# EDGAR Filing Document

**Accession Number:** 0000855396
**File Stem:** 0001752724-25-210834
**Filing Date:** 2025-8
**Character Count:** 397190
**Document Hash:** 749dd48185f2c4ef91fbbcfce8ebca58
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-210834.hdr.sgml**: 20250828

**ACCESSION NUMBER**: 0001752724-25-210834

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250828

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LORD ABBETT SERIES FUND INC
- **CENTRAL INDEX KEY:** 0000855396

**ORGANIZATION NAME:**
- **EIN:** 133536969
- **STATE OF INCORPORATION:** NY
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05876
- **FILM NUMBER:** 251269581

**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

### Short Duration Income Portfolio (Series ID: S000045029)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000139705 | Class VC     |  |

## 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 SERIES FUND INC

- **b. Investment Company Act file number:** 811-05876

- **c. CIK number of Registrant:** 0000855396

- **d. LEI of Registrant:** 549300MNKALF1QZZNY95

- **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

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

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

- **a. Name of Series:** Short Duration Income Portfolio

- **b. EDGAR series identifier (if any):** S000045029

- **c. LEI of Series:** 5493002ZQZTU4MLER510

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $152742028.56

**Total Liabilities:** $13921069.98

**Net Assets:** $138820958.58

**Delayed Delivery Securities:** $11890607.33

**Cash Not Reported:** $246516.16

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -522.49000000 | **1-Year:** -9726.04000000 | **5-Year:** -10640.07000000 | **10-Year:** -144.72000000 | **30-Year:** -1.42000000

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

- **3-Month:** -237.46000000 | **1-Year:** -2300.27000000 | **5-Year:** -3035.23000000 | **10-Year:** -112.48000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000139705 | 0.45%                | 0.30%                | 0.82%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $34945.56                | $29673.02                                  |
| Month 2  | $-51456.24               | $72906.69                                  |
| Month 3  | $69614.53                | $477127.71                                 |

**Designated Index Information**

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

- **Index Identifier:** BC706T

### Schedule of Portfolio Investments

| Name                                                 | Title                                                                                                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Nelnet Student Loan Trust                            | Nelnet Student Loan Trust 2021-A                                                                                                           | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     42648 | PA      | $40137.14     | 0.03%             | 2062-04-20      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                       | Synchrony Bank                                                                                                                             | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255018.68    | 0.18%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                              | Verdant Receivables 2025-1 LLC                                                                                                             | CUSIP: 92340GAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    345000 | PA      | $349601.20    | 0.25%             | 2033-05-12      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                             | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                                              | CUSIP: 709599AX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    271000 | PA      | $269873.21    | 0.19%             | 2027-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                     | LPL Holdings Inc                                                                                                                           | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     66000 | PA      | $67059.34     | 0.05%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2024-5C1                                                                                             | CUSIP: 95003VAC2<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $177527.91    | 0.13%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| AssuredPartners Inc                                  | AssuredPartners Inc 2024 Incremental Term Loan B5                                                                                          | CUSIP: 04621HAW3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |    354370 | PA      | $355658.42    | 0.26%             | 2031-02-14      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                             | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199798.47    | 0.14%             | 2025-08-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                                | Whistler Pipeline LLC                                                                                                                      | CUSIP: 96337RAA0<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    111000 | PA      | $112318.77    | 0.08%             | 2029-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Betony CLO 2, Ltd.                                   | Betony CLO 2 Ltd                                                                                                                           | CUSIP: 08763QAA0<br>LEI: 5493000QRX4XEMRJZO43 | Long             | ABS-CBDO         | CORP              | KY        |    146271 | PA      | $146482.86    | 0.11%             | 2031-04-30      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                             | Navoi Mining & Metallurgical Combinat                                                                                                      | CUSIP: 63890CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |    200000 | PA      | $204724.16    | 0.15%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                             | Western Midstream Operating LP                                                                                                             | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64994.53     | 0.05%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                             | BX Trust 2024-CNYN                                                                                                                         | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167849 | PA      | $168411.11    | 0.12%             | 2041-04-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                  | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    460000 | PA      | $457965.83    | 0.33%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust              | SG Commercial Mortgage Securities Trust 2019-787E                                                                                          | CUSIP: 78426RAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4149000 | PA      | $46976.18     | 0.03%             | 2041-02-15      | Variable      | 0.46%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                             | Jackson National Life Global Funding                                                                                                       | CUSIP: 46849LVB4<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149829.28    | 0.11%             | 2029-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                     | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    106482 | PA      | $106906.70    | 0.08%             | 2044-09-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                             | Charter Communications Operating LLC / Charter Communications Operating Capital                                                            | CUSIP: 161175CM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    123000 | PA      | $125389.04    | 0.09%             | 2026-11-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Estate Notes               | Greystone CRE Notes 2021-FL3 Ltd                                                                                                           | CUSIP: 39809PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     78375 | PA      | $78340.99     | 0.06%             | 2039-07-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                       | Mercedes-Benz Auto Lease Trust 2024-A                                                                                                      | CUSIP: 58770JAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $315529.10    | 0.23%             | 2030-02-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                   | Expand Energy Corp                                                                                                                         | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    278000 | PA      | $281501.69    | 0.20%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                         | Synopsys Inc                                                                                                                               | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    129000 | PA      | $130831.50    | 0.09%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2024-DNA1                                                                                                    | CUSIP: 35564NAW3<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | USGSE             | US        |    172702 | PA      | $173665.20    | 0.13%             | 2044-02-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41764.17     | 0.03%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                            | ONEOK Inc                                                                                                                                  | CUSIP: 682680CM3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    245000 | PA      | $250524.96    | 0.18%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    237000 | PA      | $237579.57    | 0.17%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                             | Octane Receivables Trust 2024-3                                                                                                            | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    418608 | PA      | $419969.34    | 0.30%             | 2030-05-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                             | Volkswagen Group of America Finance LLC                                                                                                    | CUSIP: 928668CE0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200964.86    | 0.14%             | 2026-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                               | UnitedHealth Group Inc                                                                                                                     | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25127.19     | 0.02%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                             | Madison Park Funding LVII Ltd                                                                                                              | CUSIP: 55822GAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    390000 | PA      | $390157.56    | 0.28%             | 2034-07-27      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                              | Canadian Natural Resources Ltd                                                                                                             | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     39000 | PA      | $39370.45     | 0.03%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                             | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    119000 | PA      | $122293.21    | 0.09%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                   | Ally Financial Inc                                                                                                                         | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    103000 | PA      | $103242.84    | 0.07%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                        | Citigroup Inc                                                                                                                              | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    318000 | PA      | $320324.91    | 0.23%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                             | South Bow USA Infrastructure Holdings LLC                                                                                                  | CUSIP: 83007CAA0<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    122000 | PA      | $122816.34    | 0.09%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                 | National Fuel Gas Co                                                                                                                       | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80862.80     | 0.06%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                               | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     84000 | PA      | $85383.99     | 0.06%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                          | Hertz Vehicle Financing III LP                                                                                                             | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255000 | PA      | $245345.73    | 0.18%             | 2027-12-27      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                | Stellantis Finance US Inc                                                                                                                  | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201704.83    | 0.15%             | 2028-03-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Palisades Center Trust                               | Palisades Center Trust 2016-PLSD                                                                                                           | CUSIP: 69640GAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77000 | PA      | $1067.09      | 0.00%             | 2033-04-13      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                               | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96783.53     | 0.07%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                               | Santander Holdings USA Inc                                                                                                                 | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     68000 | PA      | $65845.87     | 0.05%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                        | DTE Energy Co                                                                                                                              | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142809.13    | 0.10%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER                                | AG TTMT Escrow Issuer LLC                                                                                                                  | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $243506.06    | 0.18%             | 2027-09-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                             | Octane Receivables Trust 2024-2                                                                                                            | CUSIP: 67578YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80936 | PA      | $81686.46     | 0.06%             | 2032-07-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                             | Crowdstrike Holdings Inc                                                                                                                   | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |    171000 | PA      | $161892.78    | 0.12%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2024-DNA3                                                                                                    | CUSIP: 35564NEZ2<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | USGSE             | US        |     20465 | PA      | $20464.57     | 0.01%             | 2044-10-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                           | Flagship Credit Auto Trust 2023-1                                                                                                          | CUSIP: 337955AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120605 | PA      | $120639.97    | 0.09%             | 2027-08-16      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                    | National Grid PLC                                                                                                                          | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $72504.56     | 0.05%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                               | Protective Life Global Funding                                                                                                             | CUSIP: 74368CCC6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151945.73    | 0.11%             | 2030-06-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BX Trust                                             | BX Trust 2022-PSB                                                                                                                          | CUSIP: 05606DAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58630 | PA      | $58684.77     | 0.04%             | 2039-08-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                 | Matador Resources Co                                                                                                                       | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    243000 | PA      | $247961.54    | 0.18%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                             | Microchip Technology Inc                                                                                                                   | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     92000 | PA      | $93362.90     | 0.07%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                     | LPL Holdings Inc                                                                                                                           | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     91000 | PA      | $92164.30     | 0.07%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                             | Sumitomo Mitsui Financial Group Inc                                                                                                        | CUSIP: 86562MDB3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $208461.80    | 0.15%             | 2028-07-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                     | First National Master Note Trust                                                                                                           | CUSIP: 32113CCE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $239303.13    | 0.17%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                | Caesars Entertainment Inc                                                                                                                  | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32029.60     | 0.02%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    513000 | PA      | $511924.52    | 0.37%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                  | Macquarie Group Ltd                                                                                                                        | CUSIP: 55608JAK4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     28000 | PA      | $27489.59     | 0.02%             | 2028-11-28      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                   | F&G Global Funding                                                                                                                         | CUSIP: 30321L2E1<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    307000 | PA      | $307009.79    | 0.22%             | 2025-07-07      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                             | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                                         | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              |  | US        |    134000 | PA      | $130565.03    | 0.09%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds               | Dominican Republic International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    100000 | PA      | $101266.00    | 0.07%             | 2026-01-29      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                             | Boost Newco Borrower LLC 2025 USD Term Loan B                                                                                              | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |    324188 | PA      | $325403.20    | 0.23%             | 2031-01-31      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association             | Government National Mortgage Association                                                                                                   | CUSIP: 38379RRQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27679 | PA      | $24865.47     | 0.02%             | 2050-03-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                       | PSEG Power LLC                                                                                                                             | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $77587.54     | 0.06%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                  | American Express Co                                                                                                                        | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    116000 | PA      | $118479.21    | 0.09%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2024-DNA2                                                                                                    | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |    269150 | PA      | $270465.61    | 0.19%             | 2044-05-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                 | Range Resources Corp                                                                                                                       | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180292.18    | 0.13%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                   | Osaic Holdings Inc                                                                                                                         | CUSIP: 00791GAA5<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    203000 | PA      | $203616.92    | 0.15%             | 2027-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2024-5C29                                                                                                             | CUSIP: 05555PAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $200780.20    | 0.14%             | 2057-09-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust            | SFS Auto Receivables Securitization Trust 2024-3                                                                                           | CUSIP: 78436XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $120548.59    | 0.09%             | 2030-06-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                   | Viterra Finance BV                                                                                                                         | CUSIP: 92852LAC3<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $200665.62    | 0.14%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                         | Centene Corp                                                                                                                               | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    745000 | PA      | $734176.94    | 0.53%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                  | Exeter Automobile Receivables Trust 2025-2                                                                                                 | CUSIP: 30168JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95000 | PA      | $97624.89     | 0.07%             | 2031-07-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                             | Microchip Technology Inc                                                                                                                   | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79886.26     | 0.06%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                           | Air Canada                                                                                                                                 | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    178000 | PA      | $176325.75    | 0.13%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                  | Exeter Automobile Receivables Trust 2024-3                                                                                                 | CUSIP: 30165AAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $40930.08     | 0.03%             | 2030-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                    | Brown & Brown Inc                                                                                                                          | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39384.45     | 0.03%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    266000 | PA      | $265407.74    | 0.19%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HOLDINGS                             | Cleco Corporate Holdings LLC                                                                                                               | CUSIP: 18551PAC3<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86401.54     | 0.06%             | 2026-05-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                             | F&G Annuities & Life Inc                                                                                                                   | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $100600.15    | 0.07%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust                 | Toyota Auto Loan Extended Note Trust 2025-1                                                                                                | CUSIP: 891950AA5<br>LEI: 254900QVX5SBHB37FT67 | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $126872.98    | 0.09%             | 2038-05-25      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                 | Bayer US Finance LLC                                                                                                                       | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203325.61    | 0.15%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                   | CNO Global Funding                                                                                                                         | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144973.59    | 0.10%             | 2026-10-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                                                                                             | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76290.15     | 0.05%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                              | Hyundai Capital America                                                                                                                    | CUSIP: 44891ABX4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    121000 | PA      | $112017.83    | 0.08%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust               | Santander Drive Auto Receivables Trust 2025-1                                                                                              | CUSIP: 80288DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100933.38    | 0.07%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                      | Gen Digital Inc 2021 Term Loan A                                                                                                           | CUSIP: 66877AAC2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |    292780 | PA      | $292872.19    | 0.21%             | 2027-09-10      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                       | Rocket Cos Inc                                                                                                                             | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139000 | PA      | $141732.05    | 0.10%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust                           | Hudsons Bay Simon JV Trust 2015-HBS                                                                                                        | CUSIP: 44422PAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175143 | PA      | $23.41        | 0.00%             | 2034-08-05      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                     | ArcelorMittal SA                                                                                                                           | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    109000 | PA      | $113661.78    | 0.08%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                            | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050478<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    465000 | PA      | $468413.14    | 0.34%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                                                                                             | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126835.25    | 0.09%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust            | SFS Auto Receivables Securitization Trust 2023-1                                                                                           | CUSIP: 78398AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    169936 | PA      | $171094.11    | 0.12%             | 2028-10-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                                       | Ohio Edison Co                                                                                                                             | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $26364.83     | 0.02%             | 2029-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                             | Huntington Ingalls Industries Inc                                                                                                          | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    143000 | PA      | $133182.57    | 0.10%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                 | Atlas Warehouse Lending Co LP                                                                                                              | CUSIP: 049463AD4<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253215.30    | 0.18%             | 2028-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Corp Trust 2017-485l                                                                                                | CUSIP: 36252CAE2<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |   1590000 | PA      | $3440.97      | 0.00%             | 2037-02-10      | Variable      | 0.24%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                  | Exeter Automobile Receivables Trust 2023-1                                                                                                 | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $228938.13    | 0.16%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                           | US Bancorp                                                                                                                                 | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    126000 | PA      | $128641.35    | 0.09%             | 2030-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: B86374056 IRS USD R V 12MSOFR 486374058 CCPOIS / Short: B86374056 IRS USD P F  3.54573 486374057 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1490000 | OU      | $-6730.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                                     | Triton Container International Ltd                                                                                                         | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    196000 | PA      | $191969.08    | 0.14%             | 2026-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                   | BMO 2023-5C2 Mortgage Trust                                                                                                                | CUSIP: 05610QAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $118024.10    | 0.09%             | 2056-11-15      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                               | Lendmark Funding Trust 2021-2                                                                                                              | CUSIP: 52604DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $247723.29    | 0.18%             | 2032-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                   | Energy Transfer LP                                                                                                                         | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    183000 | PA      | $185963.77    | 0.13%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                 | Glencore Funding LLC                                                                                                                       | CUSIP: 378272AQ1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33564.02     | 0.02%             | 2027-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                      | CSAIL 2016-C6 Commercial Mortgage Trust                                                                                                    | CUSIP: 12636MAG3<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |    571906 | PA      | $2702.54      | 0.00%             | 2049-01-15      | Variable      | 2.02%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                             | Warnermedia Holdings Inc                                                                                                                   | CUSIP: 55903VBB8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    105000 | PA      | $84525.00     | 0.06%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                    | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202890.75    | 0.15%             | 2027-08-14      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                             | Lloyds Banking Group PLC                                                                                                                   | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199838.31    | 0.14%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| LBA Trust                                            | LBA Trust 2024-7IND                                                                                                                        | CUSIP: 52109XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90000 | PA      | $90207.27     | 0.06%             | 2041-10-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                          | KeyBank NA/Cleveland OH                                                                                                                    | CUSIP: 49327M3G7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249905.70    | 0.18%             | 2026-01-26      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AEGON FUNDING CO LLC                                 | AEGON Funding Co LLC                                                                                                                       | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |    231000 | PA      | $233900.09    | 0.17%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                   | Dominican Republic International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     66667 | PA      | $69221.67     | 0.05%             | 2027-04-20      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                   | RGA Global Funding                                                                                                                         | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     94000 | PA      | $97066.06     | 0.07%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                               | Anglo American Capital PLC                                                                                                                 | CUSIP: 034863AU4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200089.47    | 0.14%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                             | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                  | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    156000 | PA      | $161139.05    | 0.12%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                             | Jaguar Land Rover Automotive PLC                                                                                                           | CUSIP: 47010BAJ3<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $400601.60    | 0.29%             | 2025-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                               | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                      | CUSIP: 013092AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143000 | PA      | $141166.47    | 0.10%             | 2026-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds               | Romania Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    222000 | PA      | $222397.66    | 0.16%             | 2027-11-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORP                                           | Intel Corp                                                                                                                                 | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     73000 | PA      | $72057.30     | 0.05%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                | Helmerich & Payne Inc                                                                                                                      | CUSIP: 423452AJ0<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    151000 | PA      | $144142.88    | 0.10%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                   | BMO 2024-5C5 Mortgage Trust                                                                                                                | CUSIP: 05593RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $208726.88    | 0.15%             | 2057-02-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                               | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73344.86     | 0.05%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GREENKO DUTCH BV                                     | Greenko Dutch BV                                                                                                                           | CUSIP: 39530LAD2<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |    193600 | PA      | $190263.30    | 0.14%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                              | Dryden 95 CLO Ltd                                                                                                                          | CUSIP: 262487AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    440000 | PA      | $440085.80    | 0.32%             | 2034-08-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association             | Government National Mortgage Association                                                                                                   | CUSIP: 38379RMC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10210 | PA      | $9070.45      | 0.01%             | 2057-12-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                         | Illumina Inc                                                                                                                               | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     82000 | PA      | $82119.00     | 0.06%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                   | F&G Global Funding                                                                                                                         | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    332000 | PA      | $322824.78    | 0.23%             | 2026-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                               | Aviation Capital Group LLC                                                                                                                 | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    119000 | PA      | $116012.32    | 0.08%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                       | EPR Properties                                                                                                                             | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |     70000 | PA      | $69674.78     | 0.05%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                      | Danske Bank A/S                                                                                                                            | CUSIP: 23636AAZ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $198777.84    | 0.14%             | 2026-09-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                             | Permian Resources Operating LLC                                                                                                            | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    205000 | PA      | $205259.63    | 0.15%             | 2026-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                         | Barclays PLC                                                                                                                               | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204348.23    | 0.15%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                            | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                                                                                | CUSIP: 61766RBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    735245 | PA      | $7428.92      | 0.01%             | 2049-11-15      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                             | Equitable America Global Funding                                                                                                           | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |     76000 | PA      | $76462.58     | 0.06%             | 2028-06-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                              | Dell International LLC / EMC Corp                                                                                                          | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62738.95     | 0.05%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                | KKR CLO 23 Ltd                                                                                                                             | CUSIP: 48252YAQ2<br>LEI: 549300ULSPVDFXMNXZ65 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400344.40    | 0.29%             | 2031-10-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS                                         | NMI Holdings Inc                                                                                                                           | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35957.25     | 0.03%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                               | HAT Holdings I LLC / HAT Holdings II LLC                                                                                                   | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    167000 | PA      | $174194.19    | 0.13%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                              | GA Global Funding Trust                                                                                                                    | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194687.56    | 0.14%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                             | Macquarie Airfinance Holdings Ltd                                                                                                          | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     34000 | PA      | $34004.52     | 0.02%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                                          | Columbia Cent CLO 31 Ltd                                                                                                                   | CUSIP: 19737LAS2<br>LEI: 5493007YZPNOMQEILE23 | Long             | ABS-CBDO         | CORP              | KY        |    320000 | PA      | $318626.88    | 0.23%             | 2034-04-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                               | Standard Chartered PLC                                                                                                                     | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203087.48    | 0.15%             | 2027-07-06      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                         | Calpine Corp                                                                                                                               | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    136000 | PA      | $135932.63    | 0.10%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                     | CARLYLE US CLO 2019-1 LTD                                                                                                                  | CUSIP: 14316BAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    193955 | PA      | $194100.09    | 0.14%             | 2031-04-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2019-C50                                                                                             | CUSIP: 95001XBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30000 | PA      | $28819.80     | 0.02%             | 2052-05-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                             | Permian Resources Operating LLC                                                                                                            | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    296000 | PA      | $302845.00    | 0.22%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                 | Flutter Treasury DAC                                                                                                                       | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $206134.60    | 0.15%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TCI-Flatiron CLO Ltd                                 | TCI-Flatiron Clo 2018-1 Ltd                                                                                                                | CUSIP: 87232AAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     74962 | PA      | $75031.81     | 0.05%             | 2032-01-29      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                             | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     33000 | PA      | $34426.68     | 0.02%             | 2028-05-04      | Fixed         | 6.38%                 | 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        |    106250 | PA      | $106007.28    | 0.08%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL                               | Mutual of Omaha Cos Global Funding                                                                                                         | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76469.48     | 0.06%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                     | GGAM Finance Ltd                                                                                                                           | CUSIP: 36170JAB2<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    212000 | PA      | $214323.94    | 0.15%             | 2026-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                 | Glencore Funding LLC                                                                                                                       | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88990.28     | 0.06%             | 2028-10-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                             | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                                         | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              |  | US        |    334000 | PA      | $334089.01    | 0.24%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                 | National Fuel Gas Co                                                                                                                       | CUSIP: 636180BP5<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     82000 | PA      | $82048.27     | 0.06%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                     | DT Midstream Inc                                                                                                                           | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    351000 | PA      | $339231.16    | 0.24%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                            | Boeing Co/The                                                                                                                              | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     38000 | PA      | $36182.88     | 0.03%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                   | Regal Rexnord Corp                                                                                                                         | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    158000 | PA      | $165579.43    | 0.12%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| SODEXO INC                                           | Sodexo Inc                                                                                                                                 | CUSIP: 833794AC4<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203265.24    | 0.15%             | 2030-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                          | Swedbank AB                                                                                                                                | CUSIP: 870195AD6<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $202203.78    | 0.15%             | 2029-11-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                | GM Financial Automobile Leasing Trust 2025-1                                                                                               | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151072.38    | 0.11%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                               | GE HealthCare Technologies Inc                                                                                                             | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38567.99     | 0.03%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust               | Santander Drive Auto Receivables Trust 2023-3                                                                                              | CUSIP: 80285XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $127056.31    | 0.09%             | 2030-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                                       | Romark CLO Ltd                                                                                                                             | CUSIP: 77587UAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     54373 | PA      | $54402.91     | 0.04%             | 2030-10-23      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                         | ING Groep NV                                                                                                                               | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    252000 | PA      | $256683.35    | 0.18%             | 2027-09-11      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                    | Rakuten Group Inc                                                                                                                          | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $272029.85    | 0.20%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2022-HQA3                                                                                                    | CUSIP: 35564KE39<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | USGSE             | US        |     47528 | PA      | $48420.30     | 0.03%             | 2042-08-25      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                             | Macquarie Airfinance Holdings Ltd                                                                                                          | CUSIP: 55609NAB4<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    357000 | PA      | $373637.99    | 0.27%             | 2029-03-30      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                         | ARES LX CLO LTD                                                                                                                            | CUSIP: 04018FAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    275000 | PA      | $275268.68    | 0.20%             | 2034-07-18      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                     | LPL Holdings Inc                                                                                                                           | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    145000 | PA      | $154694.83    | 0.11%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                           | Intel Corp                                                                                                                                 | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     64000 | PA      | $58495.86     | 0.04%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| XPO INC                                              | XPO Inc                                                                                                                                    | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    194000 | PA      | $197260.56    | 0.14%             | 2028-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                              | Hyundai Capital America                                                                                                                    | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    128000 | PA      | $133103.39    | 0.10%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                 | Las Vegas Sands Corp                                                                                                                       | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    212000 | PA      | $209263.80    | 0.15%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                             | Aon Corp                                                                                                                                   | CUSIP: 037389AK9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105144.50    | 0.08%             | 2027-01-01      | Fixed         | 8.21%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2025-5C3                                                                                             | CUSIP: 95004JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $317062.38    | 0.23%             | 2058-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                             | Western Midstream Operating LP                                                                                                             | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40844.15     | 0.03%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                         | CSMC 2014-USA OA LLC                                                                                                                       | CUSIP: 12649AAE9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    978382 | PA      | $1124.94      | 0.00%             | 2037-09-15      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                             | Octane Receivables Trust 2022-2                                                                                                            | CUSIP: 67578XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7774 | PA      | $7776.15      | 0.01%             | 2028-02-22      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust 2015-GS1                                                                                                      | CUSIP: 36252AAF3<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |   1082000 | PA      | $895.73       | 0.00%             | 2048-11-10      | Variable      | 0.31%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Company LLC            | Corpay Technologies Operating Company LLC Term Loan B5                                                                                     | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |    333751 | PA      | $334167.80    | 0.24%             | 2028-04-28      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated                    | Elanco Animal Health Inc Term Loan B                                                                                                       | CUSIP: 28414BAF3<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |    337629 | PA      | $337715.03    | 0.24%             | 2027-08-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                             | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     68000 | PA      | $66317.81     | 0.05%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank5                                                | BANK5 2024-5YR8                                                                                                                            | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $156634.38    | 0.11%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                         | Huntington Bank Auto Credit-Linked Notes Series 2024-1                                                                                     | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    146745 | PA      | $149306.77    | 0.11%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                               | Aviation Capital Group LLC                                                                                                                 | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    132000 | PA      | $129931.98    | 0.09%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                             | Lloyds Banking Group PLC                                                                                                                   | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203074.36    | 0.15%             | 2027-08-07      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                            | Boeing Co/The                                                                                                                              | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95748.57     | 0.07%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                              | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54256.62     | 0.04%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                | AMMC CLO 23 Ltd                                                                                                                            | CUSIP: 00177JBJ3<br>LEI: 549300ICO4ZE2FVC2Y46 | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $450022.50    | 0.32%             | 2035-04-17      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                      | Danske Bank A/S                                                                                                                            | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $199349.71    | 0.14%             | 2028-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                 | Enel Finance International NV                                                                                                              | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $203793.14    | 0.15%             | 2029-06-26      | Fixed         | 5.12%                 | 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        |    310000 | PA      | $311797.04    | 0.22%             | 2027-06-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                   | Coterra Energy Inc                                                                                                                         | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     76000 | PA      | $75293.60     | 0.05%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                               | HAT Holdings I LLC / HAT Holdings II LLC                                                                                                   | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $284035.30    | 0.20%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                     | Societe Generale SA                                                                                                                        | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    222000 | PA      | $224304.11    | 0.16%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust               | Santander Drive Auto Receivables Trust 2024-3                                                                                              | CUSIP: 80287LAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $111708.32    | 0.08%             | 2029-09-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                             | Lincoln Financial Global Funding                                                                                                           | CUSIP: 53359KAA9<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    106000 | PA      | $108986.84    | 0.08%             | 2030-01-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                            | IQVIA Inc                                                                                                                                  | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199454.56    | 0.14%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                  | Citigroup Commercial Mortgage Trust 2016-GC36                                                                                              | CUSIP: 17324TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $306101.66    | 0.22%             | 2049-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BANK GA                                      | Synovus Bank/Columbus GA                                                                                                                   | CUSIP: 87164DSE1<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247669.93    | 0.18%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Newark BSL CLO 1 Ltd.                                | Newark BSL CLO 1 Ltd                                                                                                                       | CUSIP: 65023TAJ1<br>LEI: 549300R0C043JWD1XY94 | Long             | ABS-CBDO         | CORP              | KY        |     36307 | PA      | $36334.29     | 0.03%             | 2029-12-21      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                 | Bayer US Finance LLC                                                                                                                       | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210061.61    | 0.15%             | 2029-01-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                  | Buckeye Partners LP                                                                                                                        | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    181000 | PA      | $179001.06    | 0.13%             | 2026-12-01      | Fixed         | 3.95%                 | 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        |    188000 | PA      | $188158.48    | 0.14%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Setanta Aircraft Leasing Designated Activity Company | Setanta Aircraft Leasing Designated Activity Company 2024 Term Loan B                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |     93827 | PA      | $94463.62     | 0.07%             | 2028-11-05      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                   | Viterra Finance BV                                                                                                                         | CUSIP: 92852LAA7<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |    411000 | PA      | $402337.50    | 0.29%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust               | Santander Drive Auto Receivables Trust 2022-6                                                                                              | CUSIP: 802918AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    317208 | PA      | $317383.59    | 0.23%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                             | Neuberger Berman Loan Advisers Clo 51 Ltd                                                                                                  | CUSIP: 64135BAL3<br>LEI: 549300E2R8NH2QE50368 | Long             | ABS-CBDO         | CORP              | JE        |    300000 | PA      | $300310.20    | 0.22%             | 2036-10-23      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                           | Affirm Asset Securitization Trust 2023-B                                                                                                   | CUSIP: 00792FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $180658.94    | 0.13%             | 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        |     95009 | PA      | $94995.04     | 0.07%             | 2027-11-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                                                                              | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    455000 | PA      | $445615.63    | 0.32%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                               | VICI Properties LP / VICI Note Co Inc                                                                                                      | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              |  | US        |    178000 | PA      | $175337.02    | 0.13%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                                   | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    458000 | PA      | $456791.44    | 0.33%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                            | MSBAM                                                                                                                                      | CUSIP: 61778GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $207995.76    | 0.15%             | 2058-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                           | Navient Private Education Refi Loan Trust 2021-C                                                                                           | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89086 | PA      | $80239.50     | 0.06%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| HERBALIFE/HLF FINANCING                              | Herbalife Nutrition Ltd / HLF Financing Inc                                                                                                | CUSIP: 42704MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    227000 | PA      | $227897.10    | 0.16%             | 2025-09-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MARS INC                                             | Mars Inc                                                                                                                                   | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    191000 | PA      | $193590.70    | 0.14%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Parallel Ltd                                         | Parallel 2023-1 Ltd                                                                                                                        | CUSIP: 69915NAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $350262.50    | 0.25%             | 2036-07-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                     | Crown Castle Inc                                                                                                                           | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     70000 | PA      | $70447.43     | 0.05%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                     | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    142311 | PA      | $142157.24    | 0.10%             | 2044-07-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                 | Verizon Master Trust                                                                                                                       | CUSIP: 92348KDJ9<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100400.08    | 0.07%             | 2032-08-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                             | FirstEnergy Pennsylvania Electric Co                                                                                                       | CUSIP: 708696CA5<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65159.47     | 0.05%             | 2026-03-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                  | Affirm Master Trust                                                                                                                        | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $146191.86    | 0.11%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                    | NatWest Group PLC                                                                                                                          | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201787.66    | 0.15%             | 2027-03-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                              | Royal Caribbean Cruises Ltd                                                                                                                | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     75000 | PA      | $75312.30     | 0.05%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                             | Sammons Financial Group Global Funding                                                                                                     | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64967.67     | 0.05%             | 2028-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    410000 | PA      | $412194.14    | 0.30%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                  | NCL Corp Ltd                                                                                                                               | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    109000 | PA      | $109530.03    | 0.08%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                | Uber Technologies Inc                                                                                                                      | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    478000 | PA      | $475522.23    | 0.34%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                     | LPL Holdings Inc                                                                                                                           | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    169000 | PA      | $164214.09    | 0.12%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                              | Hyundai Capital America                                                                                                                    | CUSIP: 44891ACG0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    121000 | PA      | $122240.38    | 0.09%             | 2026-06-26      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                         | New Gold Inc                                                                                                                               | CUSIP: 644535AH9<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $250915.25    | 0.18%             | 2027-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust               | Santander Drive Auto Receivables Trust 2023-1                                                                                              | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    527000 | PA      | $530138.60    | 0.38%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust        | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                                                                             | CUSIP: 46642MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $46200.00     | 0.03%             | 2027-06-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                                    | Triumph Group Inc                                                                                                                          | CUSIP: 896818AU5<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |    379000 | PA      | $396307.04    | 0.29%             | 2028-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                  | COMM 2014-UBS5 Mortgage Trust                                                                                                              | CUSIP: 12592KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $21.00        | 0.00%             | 2047-09-10      | Variable      | 0.36%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    169000 | PA      | $170454.57    | 0.12%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                              | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    191000 | PA      | $192562.73    | 0.14%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                              | Nissan Motor Acceptance Co LLC                                                                                                             | CUSIP: 65480CAE5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    229000 | PA      | $231797.93    | 0.17%             | 2026-09-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUND TRUST II                              | Alexander Funding Trust II                                                                                                                 | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $320935.87    | 0.23%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                             | Virgin Media Bristol LLC USD Term Loan N                                                                                                   | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    275000 | PA      | $271849.88    | 0.20%             | 2028-01-31      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                       | Mariner Finance Issuance Trust 2021-B                                                                                                      | CUSIP: 56847JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305000 | PA      | $291512.56    | 0.21%             | 2036-11-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: B86374134 IRS USD R V 12MSOFR 486374136 CCPOIS / Short: B86374134 IRS USD P F  3.49270 486374135 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   5470000 | OU      | $-13089.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                             | Volkswagen Group of America Finance LLC                                                                                                    | CUSIP: 928668BV3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202234.40    | 0.15%             | 2026-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                         | AES Corp/The                                                                                                                               | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    136000 | PA      | $139012.56    | 0.10%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                           | LAD Auto Receivables Trust 2024-3                                                                                                          | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $130348.78    | 0.09%             | 2029-03-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                          | BNP Paribas SA                                                                                                                             | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    214000 | PA      | $207777.53    | 0.15%             | 2028-01-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA                             | Trans-Allegheny Interstate Line Co                                                                                                         | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $27483.14     | 0.02%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III                               | Fresenius Medical Care US Finance III Inc                                                                                                  | CUSIP: 35805BAA6<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144147.84    | 0.10%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                              | Brighthouse Financial Global Funding                                                                                                       | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    256217 | PA      | $249288.95    | 0.18%             | 2026-05-24      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                             | Vertiv Group Corporation 2024 Term Loan B                                                                                                  | CUSIP: 92537EAF5<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |    148440 | PA      | $148768.55    | 0.11%             | 2027-03-02      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                              | Hungary Government International Bond                                                                                                      | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $202074.42    | 0.15%             | 2030-09-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                             | Jackson National Life Global Funding                                                                                                       | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    181000 | PA      | $182177.43    | 0.13%             | 2028-06-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                           | Mattel Inc                                                                                                                                 | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351138.55    | 0.25%             | 2027-12-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Annisa CLO Ltd                                       | Annisa CLO Ltd 2016-2                                                                                                                      | CUSIP: 036011AS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    390000 | PA      | $390216.45    | 0.28%             | 2031-07-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                             | Citizens Financial Group Inc                                                                                                               | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    119000 | PA      | $120621.07    | 0.09%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                             | BX Commercial Mortgage Trust 2021-XL2                                                                                                      | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59498 | PA      | $59506.61     | 0.04%             | 2038-10-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                             | First Citizens BancShares Inc/NC                                                                                                           | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    192000 | PA      | $193062.56    | 0.14%             | 2031-03-12      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                    | NSTAR Electric Co                                                                                                                          | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29505.30     | 0.02%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                             | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                                               | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    272000 | PA      | $271837.43    | 0.20%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                             | EQT Corp                                                                                                                                   | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    243000 | PA      | $239305.33    | 0.17%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                | Truist Financial Corp                                                                                                                      | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     69000 | PA      | $71082.18     | 0.05%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust                      | M&T Bank Auto Receivables Trust 2025-1                                                                                                     | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101228.57    | 0.07%             | 2030-06-17      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                              | JP Morgan REPO 4.37% 7-1-2025                                                                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | RA               | CORP              | US        |    486000 | PA      | $486000.00    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| VIPER ENERGY INC                                     | Viper Energy Inc                                                                                                                           | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |    197000 | PA      | $197343.36    | 0.14%             | 2027-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                              | Dryden 43 Senior Loan Fund                                                                                                                 | CUSIP: 26245CBQ5<br>LEI: 5493002P75UIPU4MC757 | Long             | ABS-CBDO         | CORP              | KY        |    680000 | PA      | $680510.00    | 0.49%             | 2034-04-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    275000 | PA      | $285929.60    | 0.21%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Buckhorn Park CLO, Ltd.                              | Buckhorn Park CLO Ltd                                                                                                                      | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $399545.60    | 0.29%             | 2034-07-18      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                        | Boeing Co/The                                                                                                                              | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    231000 | PA      | $237751.42    | 0.17%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                             | California Resources Corp                                                                                                                  | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125593.50    | 0.09%             | 2026-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                             | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                                        | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    423000 | PA      | $412822.41    | 0.30%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                              | Gulfport Energy Operating Corp                                                                                                             | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    197000 | PA      | $202142.23    | 0.15%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING                             | Capital Power US Holdings Inc                                                                                                              | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    119000 | PA      | $120636.00    | 0.09%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Bank5                                                | BANK5 2025-5YR14                                                                                                                           | CUSIP: 06604MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    670000 | PA      | $698036.02    | 0.50%             | 2058-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                               | CNH Industrial Capital LLC                                                                                                                 | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62477.17     | 0.05%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Corp Trust 2021-ROSS                                                                                                | CUSIP: 36264YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94011.40     | 0.07%             | 2026-05-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                               | Lumen Technologies Inc 2024 Extended Term Loan B2                                                                                          | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    294000 | PA      | $290763.06    | 0.21%             | 2030-04-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                   | Royalty Pharma PLC                                                                                                                         | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     79000 | PA      | $80680.82     | 0.06%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                             | United Wholesale Mortgage LLC                                                                                                              | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150079.07    | 0.11%             | 2025-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                  | Sprint Capital Corp                                                                                                                        | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    190000 | PA      | $204019.39    | 0.15%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                              | BPCE SA                                                                                                                                    | CUSIP: 05578QAE3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $200080.21    | 0.14%             | 2026-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust                      | M&T Bank Auto Receivables Trust 2024-1                                                                                                     | CUSIP: 55286TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    320000 | PA      | $323996.93    | 0.23%             | 2032-02-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                     | LPL Holdings Inc                                                                                                                           | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47908.12     | 0.03%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                            | Towd Point Mortgage Trust 2019-HY1                                                                                                         | CUSIP: 89177EAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $135185.35    | 0.10%             | 2048-10-25      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                | Athene Global Funding                                                                                                                      | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    138000 | PA      | $140357.75    | 0.10%             | 2027-03-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                              | Crescent Energy Finance LLC                                                                                                                | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    411000 | PA      | $428687.36    | 0.31%             | 2028-02-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                             | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    110000 | PA      | $104431.12    | 0.08%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TRINITY INDUSTRIES INC                               | Trinity Industries Inc                                                                                                                     | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |    218000 | PA      | $227191.10    | 0.16%             | 2028-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                  | Nissan Auto Receivables 2025-A Owner Trust                                                                                                 | CUSIP: 65481GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90000 | PA      | $90967.71     | 0.07%             | 2029-12-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                               | US 2YR NOTE (CBT) SEP25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       298 | NC      | $239054.45    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Auto Lease Trust                         | Ford Credit Auto Lease Trust 2025-A                                                                                                        | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $231929.86    | 0.17%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                               | UnitedHealth Group Inc                                                                                                                     | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     91000 | PA      | $91489.59     | 0.07%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                 | National Fuel Gas Co                                                                                                                       | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    111000 | PA      | $114142.18    | 0.08%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                             | Hess Midstream Operations LP                                                                                                               | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $49761.02     | 0.04%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                | Amrize Finance US LLC                                                                                                                      | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65903.32     | 0.05%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                  | Ashtead Capital Inc                                                                                                                        | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199270.04    | 0.14%             | 2027-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                | Westlake Automobile Receivables Trust 2024-2                                                                                               | CUSIP: 96042YAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $142692.54    | 0.10%             | 2030-04-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                             | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                             | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    237000 | PA      | $237351.95    | 0.17%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                   | Southwest Gas Corp                                                                                                                         | CUSIP: 845011AH8<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81879.86     | 0.06%             | 2028-03-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                     | HF Sinclair Corp                                                                                                                           | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    201000 | PA      | $201097.97    | 0.14%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                     | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20755DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    182667 | PA      | $186832.04    | 0.13%             | 2042-07-25      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                | Continental Resources Inc/OK                                                                                                               | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    209000 | PA      | $206148.51    | 0.15%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                | Jackson Financial Inc                                                                                                                      | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46631.20     | 0.03%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                | Helmerich & Payne Inc                                                                                                                      | CUSIP: 423452AH4<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    102000 | PA      | $101147.86    | 0.07%             | 2027-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARL                                     | Hazine Mustesarligi Varlik Kiralama AS                                                                                                     | CUSIP: 000000000<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $199282.14    | 0.14%             | 2026-06-22      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                            | Boeing Co/The                                                                                                                              | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    106000 | PA      | $103063.18    | 0.07%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                  | Buckeye Partners LP 2024 Term Loan B5                                                                                                      | CUSIP: 11823LAP0<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |     40547 | PA      | $40647.94     | 0.03%             | 2026-11-01      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                        | DTE Energy Co                                                                                                                              | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38570.52     | 0.03%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                  | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QBW1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    109000 | PA      | $107595.54    | 0.08%             | 2026-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                              | Hyundai Capital America                                                                                                                    | CUSIP: 44891ADV6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    128000 | PA      | $128948.81    | 0.09%             | 2028-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                               | Canyon CLO 2020-2 Ltd                                                                                                                      | CUSIP: 13876NAW3<br>LEI: 2549001ZLWJBJYTM8I33 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $397765.60    | 0.29%             | 2034-10-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| SITIO ROYAL OP / SIT FIN                             | Sitio Royalties Operating Partnership LP / Sitio Finance Corp                                                                              | CUSIP: 82983MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    263000 | PA      | $275543.68    | 0.20%             | 2028-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                                    | Ma'aden Sukuk Ltd                                                                                                                          | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $203684.60    | 0.15%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                            | Block Inc                                                                                                                                  | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146956.20    | 0.11%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                             | Amcor Flexibles North America Inc                                                                                                          | CUSIP: 02344AAC2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78580.30     | 0.06%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| APA CORP                                             | APA Corp                                                                                                                                   | CUSIP: 03743QAD0<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    415000 | PA      | $399428.64    | 0.29%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BACARDI-MARTINI BV                                   | Bacardi-Martini BV                                                                                                                         | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |    133000 | PA      | $136561.67    | 0.10%             | 2030-02-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                | Atlassian Corp                                                                                                                             | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143795.32    | 0.10%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                         | ARES L CLO Ltd                                                                                                                             | CUSIP: 04018LAJ4<br>LEI: 549300S7Y78W7UJHZZ39 | Long             | ABS-CBDO         | CORP              | KY        |     83502 | PA      | $83524.49     | 0.06%             | 2032-01-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                          | Ovintiv Inc                                                                                                                                | CUSIP: 651290AR9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250239.19    | 0.18%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                    | General Motors Co                                                                                                                          | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52799.79     | 0.04%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                      | Venture 28A Clo Ltd                                                                                                                        | CUSIP: 92331DBJ6<br>LEI: 549300NQLVRN86RJ6081 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400186.80    | 0.29%             | 2034-10-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                        | Ballyrock CLO 2019-2 Ltd                                                                                                                   | CUSIP: 05875MAX0<br>LEI: 254900IF22Z7SA13VI60 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250069.00    | 0.18%             | 2036-02-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                            | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F060477<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    362000 | PA      | $372350.01    | 0.27%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC                                | Rentokil Terminix Funding LLC                                                                                                              | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201483.67    | 0.15%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                  | DBGS 2018-C1 Mortgage Trust                                                                                                                | CUSIP: 23307DBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $395162.52    | 0.28%             | 2051-10-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                             | Lincoln Financial Global Funding                                                                                                           | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |     93000 | PA      | $93604.37     | 0.07%             | 2028-05-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                              | Brighthouse Financial Global Funding                                                                                                       | CUSIP: 10921U2L1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    152000 | PA      | $155924.99    | 0.11%             | 2029-06-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                         | Barclays PLC                                                                                                                               | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $194000.80    | 0.14%             | 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        |     35000 | PA      | $35192.99     | 0.03%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd                                    | Kosmos Energy Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193132.54    | 0.14%             | 2026-04-04      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                 | M&T Bank Corp                                                                                                                              | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     94000 | PA      | $94246.68     | 0.07%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                     | OneMain Financial Issuance Trust 2021-1                                                                                                    | CUSIP: 68269MAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $134026.02    | 0.10%             | 2036-06-16      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                            | Boeing Co/The                                                                                                                              | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     97000 | PA      | $94104.35     | 0.07%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                    | Suncor Energy Inc                                                                                                                          | CUSIP: 71644EAE2<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    103000 | PA      | $106291.60    | 0.08%             | 2026-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                                                                                             | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61437.85     | 0.04%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                | Westlake Automobile Receivables Trust 2024-3                                                                                               | CUSIP: 96043CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95000 | PA      | $95367.99     | 0.07%             | 2028-04-17      | Fixed         | 4.71%                 | 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        |     35236 | PA      | $35305.42     | 0.03%             | 2027-04-19      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                                                                              | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    342000 | PA      | $345037.55    | 0.25%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                             | Element Fleet Management Corp                                                                                                              | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     46000 | PA      | $46732.94     | 0.03%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                | Uber Technologies Inc                                                                                                                      | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55296.95     | 0.04%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                              | SCF Equipment Leasing 2022-1 LLC                                                                                                           | CUSIP: 784033AS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    121928 | PA      | $121400.03    | 0.09%             | 2029-07-20      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                      | CFCRE Commercial Mortgage Trust 2016-C6                                                                                                    | CUSIP: 12532ABD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167830 | PA      | $1471.94      | 0.00%             | 2049-11-10      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                             | Discovery Communications LLC                                                                                                               | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    473000 | PA      | $436259.60    | 0.31%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                     | Radian Group Inc                                                                                                                           | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22870.31     | 0.02%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                         | SM Energy Co                                                                                                                               | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    132000 | PA      | $133236.15    | 0.10%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                             | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                                        | CUSIP: 87612BBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    173000 | PA      | $173116.29    | 0.12%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                                 | Carnival Corporation 2025 Term Loan (2027)                                                                                                 | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |     32000 | PA      | $32080.23     | 0.02%             | 2027-08-08      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust           | JPMBB Commercial Mortgage Securities Trust 2014-C26                                                                                        | CUSIP: 46643TBC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5276 | PA      | $0.05         | 0.00%             | 2048-01-15      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                             | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                                                 | CUSIP: 46590XAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     30000 | PA      | $30726.96     | 0.02%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                               | Blackstone Private Credit Fund                                                                                                             | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     64000 | PA      | $61857.00     | 0.04%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                                                                                                       | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    157000 | PA      | $157157.63    | 0.11%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank5                                                | BANK5 2024-5YR11                                                                                                                           | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $146791.26    | 0.11%             | 2057-11-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                             | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd                                                                  | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    142455 | PA      | $142731.14    | 0.10%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                               | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XFD3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     74000 | PA      | $72398.89     | 0.05%             | 2030-01-07      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                         | Huntington Bank Auto Credit-Linked Notes Series 2024-2                                                                                     | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    183812 | PA      | $185635.91    | 0.13%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Valley Stream Park CLO, Ltd                          | Valley Stream Park CLO LTD                                                                                                                 | CUSIP: 92013AAT6<br>LEI: 213800DEME82SWN32S20 | Long             | ABS-CBDO         | CORP              | JE        |    320000 | PA      | $319816.96    | 0.23%             | 2037-01-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                         | Post CLO 2021-1 LTD                                                                                                                        | CUSIP: 73742FAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300155.70    | 0.22%             | 2034-10-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                | Athene Global Funding                                                                                                                      | CUSIP: 04685A3R0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126571.51    | 0.09%             | 2027-01-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust 2019-GSA1                                                                                                     | CUSIP: 36261PAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60000 | PA      | $56636.69     | 0.04%             | 2052-11-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                                             | BX Commercial Mortgage Trust 2021-ACNT                                                                                                     | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120022 | PA      | $120023.61    | 0.09%             | 2038-11-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                         | Barclays PLC                                                                                                                               | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204482.33    | 0.15%             | 2027-09-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                        | Live Nation Entertainment Inc Term Loan B4                                                                                                 | CUSIP: 53803HAM2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |    269286 | PA      | $269454.01    | 0.19%             | 2026-10-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                          | Gartner Inc                                                                                                                                | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    258000 | PA      | $255497.48    | 0.18%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                              | KeyCorp                                                                                                                                    | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52633.78     | 0.04%             | 2031-04-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                     | OneMain Financial Issuance Trust 2022-3                                                                                                    | CUSIP: 68269PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    147472 | PA      | $148302.43    | 0.11%             | 2034-05-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                            | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050486<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1782000 | PA      | $1794383.94   | 1.29%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                       | Solventum Corp                                                                                                                             | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    367000 | PA      | $373139.68    | 0.27%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                              | CarMax Auto Owner Trust 2024-2                                                                                                             | CUSIP: 14319EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $131904.29    | 0.10%             | 2029-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACREC 2021-FL1 Ltd.                                  | ACREC 2021-FL1 Ltd                                                                                                                         | CUSIP: 00500RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    120255 | PA      | $120001.67    | 0.09%             | 2036-10-16      | Floating      | 5.58%                 | 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        |    350000 | PA      | $350663.25    | 0.25%             | 2034-10-21      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                | Mexico Government International Bonds                                                                                                      | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $207200.00    | 0.15%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                           | LAD Auto Receivables Trust 2023-3                                                                                                          | CUSIP: 50168BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $394906.01    | 0.28%             | 2028-12-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Huntington Auto Trust                                | Huntington Auto Trust 2024-1                                                                                                               | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    455000 | PA      | $459190.37    | 0.33%             | 2029-01-16      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                | Amrize Finance US LLC                                                                                                                      | CUSIP: 43475RAA4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69309.85     | 0.05%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                              | Royal Caribbean Cruises Ltd                                                                                                                | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    162000 | PA      | $161286.28    | 0.12%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                        | AppLovin Corp                                                                                                                              | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    601000 | PA      | $608997.37    | 0.44%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                             | Baiterek National Managing Holding JSC                                                                                                     | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $202677.57    | 0.15%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                     | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20753GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    102815 | PA      | $102785.55    | 0.07%             | 2044-05-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                     | Black Hills Corp                                                                                                                           | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108799.56    | 0.08%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    195000 | PA      | $201377.25    | 0.15%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                              | SCF Equipment Trust 2016-1 LLC                                                                                                             | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305000 | PA      | $311577.69    | 0.22%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                             | Jacobs Engineering Group Inc                                                                                                               | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    240000 | PA      | $252298.65    | 0.18%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                               | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $41010.91     | 0.03%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                              | Algonquin Power & Utilities Corp                                                                                                           | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    196000 | PA      | $197088.10    | 0.14%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                            | IQVIA Inc                                                                                                                                  | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33466.91     | 0.02%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                             | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                                        | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $28023.57     | 0.02%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                     | Connecticut Avenue Securities Series 2025-R01                                                                                              | CUSIP: 20755JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    211270 | PA      | $211541.37    | 0.15%             | 2045-01-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| STRATHCONA RESOURCES                                 | Strathcona Resources Ltd/Alberta                                                                                                           | CUSIP: 86304TAA6<br>LEI: 549300YNIUISTSZMLF56 | Long             | DBT              | CORP              | CA        |    181000 | PA      | $181128.51    | 0.13%             | 2026-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                               | Santander Holdings USA Inc                                                                                                                 | CUSIP: 80282KBE5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40073.35     | 0.03%             | 2026-09-09      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust            | SFS Auto Receivables Securitization Trust 2024-1                                                                                           | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100473.36    | 0.07%             | 2029-05-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                   | CNO Global Funding                                                                                                                         | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51556.24     | 0.04%             | 2029-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EDGEWATER GENERATION LLC                             | Edgewater Generation LLC 2025 Repriced Term Loan                                                                                           | CUSIP: 28031FAM2<br>LEI: 5493004PLDT1L28SWG83 | Long             | LON              | CORP              | US        |    203487 | PA      | $204523.00    | 0.15%             | 2030-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Marathon CLO LTD                                     | Marathon CLO XIII Ltd                                                                                                                      | CUSIP: 56579ABJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200583 | PA      | $200635.41    | 0.14%             | 2032-04-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3394000 | PA      | $3394000.00   | 2.44%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                             | Tengizchevroil Finance Co International Ltd                                                                                                | CUSIP: 88034QAB3<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $199361.50    | 0.14%             | 2025-08-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     99000 | PA      | $104649.06    | 0.08%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                             | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     87000 | PA      | $89606.42     | 0.06%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust            | SFS Auto Receivables Securitization Trust 2024-2                                                                                           | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $278459.94    | 0.20%             | 2029-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust          | MF1 2021-FL7 Ltd                                                                                                                           | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     47780 | PA      | $47729.26     | 0.03%             | 2036-10-16      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                    | Eversource Energy                                                                                                                          | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    106000 | PA      | $110749.44    | 0.08%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Octagon Loan Funding Ltd                             | Octagon Loan Funding Ltd                                                                                                                   | CUSIP: 67590RAY1<br>LEI: 549300HJJWTCMWFILG24 | Long             | ABS-CBDO         | CORP              | KY        |    102420 | PA      | $102523.43    | 0.07%             | 2031-11-18      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                | Bank of Ireland Group PLC                                                                                                                  | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    600000 | PA      | $581440.22    | 0.42%             | 2027-09-30      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                | Athene Global Funding                                                                                                                      | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163698.32    | 0.12%             | 2030-01-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                             | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                                              | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151000 | PA      | $152758.37    | 0.11%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                               | Mauser Packaging Solutions Holding Co                                                                                                      | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48846.82     | 0.04%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REVENUE                 | Massachusetts Development Finance Agency                                                                                                   | CUSIP: 57585BBJ6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    200000 | PA      | $201093.94    | 0.14%             | 2026-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                       | SWCH Commercial Mortgage Trust 2025-DATA                                                                                                   | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $169023.10    | 0.12%             | 2042-02-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                 | Glencore Funding LLC                                                                                                                       | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37386.16     | 0.03%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                               | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308KS5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    153000 | PA      | $153003.48    | 0.11%             | 2025-09-04      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVII LTD                 | Octagon Investment Partners XVII Ltd                                                                                                       | CUSIP: 67590GBG3<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-CBDO         | CORP              | KY        |     25163 | PA      | $25181.80     | 0.02%             | 2031-01-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| SIZZLING PLATT/FIN CO                                | Sizzling Platter LLC / Sizzling Platter Finance Corp                                                                                       | CUSIP: 830146AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $200097.49    | 0.14%             | 2025-11-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                         | SM Energy Co                                                                                                                               | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    267000 | PA      | $267342.29    | 0.19%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                      | Benefit Street Partners CLO IV Ltd                                                                                                         | CUSIP: 08180FBU4<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250376.50    | 0.18%             | 2034-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                | Civitas Resources Inc                                                                                                                      | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    441000 | PA      | $435762.82    | 0.31%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                    | Japan Tobacco Inc                                                                                                                          | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    334000 | PA      | $339099.06    | 0.24%             | 2028-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                             | PVH Corp                                                                                                                                   | CUSIP: 693656AC4<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37993.77     | 0.03%             | 2025-07-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                              | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    126000 | PA      | $129204.37    | 0.09%             | 2031-04-23      | Fixed         | 5.22%                 | 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        |     87986 | PA      | $88188.82     | 0.06%             | 2028-02-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    314000 | PA      | $322079.15    | 0.23%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                          | Merchants Fleet Funding LLC                                                                                                                | CUSIP: 588926AF2<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |    338847 | PA      | $341138.54    | 0.25%             | 2037-04-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                      | HGI CRE CLO 2021-FL2 Ltd                                                                                                                   | CUSIP: 40390JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     78049 | PA      | $77796.55     | 0.06%             | 2036-09-17      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                             | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                                              | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $47276.08     | 0.03%             | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                  | Citizens Bank NA/Providence RI                                                                                                             | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250573.24    | 0.18%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                | KKR CLO 40 Ltd                                                                                                                             | CUSIP: 48254UAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    340000 | PA      | $340502.86    | 0.25%             | 2034-10-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                  | Bayview Opportunity Master Fund VII 2024-CAR1 LLC                                                                                          | CUSIP: 07336QAA0<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |    135161 | PA      | $135609.49    | 0.10%             | 2031-12-26      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2015-SG1                                                                                             | CUSIP: 94989QAV2<br>LEI: 549300ZJL46M82UL2Z22 | Long             | ABS-MBS          | CORP              | US        |     27786 | PA      | $27706.98     | 0.02%             | 2048-09-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                    | Credit Acceptance Auto Loan Trust 2024-2                                                                                                   | CUSIP: 22536VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102029.44    | 0.07%             | 2034-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PFP III                                              | PFP 2025-12 Ltd                                                                                                                            | CUSIP: 69382JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    260000 | PA      | $260325.42    | 0.19%             | 2042-12-18      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                             | Jackson National Life Global Funding                                                                                                       | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    168000 | PA      | $171489.44    | 0.12%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                | Universal Health Services Inc                                                                                                              | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63298.82     | 0.05%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                      | Long: S15117319 CDS USD R F  1.00000 315117320 CCPCDX / Short: S15117319 CDS USD P V 03MEVENT 315117321 CCPCDX                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   2686000 | OU      | $60683.66     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397374.12    | 0.29%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                      | LSTAR Commercial Mortgage Trust 2017-5                                                                                                     | CUSIP: 54910TAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29122 | PA      | $29015.79     | 0.02%             | 2050-03-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                | DirecTV Financing LLC Term Loan                                                                                                            | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     83843 | PA      | $84268.82     | 0.06%             | 2027-08-02      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                             | Vertiv Group Corp                                                                                                                          | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    121000 | PA      | $118083.97    | 0.09%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                              | CarMax Auto Owner Trust 2023-1                                                                                                             | CUSIP: 14318DAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $388047.93    | 0.28%             | 2029-01-16      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BX Trust                                             | BX Trust 2025-ROIC                                                                                                                         | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $139309.45    | 0.10%             | 2030-03-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                    | Cedar Funding XI Clo Ltd                                                                                                                   | CUSIP: 15033LAW2<br>LEI: 2549004YLPCISGLL7978 | Long             | ABS-CBDO         | CORP              | KY        |    225522 | PA      | $225239.53    | 0.16%             | 2032-05-29      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                               | US 5YR NOTE (CBT) SEP25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -39 | NC      | $-43291.57    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| FELLS POINT FUNDING TR                               | Fells Point Funding Trust                                                                                                                  | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $347440.42    | 0.25%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                          | BNP Paribas SA                                                                                                                             | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $188805.78    | 0.14%             | 2028-09-30      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Westlake Flooring Master Trust                       | Westlake Flooring Master Trust                                                                                                             | CUSIP: 96043GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $210849.74    | 0.15%             | 2028-02-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2025-5C33                                                                                                             | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $146680.38    | 0.11%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                            | Boeing Co/The                                                                                                                              | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    297000 | PA      | $292406.46    | 0.21%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                             | Snam SpA                                                                                                                                   | CUSIP: 83304JAA5<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $201766.41    | 0.15%             | 2030-05-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2025-5C4                                                                                             | CUSIP: 949931AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $146008.91    | 0.11%             | 2058-05-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                              | Teva Pharmaceutical Finance Netherlands III BV                                                                                             | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    219000 | PA      | $214883.06    | 0.15%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                       | Open Text Corp                                                                                                                             | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $139876.47    | 0.10%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                         | Illumina Inc                                                                                                                               | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    154000 | PA      | $157850.61    | 0.11%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                             | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $98168.66     | 0.07%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                             | Sammons Financial Group Global Funding                                                                                                     | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |     99000 | PA      | $101183.61    | 0.07%             | 2029-12-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | Long: BLGR0WCJ4 IRS USD R V 12MUSCPI INF_SLGR0WCJ4 CCPINFLATIONZERO / Short: BLGR0WCJ4 IRS USD P F  2.28500 FIX_SLGR0WCJ4 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    299000 | OU      | $2382.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                             | Celanese US Holdings LLC                                                                                                                   | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    280000 | PA      | $290149.66    | 0.21%             | 2027-07-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                         | Entegris Inc                                                                                                                               | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    305000 | PA      | $301898.30    | 0.22%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                               | Aviation Capital Group LLC                                                                                                                 | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    174000 | PA      | $181359.03    | 0.13%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                  | Citigroup Commercial Mortgage Trust 2015-GC31                                                                                              | CUSIP: 17323YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    284961 | PA      | $1.68         | 0.00%             | 2048-06-10      | Variable      | 0.21%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                   | CNO Global Funding                                                                                                                         | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    101000 | PA      | $101834.78    | 0.07%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                | Truist Financial Corp                                                                                                                      | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71967.93     | 0.05%             | 2027-06-08      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                              | Corebridge Global Funding                                                                                                                  | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71733.26     | 0.05%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                     | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    140574 | PA      | $140441.94    | 0.10%             | 2045-01-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                             | EQT Corp                                                                                                                                   | CUSIP: 26884LBG3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     72000 | PA      | $73327.04     | 0.05%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    102000 | PA      | $103440.74    | 0.07%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES                              | System Energy Resources Inc                                                                                                                | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $312441.18    | 0.23%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Shops at Crystals Trust 2016-CSTL                    | Shops at Crystals Trust 2016-CSTL                                                                                                          | CUSIP: 82510WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1507.97      | 0.00%             | 2036-07-05      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2018-B2 Mortgage Trust                                                                                                           | CUSIP: 08161CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $68681.10     | 0.05%             | 2051-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                                                                                                       | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    107000 | PA      | $107031.46    | 0.08%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                  | DBWF 2016-85T Mortgage Trust                                                                                                               | CUSIP: 23307CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3140000 | PA      | $1999.02      | 0.00%             | 2036-12-10      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Cor 2 Year Term Loan                                                                                                  | CUSIP: 67460TAR9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | LON              | CORP              | US        |    431889 | PA      | $434048.33    | 0.31%             | 2025-12-29      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                           | US Bancorp                                                                                                                                 | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    112000 | PA      | $112752.95    | 0.08%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd      | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                                                                                     | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     74520 | PA      | $74538.95     | 0.05%             | 2037-01-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                          | Ovintiv Inc                                                                                                                                | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    139000 | PA      | $142935.32    | 0.10%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                           | Intel Corp                                                                                                                                 | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25485.57     | 0.02%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                             | Warnermedia Holdings Inc                                                                                                                   | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    322000 | PA      | $300493.85    | 0.22%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                  | American Tower Corp                                                                                                                        | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     82000 | PA      | $84094.14     | 0.06%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                  | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    251000 | PA      | $250890.31    | 0.18%             | 2025-10-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                             | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                                        | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    238000 | PA      | $242781.30    | 0.17%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    177000 | PA      | $181338.05    | 0.13%             | 2030-01-23      | Fixed         | 5.20%                 | 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        |     17906 | PA      | $17945.45     | 0.01%             | 2027-07-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                             | Development Bank of Kazakhstan JSC                                                                                                         | CUSIP: 48129VAD8<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $201960.42    | 0.15%             | 2030-04-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                              | Jane Street Group / JSG Finance Inc                                                                                                        | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    157000 | PA      | $152429.31    | 0.11%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA                                | Bank Negara Indonesia Persero Tbk PT                                                                                                       | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |    280000 | PA      | $277189.48    | 0.20%             | 2026-03-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                              | Dryden 104 CLO Ltd                                                                                                                         | CUSIP: 26253BAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    310000 | PA      | $310232.50    | 0.22%             | 2034-08-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                              | Hyundai Capital America                                                                                                                    | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     91000 | PA      | $88371.09     | 0.06%             | 2026-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                               | Nationstar Mortgage Holdings Inc                                                                                                           | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |    176000 | PA      | $175416.84    | 0.13%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                           | Affirm Asset Securitization Trust 2023-B                                                                                                   | CUSIP: 00792FAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $225823.68    | 0.16%             | 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        |     88842 | PA      | $89064.97     | 0.06%             | 2044-03-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                           | ROCK Trust 2024-CNTR                                                                                                                       | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $307204.32    | 0.22%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                                 | American National Global Funding                                                                                                           | CUSIP: 02771D2A1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40874.89     | 0.03%             | 2030-01-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                             | Equitable Financial Life Global Funding                                                                                                    | CUSIP: 29449WAQ0<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    138000 | PA      | $142043.74    | 0.10%             | 2028-03-03      | Fixed         | 5.45%                 | 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        |    295000 | PA      | $285793.64    | 0.21%             | 2036-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                              | Imperial Brands Finance PLC                                                                                                                | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200011.05    | 0.14%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                             | Tengizchevroil Finance Co International Ltd                                                                                                | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $395025.00    | 0.28%             | 2026-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FIRST HORIZON CORP                                   | First Horizon Corp                                                                                                                         | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |    104000 | PA      | $105522.54    | 0.08%             | 2031-03-07      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                   | BSPRT 2021-FL7 Issuer Ltd                                                                                                                  | CUSIP: 05602CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     76570 | PA      | $76580.43     | 0.06%             | 2038-12-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                       | US Bank NA                                                                                                                                 | CUSIP: 90357PBC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    219075 | PA      | $219530.36    | 0.16%             | 2032-02-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                         | CD 2016-CD1 Mortgage Trust                                                                                                                 | CUSIP: 12514MBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43707 | PA      | $256.37       | 0.00%             | 2049-08-10      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                        | Citigroup Inc                                                                                                                              | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    231000 | PA      | $235725.66    | 0.17%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                  | Sirius XM Radio LLC                                                                                                                        | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     57000 | PA      | $55967.99     | 0.04%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                             | Electricite de France SA                                                                                                                   | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    201000 | PA      | $207139.88    | 0.15%             | 2028-05-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                          | Citibank NA                                                                                                                                | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254860.63    | 0.18%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                             | Comision Federal de Electricidad                                                                                                           | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $199850.00    | 0.14%             | 2030-01-24      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                             | Columbia Pipelines Holding Co LLC                                                                                                          | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    109000 | PA      | $113529.52    | 0.08%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                               | Kazakhstan Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $199687.40    | 0.14%             | 2025-07-21      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| HUSKY INJECTION / TITAN                              | Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC                                                                                | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    166000 | PA      | $173768.47    | 0.13%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                | Continental Resources Inc/OK                                                                                                               | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    661000 | PA      | $638986.29    | 0.46%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                | Huntington Bancshares Inc/OH                                                                                                               | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38984.70     | 0.03%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                           | MasTec Inc                                                                                                                                 | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    204000 | PA      | $201340.57    | 0.15%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69732.65     | 0.05%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                             | Jefferson Capital Holdings LLC                                                                                                             | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $199652.08    | 0.14%             | 2026-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust               | Santander Drive Auto Receivables Trust 2024-2                                                                                              | CUSIP: 80286YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $226223.01    | 0.16%             | 2028-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    204000 | PA      | $200399.13    | 0.14%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                             | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                                                 | CUSIP: 46590XAZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     79000 | PA      | $80794.09     | 0.06%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201604.77    | 0.15%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                             | EQT Corp                                                                                                                                   | CUSIP: 26884LAY5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56749.42     | 0.04%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                               | Blackstone Private Credit Fund                                                                                                             | CUSIP: 09261HBR7<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36827.68     | 0.03%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                          | Volkswagen Auto Lease Trust 2025-A                                                                                                         | CUSIP: 92868WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425000 | PA      | $428233.32    | 0.31%             | 2028-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                   | CNO Global Funding                                                                                                                         | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    176000 | PA      | $180839.84    | 0.13%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust           | JPMBB Commercial Mortgage Securities Trust 2015-C30                                                                                        | CUSIP: 46644UBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    372060 | PA      | $4.46         | 0.00%             | 2048-07-15      | Variable      | 0.47%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                             | Devon Energy Corp                                                                                                                          | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225511.12    | 0.16%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                       | Carvana Auto Receivables Trust 2021-N1                                                                                                     | CUSIP: 14687DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5711 | PA      | $5599.46      | 0.00%             | 2028-01-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                               | CenterPoint Energy Inc                                                                                                                     | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    113000 | PA      | $116856.33    | 0.08%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association             | Government National Mortgage Association                                                                                                   | CUSIP: 38378N4W0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10298 | PA      | $1.63         | 0.00%             | 2056-03-16      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2015-C29                                                                                             | CUSIP: 94989KAZ6<br>LEI: 549300NYO16WLNMVJJ46 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $20.00        | 0.00%             | 2048-06-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                     | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     78702 | PA      | $78797.26     | 0.06%             | 2045-02-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT                               | Banco Nacional de Comercio Exterior SNC/Cayman Islands                                                                                     | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $203122.00    | 0.15%             | 2030-05-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                          | Ameren Corp                                                                                                                                | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    127000 | PA      | $129348.32    | 0.09%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SWAP CCPC GOLDMAN SACHS COC                          | SWAP CCPC GOLDMAN SACHS COC                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    463796 | NS      | $463795.55    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                             | International Flavors & Fragrances Inc                                                                                                     | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     83000 | PA      | $82200.04     | 0.06%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association             | Government National Mortgage Association                                                                                                   | CUSIP: 38379RPP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7920 | PA      | $7537.11      | 0.01%             | 2048-11-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                | Foundry JV Holdco LLC                                                                                                                      | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $627357.44    | 0.45%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                             | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                                                 | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    110000 | PA      | $104573.40    | 0.08%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                              | Bayer US Finance II LLC                                                                                                                    | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    246000 | PA      | $243769.55    | 0.18%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                | Uber Technologies Inc                                                                                                                      | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27258.59     | 0.02%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                         | Drive Auto Receivables Trust                                                                                                               | CUSIP: 262102AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $120190.61    | 0.09%             | 2028-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                         | Navient Corp                                                                                                                               | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27906.26     | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                     | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $100652.41    | 0.07%             | 2041-12-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                           | US Bancorp                                                                                                                                 | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78188.32     | 0.06%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: B87303781 IRS USD R V 12MSOFR 387303783 CCPOIS / Short: B87303781 IRS USD P F  3.58454 387303782 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   4300000 | OU      | $-5280.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                                                                                             | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    106000 | PA      | $109033.32    | 0.08%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                             | Jackson National Life Global Funding                                                                                                       | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151128.11    | 0.11%             | 2027-01-13      | Fixed         | 4.90%                 | 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        |     54250 | PA      | $54195.76     | 0.04%             | 2045-01-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                              | Royal Caribbean Cruises Ltd                                                                                                                | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    296000 | PA      | $288451.76    | 0.21%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    142000 | PA      | $131343.65    | 0.09%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                              | United Airlines 2020-1 Class A Pass Through Trust                                                                                          | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88244 | PA      | $90122.24     | 0.06%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                         | Hudson Yards 2025-SPRL Mortgage Trust                                                                                                      | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $175422.78    | 0.13%             | 2040-01-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                              | Hyundai Capital America                                                                                                                    | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    151000 | PA      | $159309.62    | 0.11%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                | Athene Global Funding                                                                                                                      | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    117000 | PA      | $120316.74    | 0.09%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                | Athene Global Funding                                                                                                                      | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     91000 | PA      | $91637.00     | 0.07%             | 2027-01-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                   | Expand Energy Corp                                                                                                                         | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     99000 | PA      | $99156.49     | 0.07%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                              | BPCE SA                                                                                                                                    | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $251726.76    | 0.18%             | 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        |    197000 | PA      | $195867.61    | 0.14%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                     | Crown Castle Inc                                                                                                                           | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     74000 | PA      | $74756.24     | 0.05%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                               | Williams Cos Inc/The                                                                                                                       | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116620.35    | 0.08%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                | Bread Financial Holdings Inc                                                                                                               | CUSIP: 018581AP3<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    191000 | PA      | $205817.40    | 0.15%             | 2029-03-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                       | Apidos CLO XXII                                                                                                                            | CUSIP: 03765XAG1<br>LEI: 5493003SQW0Q40KVFQ19 | Long             | ABS-CBDO         | CORP              | KY        |     57433 | PA      | $57479.69     | 0.04%             | 2031-04-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                              | Royal Caribbean Cruises Ltd                                                                                                                | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    151000 | PA      | $151986.96    | 0.11%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                      | Nissan Motor Co Ltd                                                                                                                        | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $198887.87    | 0.14%             | 2025-09-17      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                             | TGNR Intermediate Holdings LLC                                                                                                             | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193954.98    | 0.14%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                     | Crown Castle Inc                                                                                                                           | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     40000 | PA      | $39324.17     | 0.03%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                           | Clover CLO 2021-3 LLC                                                                                                                      | CUSIP: 18915FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250177.50    | 0.18%             | 2035-01-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                              | Aircastle Ltd / Aircastle Ireland DAC                                                                                                      | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    150000 | PA      | $151327.90    | 0.11%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                                                                                             | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     76000 | PA      | $77343.96     | 0.06%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                  | Exeter Automobile Receivables Trust 2024-3                                                                                                 | CUSIP: 30165AAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $231503.33    | 0.17%             | 2028-09-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                   | Expand Energy Corp                                                                                                                         | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    274000 | PA      | $275281.22    | 0.20%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                               | VICI Properties LP / VICI Note Co Inc                                                                                                      | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |     26000 | PA      | $25167.41     | 0.02%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59233.11     | 0.04%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer, Ltd.                                | LoanCore 2025 2025-CRE8 Issuer LLC                                                                                                         | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    160000 | PA      | $159643.64    | 0.11%             | 2042-08-17      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                               | Standard Chartered PLC                                                                                                                     | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204077.77    | 0.15%             | 2028-05-14      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                       | Morgan Stanley Capital I Trust 2016-UBS11                                                                                                  | CUSIP: 61767FBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $8100.30      | 0.01%             | 2049-08-15      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     32000 | PA      | $36590.24     | 0.03%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| LoanCore 2022-CRE7 Issuer Ltd.                       | LoanCore 2022-CRE7 Issuer Ltd                                                                                                              | CUSIP: 53946PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    212808 | PA      | $212868.02    | 0.15%             | 2037-01-17      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                   | Coterra Energy Inc                                                                                                                         | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296356.28    | 0.21%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                       | Bombardier Inc                                                                                                                             | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     79000 | PA      | $79214.72     | 0.06%             | 2026-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                           | Hasbro Inc                                                                                                                                 | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    453000 | PA      | $436956.70    | 0.31%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD / MARTINI BV                             | Bacardi Ltd / Bacardi-Martini BV                                                                                                           | CUSIP: 05635JAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    140000 | PA      | $142041.86    | 0.10%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust              | Hyundai Auto Lease Securitization Trust 2025-A                                                                                             | CUSIP: 44935WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $222065.23    | 0.16%             | 2028-01-18      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                           | US Bancorp                                                                                                                                 | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54579.33     | 0.04%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                         | Ecopetrol SA                                                                                                                               | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    304000 | PA      | $321661.79    | 0.23%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                        | UBS Commercial Mortgage Trust 2019-C18                                                                                                     | CUSIP: 90278PBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20000 | PA      | $18444.71     | 0.01%             | 2052-12-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                  | Synchrony Financial                                                                                                                        | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49542.26     | 0.04%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                             | Fortress Transportation and Infrastructure Investors LLC                                                                                   | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    124000 | PA      | $123410.12    | 0.09%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                     | Connecticut Avenue Securities Trust 2024-R03                                                                                               | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     93482 | PA      | $93516.27     | 0.07%             | 2044-03-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                           | Affirm Asset Securitization Trust 2024-A                                                                                                   | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $216023.36    | 0.16%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL                              | Western-Southern Global Funding                                                                                                            | CUSIP: 95954A2A0<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80793.60     | 0.06%             | 2030-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                             | Vistra Operations Co LLC                                                                                                                   | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    298000 | PA      | $298390.08    | 0.21%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                             | Principal Life Global Funding II                                                                                                           | CUSIP: 74256LEY1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    123000 | PA      | $125826.85    | 0.09%             | 2029-01-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                             | Development Bank of Kazakhstan JSC                                                                                                         | CUSIP: 25159XAE3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $201361.49    | 0.15%             | 2029-10-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                         | Broadcom Inc Term Loan A5                                                                                                                  | CUSIP: 11134NAV7<br>LEI: 549300WV6GIDOZJTV909 | Long             | LON              | CORP              | US        |    411923 | PA      | $411923.08    | 0.30%             | 2028-08-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                              | CarMax Auto Owner Trust 2023-4                                                                                                             | CUSIP: 14318XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $417699.16    | 0.30%             | 2029-05-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                         | UBS Group AG                                                                                                                               | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $193477.50    | 0.14%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                             | Columbia Pipelines Holding Co LLC                                                                                                          | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    269000 | PA      | $272367.34    | 0.20%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                    | Nexstar Media Inc                                                                                                                          | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    131000 | PA      | $130778.03    | 0.09%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                               | VICI Properties LP / VICI Note Co Inc                                                                                                      | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              |  | US        |    180000 | PA      | $179550.65    | 0.13%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                | Westlake Automobile Receivables Trust 2022-2                                                                                               | CUSIP: 96042VAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31706 | PA      | $31703.45     | 0.02%             | 2027-09-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                          | Asurion LLC 2021 Term Loan B9                                                                                                              | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    545025 | PA      | $545175.23    | 0.39%             | 2027-07-31      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC             | Avis Budget Rental Car Funding AESOP LLC                                                                                                   | CUSIP: 05377RDY7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $257059.04    | 0.19%             | 2027-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                            | Chesapeake Funding II LLC                                                                                                                  | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    257587 | PA      | $260274.25    | 0.19%             | 2036-05-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                          | Allied Universal Holdco LLC 2021 USD Incremental Term Loan B                                                                               | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    212353 | PA      | $213604.92    | 0.15%             | 2028-05-12      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                           | Flagship Credit Auto Trust 2022-4                                                                                                          | CUSIP: 33843XAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     57875 | PA      | $57928.82     | 0.04%             | 2027-06-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                               | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61748.64     | 0.04%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                  | American Tower Corp                                                                                                                        | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    105000 | PA      | $107955.05    | 0.08%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                 | Las Vegas Sands Corp                                                                                                                       | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12266.14     | 0.01%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                           | FIXED INC CLEARING CORP.REPO                                                                                                               | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |    430029 | PA      | $430029.45    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                | Freeport Indonesia PT                                                                                                                      | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $200487.56    | 0.14%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                             | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                                            | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     19313 | PA      | $19280.72     | 0.01%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: B29760411 IRS USD R V 12MSOFR 429760413 CCPOIS / Short: B29760411 IRS USD P F  4.28708 429760412 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   4610000 | OU      | $-174025.28   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                           | Navient Private Education Refi Loan Trust 2022-A                                                                                           | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     73597 | PA      | $67462.74     | 0.05%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                                                                              | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    237000 | PA      | $242306.43    | 0.17%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                     | ABN AMRO Bank NV                                                                                                                           | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $204400.87    | 0.15%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                   | Regal Rexnord Corp                                                                                                                         | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    187000 | PA      | $188108.50    | 0.14%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                           | US Bancorp                                                                                                                                 | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    337000 | PA      | $343161.80    | 0.25%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                            | GATX Corp                                                                                                                                  | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50710.84     | 0.04%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                         | UBS Group AG                                                                                                                               | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $205448.34    | 0.15%             | 2030-02-08      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                     | LPL Holdings Inc                                                                                                                           | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     98000 | PA      | $98764.24     | 0.07%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                            | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F052482<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2166000 | PA      | $2204745.54   | 1.59%             | 2039-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                 | BAT International Finance PLC                                                                                                              | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    109000 | PA      | $114421.77    | 0.08%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                           | US Bancorp                                                                                                                                 | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    123000 | PA      | $127742.97    | 0.09%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust        | JPMCC Commercial Mortgage Securities Trust 2017-JP7                                                                                        | CUSIP: 465968AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    696999 | PA      | $10865.73     | 0.01%             | 2050-09-15      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                          | Vistra Operations Co LLC                                                                                                                   | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73115.27     | 0.05%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                               | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                      | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    533000 | PA      | $530139.34    | 0.38%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                              | SCF Equipment Leasing 2024-1 LLC                                                                                                           | CUSIP: 783896AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $144028.53    | 0.10%             | 2032-01-20      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                     | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20753ACJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     74478 | PA      | $75572.78     | 0.05%             | 2043-04-25      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co                                       | KFC Holding Co 2021 Term Loan B                                                                                                            | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |    322390 | PA      | $324355.06    | 0.23%             | 2028-03-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                    | GXO Logistics Inc                                                                                                                          | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    215000 | PA      | $224570.04    | 0.16%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                | KKR CLO 15 Ltd                                                                                                                             | CUSIP: 48251MBE5<br>LEI: 549300K434Q30JZAS486 | Long             | ABS-CBDO         | CORP              | KY        |    260000 | PA      | $260160.94    | 0.19%             | 2032-01-18      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd                                          | Bacardi Ltd                                                                                                                                | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    277000 | PA      | $278059.65    | 0.20%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                | Truist Financial Corp                                                                                                                      | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88004.04     | 0.06%             | 2027-03-02      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                            | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F052474<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    841000 | PA      | $856372.38    | 0.62%             | 2040-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 8th Avenue Food & Provisions Inc                     | 8th Avenue Food & Provisions Inc 2018 1st Lien Term Loan                                                                                   | CUSIP: 28253PAC3<br>LEI: 549300PBCACU45IZ2V05 | Long             | LON              | CORP              | US        |    230384 | PA      | $230513.02    | 0.17%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                           | Affirm Asset Securitization Trust 2024-A                                                                                                   | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100475.98    | 0.07%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                                                                                                       | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $85157.18     | 0.06%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                             | Santander UK Group Holdings PLC                                                                                                            | CUSIP: 80281LAA3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199742.82    | 0.14%             | 2025-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                               | Alliant Energy Finance LLC                                                                                                                 | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45568.52     | 0.03%             | 2027-06-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR HOLDCO GMBH                              | TK Elevator Holdco GmbH                                                                                                                    | CUSIP: 92537VAA8<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $200352.61    | 0.14%             | 2028-07-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                   | F&G Global Funding                                                                                                                         | CUSIP: 30321L2D3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    114000 | PA      | $109533.86    | 0.08%             | 2027-04-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BX Trust                                             | BX Commercial Mortgage Trust 2024-XL4                                                                                                      | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170455 | PA      | $170865.01    | 0.12%             | 2039-02-15      | Floating      | 5.75%                 | 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        |    275000 | PA      | $276179.04    | 0.20%             | 2044-08-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust           | JPMDB Commercial Mortgage Securities Trust 2017-C5                                                                                         | CUSIP: 46590TAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    688978 | PA      | $674133.65    | 0.49%             | 2050-03-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                  | Leggett & Platt Inc                                                                                                                        | CUSIP: 524660AY3<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52433.45     | 0.04%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                | Westlake Automobile Receivables Trust 2023-2                                                                                               | CUSIP: 959926AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    141890 | PA      | $142179.09    | 0.10%             | 2028-03-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                       | Carvana Auto Receivables Trust 2022-P2                                                                                                     | CUSIP: 14686JAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $120037.87    | 0.09%             | 2028-02-10      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                               | Spirit AeroSystems Inc                                                                                                                     | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    191000 | PA      | $202891.85    | 0.15%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2015-SG1                                                                                             | CUSIP: 94989QAY6<br>LEI: 549300ZJL46M82UL2Z22 | Long             | ABS-MBS          | CORP              | US        |    410323 | PA      | $6.36         | 0.00%             | 2048-09-15      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                    | Brown & Brown Inc                                                                                                                          | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31270.87     | 0.02%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                         | Voya CLO 2017-3 Ltd                                                                                                                        | CUSIP: 92915QBJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250474.50    | 0.18%             | 2034-04-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                | American Homes 4 Rent LP                                                                                                                   | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     40000 | PA      | $40425.48     | 0.03%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                        | AIB Group PLC                                                                                                                              | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $423401.18    | 0.30%             | 2029-09-13      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                  | Synchrony Financial                                                                                                                        | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44272.37     | 0.03%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                             | Vistra Operations Co LLC                                                                                                                   | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45411.51     | 0.03%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                               | Morgan Stanley Bank NA                                                                                                                     | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253941.87    | 0.18%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                             | Citizens Financial Group Inc                                                                                                               | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     79000 | PA      | $81840.87     | 0.06%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                         | Barclays PLC                                                                                                                               | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202522.04    | 0.15%             | 2029-02-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                        | Citigroup Inc                                                                                                                              | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250695.78    | 0.18%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                                | Pinnacle West Capital Corp                                                                                                                 | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30428.94     | 0.02%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                            | Boeing Co/The                                                                                                                              | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68243.62     | 0.05%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                           | MasTec Inc                                                                                                                                 | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    116000 | PA      | $120077.52    | 0.09%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                         | Barclays PLC                                                                                                                               | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $212340.79    | 0.15%             | 2028-11-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                         | Centene Corp                                                                                                                               | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    130000 | PA      | $120809.03    | 0.09%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                  | LBM Acquisition LLC Term Loan B                                                                                                            | CUSIP: 50179JAB4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    199170 | PA      | $196929.08    | 0.14%             | 2027-12-17      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                             | Univision Communications Inc                                                                                                               | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12976.50     | 0.01%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                | Freedom Mortgage Corp                                                                                                                      | CUSIP: 35640YAK3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    186000 | PA      | $200146.83    | 0.14%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                               | PNC Financial Services Group Inc/The                                                                                                       | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106358.76    | 0.08%             | 2031-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                       | Apidos CLO XXX                                                                                                                             | CUSIP: 03768CAU3<br>LEI: 2549001XBZ4DU4T7EC48 | Long             | ABS-CBDO         | CORP              | KY        |    270000 | PA      | $270316.44    | 0.19%             | 2031-10-18      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                              | GA Global Funding Trust                                                                                                                    | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    163000 | PA      | $167134.16    | 0.12%             | 2029-01-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                   | Southwest Gas Corp                                                                                                                         | CUSIP: 845011AF2<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     89000 | PA      | $91876.41     | 0.07%             | 2027-12-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                            | ALA Trust 2025-OANA                                                                                                                        | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $231618.44    | 0.17%             | 2040-06-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                      | CFCRE Commercial Mortgage Trust 2016-C7                                                                                                    | CUSIP: 12532BAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166251 | PA      | $1101.50      | 0.00%             | 2054-12-10      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                              | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    242000 | PA      | $234381.58    | 0.17%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                      | Citizens Auto Receivables Trust 2023-1                                                                                                     | CUSIP: 17331KAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $157688.66    | 0.11%             | 2030-10-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                 | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp                                                             | CUSIP: 150190AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $234894.06    | 0.17%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                    | Hyatt Hotels Corp                                                                                                                          | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     72000 | PA      | $73274.63     | 0.05%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                             | Volkswagen Group of America Finance LLC                                                                                                    | CUSIP: 928668CK6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200437.01    | 0.14%             | 2026-08-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                             | Santander UK Group Holdings PLC                                                                                                            | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $193688.33    | 0.14%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                | Westlake Automobile Receivables Trust 2023-3                                                                                               | CUSIP: 96041CAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $223204.94    | 0.16%             | 2028-09-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                               | Aviation Capital Group LLC                                                                                                                 | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66228.16     | 0.05%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                            | Boeing Co/The                                                                                                                              | CUSIP: 097023BR5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102640.92    | 0.07%             | 2026-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                                                                                             | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29995.63     | 0.02%             | 2026-07-17      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                   | Energy Transfer LP                                                                                                                         | CUSIP: 226373AQ1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    177000 | PA      | $177351.90    | 0.13%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                              | Nissan Auto Lease Trust 2025-A                                                                                                             | CUSIP: 65479XAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $344015.60    | 0.25%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                        | Boeing Co/The                                                                                                                              | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    183000 | PA      | $193518.07    | 0.14%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                           | Carvana Co                                                                                                                                 | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     23910 | PA      | $24548.95     | 0.02%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                   | BMO 2025-5C11 Mortgage Trust                                                                                                               | CUSIP: 096941AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $270996.21    | 0.20%             | 2058-07-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                    | Kinder Morgan Inc                                                                                                                          | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    102000 | PA      | $103622.87    | 0.07%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                  | Calpine Corporation 2024 Term Loan B5                                                                                                      | CUSIP: 13134MBX0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |    475000 | PA      | $475448.88    | 0.34%             | 2032-02-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                | American Airlines Inc 2025 Term Loan                                                                                                       | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    101776 | PA      | $101258.57    | 0.07%             | 2028-04-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                | Bank of Ireland Group PLC                                                                                                                  | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $401314.18    | 0.29%             | 2026-09-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KKR Industrial Portfolio Trust                       | KIND Commercial Mortgage Trust 2024-1                                                                                                      | CUSIP: 494925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $110325.14    | 0.08%             | 2041-08-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                             | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     80000 | PA      | $80453.90     | 0.06%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Trysail CLO Ltd                                      | Trysail CLO 2021-1 Ltd                                                                                                                     | CUSIP: 89855AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    271435 | PA      | $271074.45    | 0.20%             | 2032-07-20      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                      | Concentrix Corp                                                                                                                            | CUSIP: 20602DAA9<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68238.36     | 0.05%             | 2026-08-02      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                | Antero Resources Corp                                                                                                                      | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    129000 | PA      | $132527.76    | 0.10%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2019-B11 Mortgage Trust                                                                                                          | CUSIP: 08162BBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $95348.15     | 0.07%             | 2052-05-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                      | Rolls-Royce PLC                                                                                                                            | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    359000 | PA      | $368709.16    | 0.27%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                | Gm Financial Automobile Leasing Trust 2025-2                                                                                               | CUSIP: 362962AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $232048.06    | 0.17%             | 2029-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                | Brooklyn Union Gas Co/The                                                                                                                  | CUSIP: 114259AV6<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    254000 | PA      | $254912.49    | 0.18%             | 2027-08-05      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                             | Macquarie Airfinance Holdings Ltd                                                                                                          | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     56000 | PA      | $58504.26     | 0.04%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                      | Citizens Auto Receivables Trust 2023-2                                                                                                     | CUSIP: 17295FAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $245463.12    | 0.18%             | 2030-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                              | Hyundai Capital America                                                                                                                    | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     91000 | PA      | $91563.75     | 0.07%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                              | Imperial Brands Finance PLC                                                                                                                | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206259.70    | 0.15%             | 2030-02-01      | Fixed         | 5.50%                 | 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        |    265000 | PA      | $267086.13    | 0.19%             | 2028-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                             | Clarios Global LP / Clarios US Finance Co                                                                                                  | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    385000 | PA      | $387408.18    | 0.28%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                 | Glencore Funding LLC                                                                                                                       | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    189000 | PA      | $192779.93    | 0.14%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                              | Blackstone Secured Lending Fund                                                                                                            | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38220.66     | 0.03%             | 2027-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                    | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201720.51    | 0.15%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                   | F&G Global Funding                                                                                                                         | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    122000 | PA      | $124760.63    | 0.09%             | 2027-06-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                                                                                                       | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $13178.79     | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2025-5C34                                                                                                             | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $187904.16    | 0.14%             | 2058-05-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                    | Iron Mountain Inc                                                                                                                          | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    133000 | PA      | $132336.94    | 0.10%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                | KKR Clo 24 Ltd                                                                                                                             | CUSIP: 48252RAL8<br>LEI: 549300LGO0WGOG6NE245 | Long             | ABS-CBDO         | CORP              | KY        |    169751 | PA      | $169900.62    | 0.12%             | 2032-04-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                  | Kinetik Holdings LP                                                                                                                        | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     89000 | PA      | $91085.27     | 0.07%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                                | US Bank NA/Cincinnati OH                                                                                                                   | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251339.40    | 0.18%             | 2028-05-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                          | Paychex Inc                                                                                                                                | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     92000 | PA      | $94267.06     | 0.07%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                       | Bombardier Inc                                                                                                                             | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30192.03     | 0.02%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                              | HCA Inc                                                                                                                                    | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    215000 | PA      | $220499.31    | 0.16%             | 2030-03-01      | Fixed         | 5.25%                 | 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        |    310000 | PA      | $311618.98    | 0.22%             | 2027-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                             | Jackson National Life Global Funding                                                                                                       | CUSIP: 46849LVE8<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154389.35    | 0.11%             | 2030-01-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                       | Morgan Stanley Capital I Trust 2024-NSTB                                                                                                   | CUSIP: 61690BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    263279 | PA      | $255150.76    | 0.18%             | 2057-09-24      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAM ACQ INC                                | WASH Multifamily Acquisition Inc                                                                                                           | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |    361000 | PA      | $359957.25    | 0.26%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                                 | MGIC Investment Corp                                                                                                                       | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    134000 | PA      | $134005.03    | 0.10%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                             | Lloyds Banking Group PLC                                                                                                                   | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201839.52    | 0.15%             | 2029-06-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                         | CaixaBank SA                                                                                                                               | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $200542.42    | 0.14%             | 2029-07-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTN                             | Encino Acquisition Partners Holdings LLC                                                                                                   | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128519.75    | 0.09%             | 2028-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                         | HSBC USA Inc                                                                                                                               | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201606.48    | 0.15%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CART                                                 | CONE Trust 2024-DFW1                                                                                                                       | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99783.78     | 0.07%             | 2041-08-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH                               | Molex Electronic Technologies LLC                                                                                                          | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125807.56    | 0.09%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association             | Government National Mortgage Association                                                                                                   | CUSIP: 38379RVZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13416 | PA      | $11874.12     | 0.01%             | 2050-11-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                             | Republic of South Africa Government International Bond                                                                                     | CUSIP: 836205AR5<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $200106.36    | 0.14%             | 2025-09-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                        | ZF North America Capital Inc                                                                                                               | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301184.70    | 0.22%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2024-V7 Mortgage Trust                                                                                                           | CUSIP: 08163YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90000 | PA      | $94861.58     | 0.07%             | 2056-05-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| CEC ENTERTAINMENT LLC                                | CEC Entertainment LLC                                                                                                                      | CUSIP: 125137AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    247000 | PA      | $245364.71    | 0.18%             | 2026-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association             | Government National Mortgage Association                                                                                                   | CUSIP: 38378XFF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2120 | PA      | $1921.19      | 0.00%             | 2048-01-16      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                            | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27                                                                                | CUSIP: 61690AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $49786.00     | 0.04%             | 2047-12-15      | Fixed         | 3.75%                 | 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        |    150000 | PA      | $144267.52    | 0.10%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                | Civitas Resources Inc                                                                                                                      | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    238000 | PA      | $243988.32    | 0.18%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                              | Bayer US Finance II LLC                                                                                                                    | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299192.05    | 0.22%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                            | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F060485<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    618000 | PA      | $635452.09    | 0.46%             | 2039-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                  | Hilcorp Energy I LP Term Loan B                                                                                                            | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |    284886 | PA      | $285776.27    | 0.21%             | 2030-02-11      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                    | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203817.72    | 0.15%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                 | Glencore Funding LLC                                                                                                                       | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    366000 | PA      | $375388.03    | 0.27%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                              | Brighthouse Financial Global Funding                                                                                                       | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    172000 | PA      | $174769.82    | 0.13%             | 2027-04-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                              | CarMax Auto Owner Trust 2024-2                                                                                                             | CUSIP: 14319EAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70000 | PA      | $71970.70     | 0.05%             | 2029-11-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                             | Volkswagen Group of America Finance LLC                                                                                                    | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200676.11    | 0.14%             | 2027-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                         | Navient Corp                                                                                                                               | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    221000 | PA      | $223809.35    | 0.16%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                        | ARDN 2025-ARCP Mortgage Trust                                                                                                              | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $170394.96    | 0.12%             | 2035-06-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| BARDOT CLO LTD                                       | Bardot CLO Ltd                                                                                                                             | CUSIP: 06744NBQ9<br>LEI: 549300KP12IHV6MTDK86 | Long             | ABS-CBDO         | CORP              | KY        |    296911 | PA      | $296362.28    | 0.21%             | 2032-10-22      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                 | FS Rialto 2025-FL10 Issuer LLC                                                                                                             | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99813.67     | 0.07%             | 2042-08-19      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association             | Government National Mortgage Association                                                                                                   | CUSIP: 38379RSL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6514 | PA      | $6117.95      | 0.00%             | 2058-08-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                               | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13194.24     | 0.01%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                               | Marvell Technology Inc                                                                                                                     | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $53250.49     | 0.04%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                              | Booz Allen Hamilton Inc                                                                                                                    | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126144.29    | 0.09%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                      | Lstar Commercial Mortgage Trust 2016-4                                                                                                     | CUSIP: 50219QAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    206147 | PA      | $863.36       | 0.00%             | 2049-03-10      | Variable      | 1.68%                 | 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        |    138000 | PA      | $136141.13    | 0.10%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds              | Colombia Government International Bonds                                                                                                    | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $195960.00    | 0.14%             | 2027-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                             | Health Care Service Corp A Mutual Legal Reserve Co                                                                                         | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |     58000 | PA      | $59208.25     | 0.04%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                               | Anglo American Capital PLC                                                                                                                 | CUSIP: 034863AR1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201085.16    | 0.14%             | 2027-04-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                | HPEFS Equipment Trust 2023-2                                                                                                               | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $238890.80    | 0.17%             | 2031-07-21      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortgage Trust              | DBJPM 2016-C3 Mortgage Trust                                                                                                               | CUSIP: 23312VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    154599 | PA      | $1276.58      | 0.00%             | 2049-08-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust             | Americredit Automobile Receivables Trust 2023-1                                                                                            | CUSIP: 03067BAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102097.08    | 0.07%             | 2028-12-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                    | ITC Holdings Corp                                                                                                                          | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78875.21     | 0.06%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                       | Wheels Fleet Lease Funding 1 LLC                                                                                                           | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $251345.63    | 0.18%             | 2039-09-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                 | CITGO Petroleum Corp                                                                                                                       | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    310000 | PA      | $310098.64    | 0.22%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                          | BNP Paribas SA                                                                                                                             | CUSIP: 09659W2V5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $203070.24    | 0.15%             | 2029-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                               | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    184363 | PA      | $182623.17    | 0.13%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                               | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75479.53     | 0.05%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2016-BNK1                                                                                            | CUSIP: 95000GBB9<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |    862995 | PA      | $11219.89     | 0.01%             | 2049-08-15      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                  | DBWF Mortgage Trust                                                                                                                        | CUSIP: 23306NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2675 | PA      | $2618.27      | 0.00%             | 2034-06-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                              | Romanian Government International Bond                                                                                                     | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    110000 | PA      | $110901.02    | 0.08%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                | Rio Tinto Finance USA PLC                                                                                                                  | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     46000 | PA      | $46901.34     | 0.03%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                               | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     93000 | PA      | $95035.69     | 0.07%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                  | American Express Co                                                                                                                        | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    138000 | PA      | $139596.32    | 0.10%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                             | South Bow USA Infrastructure Holdings LLC                                                                                                  | CUSIP: 83007CAC6<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    151000 | PA      | $151536.44    | 0.11%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust          | MF1 2022-FL9 LLC                                                                                                                           | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     94364 | PA      | $94431.88     | 0.07%             | 2037-06-19      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                     | LPL Holdings Inc                                                                                                                           | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    189000 | PA      | $188691.72    | 0.14%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                           | Nuveen LLC                                                                                                                                 | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $61479.41     | 0.04%             | 2030-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                      | Long: S76627833 CDS USD R F  1.00000 376627835 CCPCDX / Short: S76627833 CDS USD P V 03MEVENT 376627834 CCPCDX                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   1351000 | OU      | $30836.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO                                 | Liberty Utilities Co                                                                                                                       | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82338.29     | 0.06%             | 2029-01-31      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                            | IDEX Corp                                                                                                                                  | CUSIP: 45167RAJ3<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34569.19     | 0.02%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                              | Imperial Brands Finance PLC                                                                                                                | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $413047.87    | 0.30%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                               | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37121.47     | 0.03%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                             | BX Trust 2025-TAIL                                                                                                                         | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100305.66    | 0.07%             | 2035-06-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                             | Icon Investments Six DAC                                                                                                                   | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $204256.98    | 0.15%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                    | Japan Tobacco Inc                                                                                                                          | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $308834.81    | 0.22%             | 2030-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                              | Blackstone Secured Lending Fund                                                                                                            | CUSIP: 09261LAC2<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    207000 | PA      | $205726.17    | 0.15%             | 2026-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                | Truist Financial Corp                                                                                                                      | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23271.86     | 0.02%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                                  | M&T Equipment 2024-LEAF1 Notes                                                                                                             | CUSIP: 55376YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $305334.90    | 0.22%             | 2031-08-18      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust               | Santander Drive Auto Receivables Trust 2024-2                                                                                              | CUSIP: 80286YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $225093.35    | 0.16%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                                | Pinnacle West Capital Corp                                                                                                                 | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31746.54     | 0.02%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                             | Santander UK Group Holdings PLC                                                                                                            | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $417614.14    | 0.30%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                   | Wind River 2022-1 CLO Ltd                                                                                                                  | CUSIP: 97316YAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300278.40    | 0.22%             | 2035-07-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust        | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4                                                                              | CUSIP: 46645UAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    746621 | PA      | $3942.98      | 0.00%             | 2049-12-15      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                               | AS Mileage Plan IP Ltd                                                                                                                     | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     51000 | PA      | $50497.72     | 0.04%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                       | EPR Properties                                                                                                                             | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    171000 | PA      | $170813.54    | 0.12%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                               | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48576.42     | 0.03%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                             | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                                        | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    394000 | PA      | $399952.00    | 0.29%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                   | Regal Rexnord Corp                                                                                                                         | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    273000 | PA      | $281401.47    | 0.20%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                               | Chase Auto Owner Trust 2024-3                                                                                                              | CUSIP: 16144LAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $166979.74    | 0.12%             | 2029-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                            | Block Inc                                                                                                                                  | CUSIP: 852234AJ2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    133000 | PA      | $127447.25    | 0.09%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                        | Aircastle Ltd                                                                                                                              | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    113000 | PA      | $112994.73    | 0.08%             | 2025-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                              | Dell International LLC / EMC Corp                                                                                                          | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     61000 | PA      | $61996.47     | 0.04%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                               | Williams Cos Inc/The                                                                                                                       | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65066.97     | 0.05%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                  | Synchrony Financial                                                                                                                        | CUSIP: 87165BAG8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    156000 | PA      | $155896.95    | 0.11%             | 2025-07-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                   | BMO 2024-5C8 Mortgage Trust                                                                                                                | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $166180.32    | 0.12%             | 2057-12-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                                                                                                       | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84791 | PA      | $85703.35     | 0.06%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-24

**Name of Applicant:** LORD ABBETT SERIES FUND INC

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer