.09  | 0.13%             | 2025-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7245730 | PA      | $7241457.56   | 0.06%             | 2045-02-25      | Floating      | 5.32%                 | 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      | $4719199.94   | 0.04%             | 2027-08-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                      | Uber Technologies Inc                                                           | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  64031000 | PA      | $64689174.65  | 0.50%             | 2027-09-15      | Fixed         | 7.50%                 | 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      | $22320374.74  | 0.17%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                               | TICP CLO VII Ltd                                                                | CUSIP: 87248TAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  40000000 | PA      | $40037040.00  | 0.31%             | 2033-04-15      | Floating      | 5.56%                 | 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        |   4875000 | PA      | $4869960.71   | 0.04%             | 2045-01-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                    | Corebridge Global Funding                                                       | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   4440000 | PA      | $4497338.56   | 0.03%             | 2026-07-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| 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      | $18400056.80  | 0.14%             | 2027-08-20      | Fixed         | 1.38%                 | 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        |   9774820 | PA      | $9957636.53   | 0.08%             | 2027-10-15      | Fixed         | 5.88%                 | 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      | $44402887.26  | 0.34%             | 2027-03-18      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                      | Athene Global Funding                                                           | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  31103000 | PA      | $31195704.98  | 0.24%             | 2027-01-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                       | Public Storage Operating Co                                                     | CUSIP: 74460WAJ6<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |  13071000 | PA      | $13076858.95  | 0.10%             | 2025-07-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                    | BPCE SA                                                                         | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  46664000 | PA      | $46959804.96  | 0.36%             | 2027-01-18      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                     | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |  57950000 | PA      | $57343593.82  | 0.44%             | 2026-12-01      | Fixed         | 4.25%                 | 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        |  10372150 | PA      | $10200204.88  | 0.08%             | 2049-10-15      | Fixed         | 2.68%                 | 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        |   5641507 | PA      | $5528604.86   | 0.04%             | 2050-09-15      | Fixed         | 3.18%                 | 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        |  13194535 | PA      | $13194933.80  | 0.10%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Barings Loan Partners CLO Ltd. 3                           | Barings Loan Partners CLO Ltd 3                                                 | CUSIP: 06762QAQ0<br>LEI: 549300RUPLT0ZHQPBR47 | Long             | ABS-CBDO         | CORP              | KY        |  15640000 | PA      | $15577940.48  | 0.12%             | 2033-07-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                        | Macquarie Group Ltd                                                             | CUSIP: 55608JAR9<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |  14900000 | PA      | $14599874.52  | 0.11%             | 2027-01-12      | Fixed         | 1.34%                 | 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        |  46726152 | PA      | $46746122.85  | 0.36%             | 2027-09-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                   | Octane Receivables Trust 2024-1                                                 | CUSIP: 67571FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  22382698 | PA      | $22543031.80  | 0.17%             | 2030-05-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                                                  | DLLAA 2023-1 LLC                                                                | CUSIP: 23292HAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5951647 | PA      | $5961281.43   | 0.05%             | 2026-07-20      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                      | Athene Global Funding                                                           | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  30976000 | PA      | $31181637.58  | 0.24%             | 2026-02-23      | Fixed         | 5.68%                 | 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      | $18180522.25  | 0.14%             | 2035-01-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| DLLST LLC                                                  | DLLST 2024-1 LLC                                                                | CUSIP: 23346HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3362901 | PA      | $3365484.92   | 0.03%             | 2026-01-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                | Nutrien Ltd                                                                     | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |  10366000 | PA      | $10413126.22  | 0.08%             | 2025-11-07      | Fixed         | 5.95%                 | 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      | $30203583.00  | 0.23%             | 2028-02-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                            | CUSIP: 78017FZR7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  34533000 | PA      | $34563348.64  | 0.26%             | 2027-10-18      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                    | Hyundai Capital America                                                         | CUSIP: 44891ACF2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  26465000 | PA      | $26477515.83  | 0.20%             | 2025-06-26      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                               | Vontier Corp                                                                    | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |  14104000 | PA      | $13762166.99  | 0.11%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                        | Citigroup Commercial Mortgage Trust 2015-GC33                                   | CUSIP: 29425AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    605035 | PA      | $603866.24    | 0.00%             | 2058-09-10      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                 | Affirm Asset Securitization Trust 2024-A                                        | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12320000 | PA      | $12374350.91  | 0.09%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                      | Westlake Automobile Receivables Trust 2021-2                                    | CUSIP: 96042RAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6862377 | PA      | $6838112.59   | 0.05%             | 2026-12-15      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                    | National Australia Bank Ltd                                                     | CUSIP: 632525BM2<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  17634000 | PA      | $17670339.62  | 0.14%             | 2025-12-10      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                 | Mattel Inc                                                                      | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |  18168000 | PA      | $17902374.76  | 0.14%             | 2026-04-01      | Fixed         | 3.38%                 | 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        |   5957658 | PA      | $5955359.38   | 0.05%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680BR3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  34186000 | PA      | $34242683.81  | 0.26%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc Term Loan A5                                                       | CUSIP: 11134NAV7<br>LEI: 549300WV6GIDOZJTV909 | Long             | LON              | CORP              | US        |  44603000 | PA      | $44603000.00  | 0.34%             | 2028-08-15      | Floating      | 5.45%                 | 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      | $16827289.22  | 0.13%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                    | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  41161000 | PA      | $39611378.49  | 0.30%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                      | Athene Global Funding                                                           | CUSIP: 04685A2N0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5489572.39   | 0.04%             | 2025-06-29      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                             | Home Depot Inc/The                                                              | CUSIP: 437076CX8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  37331000 | PA      | $37477939.30  | 0.29%             | 2025-12-24      | Fixed         | 5.10%                 | 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        |  13880341 | PA      | $13901284.74  | 0.11%             | 2028-04-17      | Fixed         | 5.25%                 | 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      | $29954538.00  | 0.23%             | 2028-09-15      | Fixed         | 4.50%                 | 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      | $4971970.50   | 0.04%             | 2026-09-01      | Fixed         | 4.50%                 | 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        |  26006000 | PA      | $26003258.97  | 0.20%             | 2028-01-18      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                  | Chesapeake Funding II LLC                                                       | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |  19424093 | PA      | $19611039.95  | 0.15%             | 2036-05-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                           | Bain Capital Credit CLO 2021-1 Ltd                                              | CUSIP: 05684LAN5<br>LEI: 254900DHB4WS9ZL4ED63 | Long             | ABS-CBDO         | CORP              | KY        |   7325000 | PA      | $7283306.10   | 0.06%             | 2034-04-18      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE AMERICA LLC                                   | ENEL Finance America LLC Term Loan                                              | CUSIP: 000000000<br>LEI: 549300EGNLVUJX1DEC60 | Long             | LON              | CORP              | US        |  20285714 | PA      | $20311071.42  | 0.16%             | 2026-11-20      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                          | State Street Corp                                                               | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  16201000 | PA      | $16187510.40  | 0.12%             | 2027-10-22      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                         | Panama Government International Bond                                            | CUSIP: 698299AV6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |  18722000 | PA      | $19031849.10  | 0.15%             | 2026-01-29      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                    | Hyundai Capital America                                                         | CUSIP: 44891ACL9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  40797000 | PA      | $40841242.71  | 0.31%             | 2025-08-04      | Floating      | 5.49%                 | 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        |   7740600 | PA      | $7557706.65   | 0.06%             | 2050-04-14      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                    | Hyundai Capital America                                                         | CUSIP: 44891ACW5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  30859000 | PA      | $31084969.04  | 0.24%             | 2027-01-08      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                    | Corebridge Global Funding                                                       | CUSIP: 00138CBE7<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  42614000 | PA      | $42442440.30  | 0.33%             | 2028-01-07      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                        | Citigroup Commercial Mortgage Trust 2016-P3                                     | CUSIP: 29429CAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21525478 | PA      | $21151078.90  | 0.16%             | 2049-04-15      | Fixed         | 3.33%                 | 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        |  11097150 | PA      | $10890389.01  | 0.08%             | 2050-02-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                         | Regal Rexnord Corp                                                              | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        | 133298000 | PA      | $134017423.97 | 1.03%             | 2026-02-15      | Fixed         | 6.05%                 | 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        |  54875000 | PA      | $55348318.83  | 0.42%             | 2027-07-20      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                                     | CUSIP: 02665WEX5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  44151000 | PA      | $44215671.50  | 0.34%             | 2026-01-09      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                   | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  26484000 | PA      | $26130447.07  | 0.20%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                             | Enterprise Fleet Financing 2024-1 LLC                                           | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  28833952 | PA      | $29011868.64  | 0.22%             | 2030-03-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                     | Aviation Capital Group LLC                                                      | CUSIP: 05369AAD3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   7858000 | PA      | $7848472.41   | 0.06%             | 2025-08-01      | Fixed         | 4.12%                 | 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      | $10655425.32  | 0.08%             | 2034-07-24      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                 | TELUS Corp                                                                      | CUSIP: 87974PUB7<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | STIV             | CORP              | CA        |  48500000 | PA      | $48248477.25  | 0.37%             | 2025-07-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                      | Athene Global Funding                                                           | CUSIP: 04685A3U3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  26628000 | PA      | $26828615.09  | 0.21%             | 2027-03-25      | Floating      | 5.56%                 | 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        |   8367014 | PA      | $8398289.10   | 0.06%             | 2027-09-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAN0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  43667000 | PA      | $43728234.67  | 0.34%             | 2026-08-10      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| OZLM Funding Ltd                                           | OZLM Funding II Ltd                                                             | CUSIP: 67108BBU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14846828 | PA      | $14851548.92  | 0.11%             | 2031-07-30      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                            | Allegro CLO VII Ltd                                                             | CUSIP: 01750CAL7<br>LEI: 635400EBXLHIKFL2MP73 | Long             | ABS-CBDO         | CORP              | KY        |  17464584 | PA      | $17469422.10  | 0.13%             | 2031-06-13      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2A9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  21057000 | PA      | $21054951.15  | 0.16%             | 2025-06-06      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                    | National Bank of Canada                                                         | CUSIP: 63307A2Y0<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  41500000 | PA      | $41527929.92  | 0.32%             | 2027-03-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   8692000 | PA      | $8689624.56   | 0.07%             | 2026-08-11      | Fixed         | 4.72%                 | 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        |  17030136 | PA      | $16553296.04  | 0.13%             | 2027-05-01      | Fixed         | 3.38%                 | 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        |  15123750 | PA      | $15177121.64  | 0.12%             | 2044-08-25      | Floating      | 5.57%                 | 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      | $24696319.93  | 0.19%             | 2027-12-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO Ltd                                        | 522 Funding CLO 2020-6 Ltd                                                      | CUSIP: 33835AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  33280000 | PA      | $33232076.80  | 0.25%             | 2034-10-23      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Trust 2015-GC32                                          | CUSIP: 36250PAD7<br>LEI: 54930066YOFVQE068N73 | Long             | ABS-MBS          | CORP              | US        |   7267199 | PA      | $7255415.89   | 0.06%             | 2048-07-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                             | VStrong Auto Receivables Trust 2024-A                                           | CUSIP: 92891PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3397688 | PA      | $3402497.80   | 0.03%             | 2027-08-16      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                   | Vistra Operations Co LLC                                                        | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |  25883000 | PA      | $25405975.27  | 0.19%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                         | Discover Card Execution Note Trust                                              | CUSIP: 254683CW3<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |   9250000 | PA      | $9238782.53   | 0.07%             | 2027-07-15      | Fixed         | 3.56%                 | 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        |  53454000 | PA      | $54229654.96  | 0.42%             | 2028-07-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                        | COMM 2015-LC21 Mortgage Trust                                                   | CUSIP: 12593FBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    549007 | PA      | $548278.01    | 0.00%             | 2048-07-10      | Fixed         | 3.71%                 | 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        |   6532471 | PA      | $6573629.79   | 0.05%             | 2059-06-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                           | Bank of Montreal                                                                | CUSIP: 06368LWV4<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  43632000 | PA      | $43723034.24  | 0.33%             | 2025-09-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                             | Halliburton Co                                                                  | CUSIP: 406216BG5<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   2422000 | PA      | $2409504.78   | 0.02%             | 2025-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                             | CUSIP: 91282CHD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44087000 | PA      | $44087000.00  | 0.34%             | 2025-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBS8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   8790000 | PA      | $8813330.42   | 0.07%             | 2025-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                          | State Street Corp                                                               | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  11428000 | PA      | $11457693.26  | 0.09%             | 2028-04-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Baxter Intl Inc                                            | Baxter Intl Inc 2021 Delayed Draw Term Loan Tranche 2                           | CUSIP: 000000000<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | LON              | CORP              | US        |  15683891 | PA      | $15703495.44  | 0.12%             | 2026-09-30      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                  | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 40460JT23<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | STIV             | CORP              | US        |  15000000 | PA      | $15000000.00  | 0.11%             | 2025-06-02      | None          | 0.00%                 | 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        |  31694000 | PA      | $32364420.01  | 0.25%             | 2030-02-15      | Fixed         | 7.11%                 | 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        |  69367000 | PA      | $69876396.56  | 0.54%             | 2028-02-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  22316000 | PA      | $22313716.63  | 0.17%             | 2026-07-17      | Fixed         | 4.68%                 | 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        |  36470000 | PA      | $36613611.57  | 0.28%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967PY1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  50000000 | PA      | $50128370.50  | 0.38%             | 2028-05-07      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                   | Svenska Handelsbanken AB                                                        | CUSIP: 86959LAN3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  39406000 | PA      | $39763223.27  | 0.30%             | 2026-06-15      | Floating      | 5.60%                 | 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      | $26601107.54  | 0.20%             | 2026-07-31      | Floating      | 4.97%                 | 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      | $33084025.08  | 0.25%             | 2026-11-05      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                | Evergreen Credit Card Trust                                                     | CUSIP: 30023JCS5<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |  10000000 | PA      | $10041682.00  | 0.08%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                   | Octane Receivables Trust 2022-2                                                 | CUSIP: 67578XAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8028184.00   | 0.06%             | 2028-07-20      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                   | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAT7<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  22196000 | PA      | $22183772.67  | 0.17%             | 2027-11-15      | Floating      | 4.91%                 | 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        |  30105000 | PA      | $30342901.75  | 0.23%             | 2029-04-25      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                      | Bank of Ireland Group PLC                                                       | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |  57174000 | PA      | $57391432.72  | 0.44%             | 2026-09-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                         | Tricolor Auto Securitization Trust 2024-3                                       | CUSIP: 89617AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15315514 | PA      | $15324914.48  | 0.12%             | 2028-06-15      | Fixed         | 5.22%                 | 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        |  13910977 | PA      | $13857208.32  | 0.11%             | 2027-05-17      | Fixed         | 3.66%                 | 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        |  25056689 | PA      | $25217743.87  | 0.19%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                     | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  15470000 | PA      | $15464503.66  | 0.12%             | 2027-10-15      | Fixed         | 4.45%                 | 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      | $44508556.46  | 0.34%             | 2027-01-04      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                                     | CUSIP: 02665WFB2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  22201000 | PA      | $22216301.60  | 0.17%             | 2025-08-14      | Floating      | 4.95%                 | 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        |   4125915 | PA      | $4021090.14   | 0.03%             | 2028-01-10      | Fixed         | 1.09%                 | 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        |   9245000 | PA      | $9302901.44   | 0.07%             | 2028-09-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                   | FMC Corp                                                                        | CUSIP: 34410WT28<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | STIV             | CORP              | US        | 108866000 | PA      | $108866000.00 | 0.83%             | 2025-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                            | WEA Finance LLC                                                                 | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              |  | US        |   3977000 | PA      | $3851841.54   | 0.03%             | 2027-01-15      | Fixed         | 2.88%                 | 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        |   3900000 | PA      | $3924118.38   | 0.03%             | 2028-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214KTB4<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  11259000 | PA      | $11244785.51  | 0.09%             | 2025-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5762839 | PA      | $5795103.84   | 0.04%             | 2045-03-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                    | SCF Equipment Trust 2016-1 LLC                                                  | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  31800000 | PA      | $31850209.02  | 0.24%             | 2030-07-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                   | Mars Inc                                                                        | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  28818000 | PA      | $28858508.02  | 0.22%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                          | GXO Logistics Inc                                                               | CUSIP: 36262GAB7<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |  15777000 | PA      | $15195392.25  | 0.12%             | 2026-07-15      | Fixed         | 1.65%                 | 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      | $10942540.40  | 0.08%             | 2029-04-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                                    | Verdant Receivables 2024-1 LLC                                                  | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23675467 | PA      | $24019973.85  | 0.18%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                           | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |  11388000 | PA      | $11374171.55  | 0.09%             | 2026-09-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                  | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26                     | CUSIP: 61690VAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21985000 | PA      | $21860149.38  | 0.17%             | 2048-10-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                     | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PHU1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  43390000 | PA      | $43479098.33  | 0.33%             | 2027-09-11      | Floating      | 5.28%                 | 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      | $37717358.44  | 0.29%             | 2027-11-15      | Fixed         | 5.55%                 | 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        |  21207000 | PA      | $21447478.90  | 0.16%             | 2028-08-15      | Fixed         | 5.54%                 | 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        |  37331366 | PA      | $37319957.33  | 0.29%             | 2027-03-15      | Fixed         | 4.56%                 | 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      | $22647481.55  | 0.17%             | 2028-04-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                    | BPCE SA                                                                         | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  16014000 | PA      | $15422021.83  | 0.12%             | 2027-10-19      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                               | Discovery Communications LLC                                                    | CUSIP: 25471JT96<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | STIV             | CORP              | US        |  22074000 | PA      | $22051251.42  | 0.17%             | 2025-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                  | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27                     | CUSIP: 61690AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12000000 | PA      | $11929420.80  | 0.09%             | 2047-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                                       | KIND Trust 2021-KIND                                                            | CUSIP: 482606AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8806473 | PA      | $8685566.95   | 0.07%             | 2038-08-15      | Floating      | 5.40%                 | 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        |  10653000 | PA      | $10189031.60  | 0.08%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                               | Post CLO 2021-1 LTD                                                             | CUSIP: 73742FAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  50000000 | PA      | $49671150.00  | 0.38%             | 2034-10-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                   | Huntington National Bank/The                                                    | CUSIP: 44644MAL5<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |  40380000 | PA      | $40300119.07  | 0.31%             | 2028-04-12      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                    | Bayer US Finance II LLC                                                         | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   6459000 | PA      | $6435813.09   | 0.05%             | 2025-12-15      | Fixed         | 4.25%                 | 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      | $90749987.93  | 0.70%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                  | Prosus NV                                                                       | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |  44449000 | PA      | $44469867.03  | 0.34%             | 2025-07-21      | Fixed         | 5.50%                 | Yes           |                  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        |  25552172 | PA      | $25723207.60  | 0.20%             | 2028-02-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                           | Societe Generale SA                                                             | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  10512000 | PA      | $10316077.24  | 0.08%             | 2026-12-14      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                                    | Brighthouse Financial Global Funding                                            | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |  18238000 | PA      | $18479476.96  | 0.14%             | 2027-04-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  16543000 | PA      | $16523174.87  | 0.13%             | 2025-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   6677000 | PA      | $6679995.30   | 0.05%             | 2026-07-15      | Floating      | 4.84%                 | 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        |  40000000 | PA      | $40679256.00  | 0.31%             | 2029-09-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| BARDOT CLO LTD                                             | Bardot CLO Ltd                                                                  | CUSIP: 06744NBQ9<br>LEI: 549300KP12IHV6MTDK86 | Long             | ABS-CBDO         | CORP              | KY        |  26375591 | PA      | $26323921.04  | 0.20%             | 2032-10-22      | Floating      | 5.25%                 | 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        |   8566000 | PA      | $8385779.07   | 0.06%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                          | CF Industries Inc                                                               | CUSIP: 12527GAH6<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |  25315000 | PA      | $25240903.25  | 0.19%             | 2026-12-01      | Fixed         | 4.50%                 | 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      | $44418225.00  | 0.34%             | 2027-11-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                    | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  26412000 | PA      | $25807244.44  | 0.20%             | 2027-02-02      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                           | Carlyle Global Market Strategies CLO 2012-4 Ltd                                 | CUSIP: 14309YCA0<br>LEI: 549300R4G5ROMXQ5CG20 | Long             | ABS-CBDO         | CORP              | KY        |   6948556 | PA      | $6948563.15   | 0.05%             | 2032-04-22      | Floating      | 5.39%                 | 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      | $20157596.16  | 0.15%             | 2027-05-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                        | American Tower Corp                                                             | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |  37582000 | PA      | $36589683.74  | 0.28%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                  | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  25480000 | PA      | $24952872.82  | 0.19%             | 2027-01-13      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                  | Amgen Inc 2022 Term Loan                                                        | CUSIP: 03116HAP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | LON              | CORP              | US        |  57320000 | PA      | $57320000.00  | 0.44%             | 2025-12-22      | Floating      | 5.52%                 | 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      | $9021684.41   | 0.07%             | 2026-04-10      | Fixed         | 5.60%                 | 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      | $27774794.39  | 0.21%             | 2028-04-23      | Floating      | 5.63%                 | 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        |   7570309 | PA      | $7588550.76   | 0.06%             | 2027-05-17      | Fixed         | 5.65%                 | 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      | $24131913.10  | 0.18%             | 2034-10-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                | HONEYWELL INTERNATIONAL INC TERM LOAN A1                                        | CUSIP: 43852TCF0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | LON              | CORP              | US        |  65000000 | PA      | $65081250.00  | 0.50%             | 2027-05-07      | Floating      | 5.46%                 | 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      | $27303962.07  | 0.21%             | 2026-04-29      | Fixed         | 3.05%                 | 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        |   8450000 | PA      | $8473127.65   | 0.06%             | 2027-12-15      | Fixed         | 5.65%                 | 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        |  26320000 | PA      | $26318673.47  | 0.20%             | 2028-03-15      | Fixed         | 4.63%                 | 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      | $44260612.52  | 0.34%             | 2027-07-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                    | BPCE SA                                                                         | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  43834000 | PA      | $43319706.20  | 0.33%             | 2026-10-06      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                               | Ares XXXIV CLO Ltd                                                              | CUSIP: 04015GAX7<br>LEI: 549300VDFIIXSFET0S73 | Long             | ABS-CBDO         | CORP              | KY        |  50000000 | PA      | $50149000.00  | 0.38%             | 2033-04-17      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214KTP3<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  13202000 | PA      | $13163109.15  | 0.10%             | 2025-06-23      | None          | 0.00%                 | 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        |  24691673 | PA      | $24860435.47  | 0.19%             | 2027-06-21      | Fixed         | 5.79%                 | 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        |  30470000 | PA      | $30724153.32  | 0.24%             | 2030-03-22      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                           | Societe Generale SA                                                             | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  15000000 | PA      | $14533192.80  | 0.11%             | 2027-06-09      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                         | BMW US Capital LLC                                                              | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $13047506.81  | 0.10%             | 2026-08-13      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                          | NatWest Group PLC                                                               | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  14353000 | PA      | $13909824.57  | 0.11%             | 2027-06-14      | Fixed         | 1.64%                 | 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        |  19181000 | PA      | $19142937.22  | 0.15%             | 2028-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                      | OneMain Direct Auto Receivables Trust 2021-1                                    | CUSIP: 682687AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4840409 | PA      | $4800580.64   | 0.04%             | 2028-07-14      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                      | Westlake Automobile Receivables Trust 2023-4                                    | CUSIP: 96041AAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4259671 | PA      | $4268149.19   | 0.03%             | 2027-01-15      | Fixed         | 6.23%                 | 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      | $17722163.34  | 0.14%             | 2034-05-21      | Floating      | 5.37%                 | 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      | $46053798.71  | 0.35%             | 2028-05-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680BA0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   4295000 | PA      | $4265260.43   | 0.03%             | 2025-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                | PNC Bank NA                                                                     | CUSIP: 69353RFW3<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |  38927000 | PA      | $38943577.84  | 0.30%             | 2027-01-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                    | Hyundai Capital America                                                         | CUSIP: 44891ACS4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  40746000 | PA      | $40846761.19  | 0.31%             | 2025-11-03      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                   | Citizens Financial Group Inc                                                    | CUSIP: 174610AR6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |  26204000 | PA      | $25687234.58  | 0.20%             | 2026-07-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                    | CarMax Auto Owner Trust 2023-4                                                  | CUSIP: 14318XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2840036 | PA      | $2844237.28   | 0.02%             | 2026-12-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Notes                                           | CUSIP: 912828XL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 108360578 | PA      | $108297017.59 | 0.83%             | 2025-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                         | Macquarie Bank Ltd                                                              | CUSIP: 55608PBU7<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |  22238000 | PA      | $22392385.76  | 0.17%             | 2027-07-02      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                  | CUSIP: 05581KAA9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  17393000 | PA      | $17354918.72  | 0.13%             | 2025-09-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                    | CUSIP: 225401AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  13691000 | PA      | $13710534.73  | 0.11%             | 2026-07-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                             | Enterprise Fleet Financing 2021-2 LLC                                           | CUSIP: 29374YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1338444 | PA      | $1323565.98   | 0.01%             | 2027-05-20      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| Crestline Denali CLO XVII, LLC                             | Crestline Denali CLO XVII Ltd                                                   | CUSIP: 22616TAN6<br>LEI: 254900BNO2GIP36AKL73 | Long             | ABS-CBDO         | CORP              | KY        |  15009994 | PA      | $15014226.84  | 0.12%             | 2031-10-15      | Floating      | 5.39%                 | 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      | $24137058.09  | 0.18%             | 2026-03-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust                                            | BofA Auto Trust 2024-1                                                          | CUSIP: 09709AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6757000 | PA      | $6826542.37   | 0.05%             | 2028-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                           | Crown Castle Inc                                                                | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |  31552000 | PA      | $31516158.82  | 0.24%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                             | Capital One NA                                                                  | CUSIP: 25466AAJ0<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |  42609000 | PA      | $42016256.40  | 0.32%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                              | Aircastle Ltd                                                                   | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |  30251000 | PA      | $30233406.62  | 0.23%             | 2025-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                            | CFCRE Commercial Mortgage Trust 2016-C3                                         | CUSIP: 12531WBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25355000 | PA      | $25180691.98  | 0.19%             | 2048-01-10      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                        | Synchrony Financial                                                             | CUSIP: 87165BAG8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |  12903000 | PA      | $12894184.41  | 0.10%             | 2025-07-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                | Citibank NA                                                                     | CUSIP: 17325FBM9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  43762000 | PA      | $43733438.73  | 0.34%             | 2027-11-19      | Floating      | 5.06%                 | 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        |   7805000 | PA      | $7806923.15   | 0.06%             | 2044-10-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                    | CUSIP: 90351DAB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  26655000 | PA      | $26595561.22  | 0.20%             | 2025-09-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                   | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BZ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |  12980000 | PA      | $12996146.86  | 0.10%             | 2027-11-08      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer