# EDGAR Filing Document

**Accession Number:** 0000911507
**File Stem:** 0001752724-25-176582
**Filing Date:** 2025-7
**Character Count:** 298212
**Document Hash:** b545504bbd3c139c53d88b743f6b1033
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-176582.hdr.sgml**: 20250724

**ACCESSION NUMBER**: 0001752724-25-176582

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250724

**DATE AS OF CHANGE**: 20250724

**PERIOD START**: 20251130

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07988
- **FILM NUMBER:** 251146180

**BUSINESS ADDRESS:**
- **STREET 1:** 30 HUDSON STREET
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302
- **BUSINESS PHONE:** 201-827-2000

**MAIL ADDRESS:**
- **STREET 1:** 30 HUDSON STREET
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302

## Series and Classes Contracts Data

### Lord Abbett Core Plus Bond Fund (Series ID: S000051773)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000162898 | Class A      | LAPLX           |
| C000162899 | Class C      | LAPCX           |
| C000162900 | Class F      | LPLFX           |
| C000162901 | Class I      | LAPIX           |
| C000162903 | Class R3     | LAPQX           |
| C000162904 | Class R4     | LAPUX           |
| C000162905 | Class R5     | LAPVX           |
| C000162906 | Class R6     | LAPWX           |
| C000188256 | Class F3     | LOPLX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** LORD ABBETT INVESTMENT TRUST

- **b. Investment Company Act file number:** 811-07988

- **c. CIK number of Registrant:** 0000911507

- **d. LEI of Registrant:** 54930085JIVNI3FPKR71

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 30 HUDSON STREET

  - **City:** JERSEY CITY

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07302-3973

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

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

- **a. Name of Series:** Lord Abbett Core Plus Bond Fund

- **b. EDGAR series identifier (if any):** S000051773

- **c. LEI of Series:** 549300KC02CZFCHCIR84

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $5599232818.77

**Total Liabilities:** $1751107849.50

**Net Assets:** $3848124969.27

**Delayed Delivery Securities:** $1153772425.63

**Cash Not Reported:** $7664767.11

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -6620.74000000 | **1-Year:** -116426.61000000 | **5-Year:** -389172.81000000 | **10-Year:** -312272.34000000 | **30-Year:** -46268.94000000

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

- **3-Month:** -1884.27000000 | **1-Year:** -53424.05000000 | **5-Year:** -116335.81000000 | **10-Year:** -41296.14000000 | **30-Year:** -3244.67000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000162903 | -0.36%               | -0.14%               | -0.30%               |
| Class ID C000162901 | -0.24%               | -0.10%               | -0.34%               |
| Class ID C000162899 | -0.31%               | -0.17%               | -0.41%               |
| Class ID C000162898 | -0.25%               | -0.11%               | -0.35%               |
| Class ID C000162904 | -0.26%               | -0.12%               | -0.36%               |
| Class ID C000188256 | -0.23%               | -0.09%               | -0.33%               |
| Class ID C000162900 | -0.32%               | -0.11%               | -0.27%               |
| Class ID C000162906 | -0.23%               | -0.09%               | -0.33%               |
| Class ID C000162905 | -0.24%               | -0.10%               | -0.34%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5637255.10              | $-29931970.01                              |
| Month 2  | $-5051042.19             | $-14253203.45                              |
| Month 3  | $-11506205.05            | $-11795892.75                              |

**Designated Index Information**

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

- **Index Identifier:** BCF2T

### Schedule of Portfolio Investments

| Name                                             | Title                                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JANE STREET GRP/JSG FIN                          | Jane Street Group / JSG Finance Inc                                           | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4819000 | PA      | $4945291.53   | 0.13%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                  | Antofagasta PLC                                                               | CUSIP: 03718NAC0<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |   5542000 | PA      | $5647381.13   | 0.15%             | 2034-05-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                            | Universal Health Services Inc                                                 | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   5596000 | PA      | $5256285.53   | 0.14%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                          | Verdant Receivables 2025-1 LLC                                                | CUSIP: 92340GAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9730000 | PA      | $9757723.20   | 0.25%             | 2033-05-12      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| MARS INC                                         | Mars Inc                                                                      | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   7566000 | PA      | $7540472.09   | 0.20%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                | Brown & Brown Inc                                                             | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   4503000 | PA      | $3907207.93   | 0.10%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                    | Boeing Co/The                                                                 | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2369407.15   | 0.06%             | 2054-05-01      | Fixed         | 6.86%                 | 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        |   5140000 | PA      | $5337052.69   | 0.14%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                            | Oglethorpe Power Corp                                                         | CUSIP: 677050AY2<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   3713000 | PA      | $3581172.68   | 0.09%             | 2055-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                     | Entergy Corp                                                                  | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   4675000 | PA      | $4624417.95   | 0.12%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III                           | Fresenius Medical Care US Finance III Inc                                     | CUSIP: 35805BAE8<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |   5329000 | PA      | $4586649.84   | 0.12%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust                      | Cherry Securitization Trust 2024-1                                            | CUSIP: 164737AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9350000 | PA      | $9416214.83   | 0.24%             | 2032-04-15      | Fixed         | 5.70%                 | 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        |   1217000 | PA      | $13999.69     | 0.00%             | 2041-02-15      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                               | Royalty Pharma PLC                                                            | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   5882000 | PA      | $3654430.96   | 0.09%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                          | Imperial Brands Finance PLC                                                   | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   9500000 | PA      | $9556296.81   | 0.25%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                      | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4999850.25   | 0.13%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                       | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   8955000 | PA      | $9007853.40   | 0.23%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                          | Allied Universal Holdco LLC                                                   | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   2595000 | PA      | $2691116.21   | 0.07%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                      | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3684948 | PA      | $3693556.61   | 0.10%             | 2044-09-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                              | Lightning Power LLC                                                           | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |   4961000 | PA      | $5204489.55   | 0.14%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                 | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6897186.10   | 0.18%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                               | Expand Energy Corp                                                            | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   8980000 | PA      | $9091055.66   | 0.24%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                            | Chile Electricity Lux Mpc II Sarl                                             | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   7118191 | PA      | $7081841.37   | 0.18%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                          | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3183198.48   | 0.08%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                         | Alimentation Couche-Tard Inc                                                  | CUSIP: 01626PAU0<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   3559000 | PA      | $3490542.49   | 0.09%             | 2034-02-12      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                        | Avant Loans Funding Trust 2021-REV1                                           | CUSIP: 05353LAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    766210 | PA      | $764999.63    | 0.02%             | 2030-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                    | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13520000 | PA      | $13411734.27  | 0.35%             | 2054-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                          | Arthur J Gallagher & Co                                                       | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   5585000 | PA      | $5601321.21   | 0.15%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2015-LC21 Mortgage Trust                                                 | CUSIP: 12593FBF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6309000 | PA      | $6296154.88   | 0.16%             | 2048-07-10      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F052664<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  30517000 | PA      | $30213897.22  | 0.79%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                             | Flutter Financing BV 2024 Term Loan B                                         | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   9985486 | PA      | $9971456.13   | 0.26%             | 2030-11-30      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                              | CUSIP: 31427M2C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14007606 | PA      | $14289885.53  | 0.37%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fairstone Financial Issuance Trust I             | Fairstone Financial Issuance Trust I                                          | CUSIP: 30575PAU0<br>LEI: 549300LY2ZF7LX6T3F37 | Long             | ABS-O            | CORP              | CA        |   3715000 | PA      | $2690334.32   | 0.07%             | 2039-10-20      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                 | Aretec Group Inc                                                              | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |   4051000 | PA      | $4419308.82   | 0.11%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust            | Westlake Automobile Receivables Trust 2023-1                                  | CUSIP: 96042XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4315000 | PA      | $4343841.03   | 0.11%             | 2028-08-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                  | Danske Bank A/S                                                               | CUSIP: 23636AAR2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  12096000 | PA      | $12008737.64  | 0.31%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARKO CORP                                        | Arko Corp                                                                     | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3385000 | PA      | $2827546.35   | 0.07%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac Stacr Remic Trust 2025-Hqa1                                       | CUSIP: 35564NGZ0<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |   4891274 | PA      | $4889916.43   | 0.13%             | 2045-02-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                           | VICI Properties LP / VICI Note Co Inc                                         | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              |  | US        |   3831000 | PA      | $3718488.89   | 0.10%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                   | Capital One NA                                                                | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   6780000 | PA      | $6918751.41   | 0.18%             | 2028-08-09      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation               | Chase Home Lending Mortgage Trust Series 2024-RPL3                            | CUSIP: 161917AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2064-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                              | Senegal Government International Bond                                         | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |   4460000 | PA      | $3217890.00   | 0.08%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F032666<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15392000 | PA      | $13645109.90  | 0.35%             | 2054-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER                            | AG TTMT Escrow Issuer LLC                                                     | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2283000 | PA      | $2371591.82   | 0.06%             | 2027-09-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| WEIBO CORP                                       | Weibo Corp                                                                    | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |   4100000 | PA      | $3803069.80   | 0.10%             | 2030-07-08      | Fixed         | 3.38%                 | 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        |   1625417 | PA      | $1625820.54   | 0.04%             | 2027-08-16      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                             | Vermilion Energy Inc                                                          | CUSIP: 923725AD7<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | CORP              | CA        |   4100000 | PA      | $3735547.72   | 0.10%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation               | Chase Home Lending Mortgage Trust Series 2024-RPL2                            | CUSIP: 161930AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3044579 | PA      | $2650816.12   | 0.07%             | 2064-08-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2023-3                                    | CUSIP: 301989AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5475000 | PA      | $5588495.66   | 0.15%             | 2029-04-16      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                         | J.P. Morgan Mortgage Trust 2021-15                                            | CUSIP: 46654TAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5423877 | PA      | $4541585.95   | 0.12%             | 2052-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                | Ivanhoe Mines Ltd                                                             | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |   5068000 | PA      | $4938649.44   | 0.13%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                    | CUSIP: 21H022663<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11221000 | PA      | $9402266.88   | 0.24%             | 2054-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HRT DNT / HRT DNT FIN                            | Heartland Dental LLC / Heartland Dental Finance Corp                          | CUSIP: 42239PAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2136000 | PA      | $2259934.99   | 0.06%             | 2028-04-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                   | VStrong Auto Receivables Trust 2023-A                                         | CUSIP: 92920CAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3895000 | PA      | $4151463.94   | 0.11%             | 2030-12-16      | Fixed         | 9.99%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                               | F&G Global Funding                                                            | CUSIP: 30321L2E1<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   3435000 | PA      | $3435087.18   | 0.09%             | 2025-07-07      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                      | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1617728 | PA      | $1655348.27   | 0.04%             | 2043-01-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                           | Global Atlantic Fin Co                                                        | CUSIP: 37959GAD9<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   3411000 | PA      | $3805872.57   | 0.10%             | 2033-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                           | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16054000 | PA      | $15675225.94  | 0.41%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                              | CUSIP: 3132CXL59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5449646 | PA      | $5653124.93   | 0.15%             | 2039-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                    | AppLovin Corp                                                                 | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   6301000 | PA      | $6361792.36   | 0.17%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                 | ABN AMRO Bank NV                                                              | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   3200000 | PA      | $2778506.46   | 0.07%             | 2037-03-13      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                                      | Rollins Inc                                                                   | CUSIP: 775711AA2<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |   7618000 | PA      | $7561677.00   | 0.20%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                   | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6830000 | PA      | $5879176.51   | 0.15%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                      | RAD CLO 21 Ltd                                                                | CUSIP: 750099AN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3490000 | PA      | $3484126.33   | 0.09%             | 2037-01-25      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                      | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2101229 | PA      | $2146646.02   | 0.06%             | 2042-05-25      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                           | IPALCO Enterprises Inc                                                        | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |   2607000 | PA      | $2574142.08   | 0.07%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                            | Athene Global Funding                                                         | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   6877000 | PA      | $6938103.93   | 0.18%             | 2026-05-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                         | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple              | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   4275276 | PA      | $4226110.76   | 0.11%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                               | Viterra Finance BV                                                            | CUSIP: 92852LAC3<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |   3013000 | PA      | $3014117.43   | 0.08%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | Centene Corp                                                                  | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   4912000 | PA      | $4800503.99   | 0.12%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                           | EquipmentShare.com Inc                                                        | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   3009000 | PA      | $3127509.47   | 0.08%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                    | CUSIP: 21H060663<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11437000 | PA      | $11549606.30  | 0.30%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                          | Starwood Property Trust Inc                                                   | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   7630000 | PA      | $7740635.00   | 0.20%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust            | OneMain Direct Auto Receivables Trust 2019-1                                  | CUSIP: 68267EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1487000 | PA      | $1477243.79   | 0.04%             | 2028-11-14      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                      | Hexcel Corp                                                                   | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |   3797000 | PA      | $3792396.21   | 0.10%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                               | SunCoke Energy Inc                                                            | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |   4375000 | PA      | $4025164.06   | 0.10%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | Occidental Petroleum Corp                                                     | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   3168000 | PA      | $3301179.55   | 0.09%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust Series 2025-DSC1                                     | CUSIP: 46593TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9179306 | PA      | $9193247.19   | 0.24%             | 2065-09-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F030660<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2737000 | PA      | $2329333.76   | 0.06%             | 2054-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                           | Lending Funding Trust 2020-2                                                  | CUSIP: 51507KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2909145.60   | 0.08%             | 2031-04-21      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                              | Axon Enterprise Inc                                                           | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   3813000 | PA      | $3878118.41   | 0.10%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust            | GM Financial Automobile Leasing Trust 2023-1                                  | CUSIP: 362541AF1<br>LEI: 254900DSTG5GSVOBDN09 | Long             | ABS-O            | CORP              | US        |   3475000 | PA      | $3478864.90   | 0.09%             | 2027-01-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust            | Westlake Automobile Receivables Trust 2024-1                                  | CUSIP: 96043RAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3410000 | PA      | $3417854.59   | 0.09%             | 2027-05-17      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                       | Flagship Credit Auto Trust 2022-3                                             | CUSIP: 33845PAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    530316 | PA      | $530289.71    | 0.01%             | 2027-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust          | Capital One Multi-Asset Execution Trust                                       | CUSIP: 14041NCG4<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   7694000 | PA      | $7692105.74   | 0.20%             | 2028-05-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F050478<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  99393000 | PA      | $99396597.03  | 2.58%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                    | Citigroup Inc                                                                 | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $4097116.72   | 0.11%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                 | Crown Castle Inc                                                              | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   8500000 | PA      | $7863136.06   | 0.20%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JSW INFRASTRUCTURE                               | JSW Infrastructure Ltd                                                        | CUSIP: 000000000<br>LEI: 3358003E3YFK92C9WX80 | Long             | DBT              | CORP              | IN        |   5253000 | PA      | $5075046.75   | 0.13%             | 2029-01-21      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                      | CUSIP: 20754QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3895958 | PA      | $3976978.32   | 0.10%             | 2043-05-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                               | Southwest Gas Corp                                                            | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |   2156000 | PA      | $2008678.62   | 0.05%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                  | Mercer International Inc                                                      | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |   1871000 | PA      | $1489194.01   | 0.04%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                        | CIM Trust 2021-J1                                                             | CUSIP: 12564KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4803020 | PA      | $3847967.67   | 0.10%             | 2051-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes               | Ally Bank Auto Credit-Linked Notes Series 2024-B                              | CUSIP: 02007G4F7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3096080 | PA      | $3082271.11   | 0.08%             | 2032-09-15      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                 | OneMain Financial Issuance Trust 2020-2                                       | CUSIP: 682696AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280000 | PA      | $263526.03    | 0.01%             | 2035-09-14      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII              | Bayview Opportunity Master Fund VII 2024-EDU1 LLC                             | CUSIP: 07336PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4735369 | PA      | $4725124.46   | 0.12%             | 2047-06-25      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                             | Bank of America Corp                                                          | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9764000 | PA      | $9590844.74   | 0.25%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust              | GS Mortgage-Backed Securities Trust 2021-PJ2                                  | CUSIP: 36264DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1841353 | PA      | $1476980.34   | 0.04%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                      | CUSIP: 55903VBB8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1888000 | PA      | $1758482.12   | 0.05%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                         | EQT Corp                                                                      | CUSIP: 26884LBA6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2061000 | PA      | $2238352.90   | 0.06%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PFP III                                          | PFP 2023-10 Ltd                                                               | CUSIP: 69380CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   3396613 | PA      | $3414140.77   | 0.09%             | 2038-09-16      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                         | Devon Energy Corp                                                             | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   4318000 | PA      | $4090562.52   | 0.11%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| CITIZENS FINANCIAL GROUP                         | Citizens Financial Group Inc                                                  | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |  13785000 | PA      | $14622137.00  | 0.38%             | 2035-04-25      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                  | Fair Isaac Corp                                                               | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   6252000 | PA      | $6255826.97   | 0.16%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                              | CUSIP: 3132DUPT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3073930 | PA      | $3093323.72   | 0.08%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                 | Allied Universal Holdco LLC / Allied Universal Finance Corp                   | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4664000 | PA      | $4419049.98   | 0.11%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| SOLVENTUM CORP                                   | Solventum Corp                                                                | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   5218000 | PA      | $5264781.14   | 0.14%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC                         | Evergy Missouri West Inc                                                      | CUSIP: 30037EAB9<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6062367.18   | 0.16%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                   | Hyundai Auto Receivables Trust 2022-C                                         | CUSIP: 44933DAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7124000 | PA      | $7213815.83   | 0.19%             | 2028-10-16      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                 | Crown Castle Inc                                                              | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   5000000 | PA      | $4225889.90   | 0.11%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust           | Velocity Commercial Capital Loan Trust 2024-2                                 | CUSIP: 92259QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2692289 | PA      | $2721144.68   | 0.07%             | 2054-06-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                          | Cboe Global Markets Inc                                                       | CUSIP: 12503MAA6<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |   5304000 | PA      | $5236675.69   | 0.14%             | 2027-01-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                             | National Fuel Gas Co                                                          | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   3036000 | PA      | $2980875.86   | 0.08%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                            | Foundry JV Holdco LLC                                                         | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   4920000 | PA      | $4936337.50   | 0.13%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                 | Carlyle Global Market Strategies CLO 2014-3-R Ltd                             | CUSIP: 14315LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350275 | PA      | $350648.62    | 0.01%             | 2031-07-27      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                               | CUSIP: 3140XH3N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1745387 | PA      | $1707155.23   | 0.04%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                               | BMO 2024-5C5 Mortgage Trust                                                   | CUSIP: 05593RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5640000 | PA      | $5850309.96   | 0.15%             | 2057-02-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                          | Phillips Edison Grocery Center Operating Partnership I LP                     | CUSIP: 71845JAC2<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |   5642000 | PA      | $5374789.41   | 0.14%             | 2035-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                   | Galaxy Xxviii Clo Ltd                                                         | CUSIP: 36321JAE4<br>LEI: 549300QR0537E9AXFW42 | Long             | ABS-CBDO         | CORP              | KY        |    457118 | PA      | $457807.78    | 0.01%             | 2031-07-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| WINDFALL MINING GROUP                            | Windfall Mining Group Inc / Groupe Minier Windfall Inc                        | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |   2819000 | PA      | $2818687.06   | 0.07%             | 2032-05-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GREENKO DUTCH BV                                 | Greenko Dutch BV                                                              | CUSIP: 39530LAD2<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |   2667280 | PA      | $2612694.11   | 0.07%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust 2022-INV1                                            | CUSIP: 465973AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3588892 | PA      | $3005094.16   | 0.08%             | 2052-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit         | Ford Credit Auto Owner Trust 2021-REV1                                        | CUSIP: 345340AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20145000 | PA      | $19596242.14  | 0.51%             | 2033-10-17      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust            | Wells Fargo Commercial Mortgage Trust 2024-MGP                                | CUSIP: 95003TAS2<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |   4210000 | PA      | $4196066.16   | 0.11%             | 2041-08-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                            | Sri Lanka Government International Bond                                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   4364000 | PA      | $3414830.00   | 0.09%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5549000 | PA      | $5630176.32   | 0.15%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US ULTRA BOND CBT SEP25                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       328 | NC      | $744336.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VITERRA FINANCE BV                               | Viterra Finance BV                                                            | CUSIP: 92852LAB5<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |   1208000 | PA      | $1098480.99   | 0.03%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                   | Crockett Partners Equipment Co IIA LLC                                        | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3516970 | PA      | $3560525.29   | 0.09%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                          | BMW Vehicle Lease Trust 2023-2                                                | CUSIP: 055979AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4153129 | PA      | $4169786.77   | 0.11%             | 2026-09-25      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                    | CUSIP: 21H020667<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  23670000 | PA      | $19019798.43  | 0.49%             | 2054-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT Capital Corp                                                              | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   8732000 | PA      | $8823414.09   | 0.23%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2021-8                                             | CUSIP: 92538GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    922340 | PA      | $837548.11    | 0.02%             | 2066-11-25      | Variable      | 1.82%                 | 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        |   6781000 | PA      | $6987820.50   | 0.18%             | 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        |   7000000 | PA      | $6940391.99   | 0.18%             | 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        |   2370000 | PA      | $2336107.10   | 0.06%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F022675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  33890000 | PA      | $27614625.30  | 0.72%             | 2055-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm Inc                                                                 | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   9818000 | PA      | $9515946.28   | 0.25%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Nvent Finance Sarl                               | nVent Finance Sarl                                                            | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |   6722000 | PA      | $6689483.06   | 0.17%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  68698000 | PA      | $67948585.88  | 1.77%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                    | AIB Group PLC                                                                 | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   5119000 | PA      | $5198538.10   | 0.14%             | 2035-03-28      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                         | MSCI Inc                                                                      | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $4996291.52   | 0.13%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                          | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3007000 | PA      | $3025501.44   | 0.08%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ATI INC                                          | ATI Inc                                                                       | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |   2008000 | PA      | $2104319.74   | 0.05%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F042665<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1943000 | PA      | $1832806.12   | 0.05%             | 2054-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                         | Jacobs Engineering Group Inc                                                  | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6158952.00   | 0.16%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd                                                   | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   5659000 | PA      | $5679287.29   | 0.15%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                              | Minejesa Capital BV                                                           | CUSIP: 602736AA8<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |   3984891 | PA      | $3887223.51   | 0.10%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                      | Paychex Inc                                                                   | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |  10917000 | PA      | $11083688.94  | 0.29%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                              | Sprint Capital Corp                                                           | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $5392300.77   | 0.14%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                 | DT Midstream Inc                                                              | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9336000 | PA      | $8898379.95   | 0.23%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HUDSON RIVER TRADING LLC                         | Hudson River Trading LLC 2024 Term Loan B                                     | CUSIP: 44413EAJ7<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |   1831566 | PA      | $1839322.67   | 0.05%             | 2030-03-18      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                           | JB Poindexter & Co Inc                                                        | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |   3141000 | PA      | $3117708.23   | 0.08%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                      | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1543133 | PA      | $1578190.04   | 0.04%             | 2042-12-25      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                      | Workday Inc                                                                   | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3247848.21   | 0.08%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                               | Regal Rexnord Corp                                                            | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4149232.76   | 0.11%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust                 | Harley-Davidson Motorcycle Trust 2025-A                                       | CUSIP: 41284XAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7230000 | PA      | $7269215.52   | 0.19%             | 2033-02-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                   | Solventum Corp                                                                | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |  10624000 | PA      | $10880102.68  | 0.28%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                | GLS Auto Select Receivables Trust 2024-2                                      | CUSIP: 379924AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3499337 | PA      | $3530113.49   | 0.09%             | 2030-06-17      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                | World Omni Auto Receivables Trust 2023-D                                      | CUSIP: 98164DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5175000 | PA      | $5234472.14   | 0.14%             | 2029-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                              | Macquarie Group Ltd                                                           | CUSIP: 55608JAN8<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   5143000 | PA      | $5125298.87   | 0.13%             | 2029-03-27      | Fixed         | 4.65%                 | 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        |   2863499 | PA      | $2917527.92   | 0.08%             | 2042-08-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                         | Macquarie Airfinance Holdings Ltd                                             | CUSIP: 55609NAB4<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   4355000 | PA      | $4560499.39   | 0.12%             | 2029-03-30      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                         | American Transmission Systems Inc                                             | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6934000 | PA      | $6015920.30   | 0.16%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                     | Synopsys Inc                                                                  | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   7790000 | PA      | $7806622.22   | 0.20%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                            | Citadel Securities LP 2024 First Lien Term Loan                               | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |   3494242 | PA      | $3510403.37   | 0.09%             | 2031-10-31      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | BNP Paribas SA                                                                | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $4997462.90   | 0.13%             | 2026-06-09      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                         | ROCKIES EXPRESS PIPELINE                                                      | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   3629000 | PA      | $3742213.91   | 0.10%             | 2033-03-15      | Fixed         | 6.75%                 | 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        |  16190000 | PA      | $17011734.78  | 0.44%             | 2058-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                             | Alpha Generation LLC                                                          | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |   3081000 | PA      | $3143870.89   | 0.08%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                         | Octane Receivables Trust 2022-2                                               | CUSIP: 67578XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84656 | PA      | $84681.26     | 0.00%             | 2028-02-22      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                       | US Bancorp                                                                    | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   7177000 | PA      | $6962958.39   | 0.18%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F020471<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  20456000 | PA      | $18470140.52  | 0.48%             | 2039-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                              | CUSIP: 3132CXLP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11980232 | PA      | $12372621.57  | 0.32%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co                                                           | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   5587000 | PA      | $5706874.11   | 0.15%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                 | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   3140000 | PA      | $3150238.66   | 0.08%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities        | Multifamily Connecticut Avenue Securities Trust 2024-01                       | CUSIP: 62548RAA7<br>LEI: 254900QY3MMJFMNKXA93 | Long             | ABS-MBS          | CORP              | US        |   4351255 | PA      | $4392197.77   | 0.11%             | 2054-07-25      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                 | LPL Holdings Inc                                                              | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   4458000 | PA      | $4429614.58   | 0.12%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2024-B                                      | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8135000 | PA      | $8123453.99   | 0.21%             | 2029-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                  | Danske Bank A/S                                                               | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   5657000 | PA      | $5616650.60   | 0.15%             | 2028-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                       | LAD Auto Receivables Trust 2024-3                                             | CUSIP: 505709AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7590000 | PA      | $7612564.31   | 0.20%             | 2029-12-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                           | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 163694000 | PA      | $157274125.94 | 4.09%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                             | Enel Finance International NV                                                 | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   3011000 | PA      | $3049298.90   | 0.08%             | 2029-06-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation               | Chase Home Lending Mortgage Trust 2024-RPL4                                   | CUSIP: 16160NAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2238861 | PA      | $1985535.74   | 0.05%             | 2064-12-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                      | CUSIP: 20754HAD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1570583 | PA      | $1615731.23   | 0.04%             | 2039-07-25      | Floating      | 8.54%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                         | Macquarie Airfinance Holdings Ltd                                             | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   3752000 | PA      | $3902331.38   | 0.10%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                               | Coterra Energy Inc                                                            | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2954036.79   | 0.08%             | 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        |  10000000 | PA      | $9741221.00   | 0.25%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HECLA MINING CO                                  | Hecla Mining Co                                                               | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |   3271000 | PA      | $3307769.31   | 0.09%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                      | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1886975.92   | 0.05%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                               | CUSIP: 3140XHXH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1795908 | PA      | $1488537.47   | 0.04%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                             | Bayer US Finance LLC                                                          | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4991692.18   | 0.13%             | 2029-01-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                             | Appalachian Power Co                                                          | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   3014000 | PA      | $3044102.29   | 0.08%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD CAD                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-100154.23   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                         | Republic of South Africa Government International Bond                        | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   5544000 | PA      | $5378717.45   | 0.14%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust 2022-7                                 | CUSIP: 80287FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4165000 | PA      | $4260833.73   | 0.11%             | 2031-03-17      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust            | GM Financial Automobile Leasing Trust 2023-2                                  | CUSIP: 362548AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3450000 | PA      | $3458256.54   | 0.09%             | 2027-05-20      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| World Financial Network Credit Card Master Trust | World Financial Network Credit Card Master Trust                              | CUSIP: 981464HL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6260000 | PA      | $6291139.12   | 0.16%             | 2030-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                           | AS Mileage Plan IP Ltd                                                        | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   8055000 | PA      | $7840399.33   | 0.20%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                               | CUSIP: 3140XPAH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1357029 | PA      | $1403950.67   | 0.04%             | 2039-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                    | Vistra Operations Company LLC 1st Lien Term Loan B3                           | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |  10311989 | PA      | $10338130.30  | 0.27%             | 2030-12-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                       | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1688000 | PA      | $1671767.58   | 0.04%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2023-B                                      | CUSIP: 00792FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4490000 | PA      | $4511852.83   | 0.12%             | 2028-09-15      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                            | QXO Building Products Inc                                                     | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |   7494000 | PA      | $7702706.93   | 0.20%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                              | CUSIP: 3132CXMH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4851284 | PA      | $5013496.06   | 0.13%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2359000 | PA      | $2315302.73   | 0.06%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                           | VICI Properties LP / VICI Note Co Inc                                         | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              |  | US        |  11500000 | PA      | $11294432.90  | 0.29%             | 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        |   6902000 | PA      | $6798667.54   | 0.18%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                | Rakuten Group Inc                                                             | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |   1881000 | PA      | $2017637.57   | 0.05%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                        | MSBAM                                                                         | CUSIP: 61778GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5820000 | PA      | $6011920.32   | 0.16%             | 2058-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Regatta XXVIII Funding Ltd.                      | Regatta XXVIII Funding Ltd                                                    | CUSIP: 75901PAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2170000 | PA      | $2179042.39   | 0.06%             | 2037-04-25      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust | World Omni Automobile Lease Securitization Trust 2025-A                       | CUSIP: 98164PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8750000 | PA      | $8738989.00   | 0.23%             | 2028-04-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding LXIII Ltd                                                | CUSIP: 55817GAS0<br>LEI: 549300XQII222AK58E79 | Long             | ABS-CBDO         | CORP              | KY        |   7595000 | PA      | $7609612.78   | 0.20%             | 2038-07-21      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                             | Capstone Copper Corp                                                          | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |   5825000 | PA      | $5828881.78   | 0.15%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2023-DNA2                                       | CUSIP: 35564KT66<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | USGSE             | US        |   2450000 | PA      | $2570810.48   | 0.07%             | 2043-04-25      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                           | Anglo American Capital PLC                                                    | CUSIP: 034863BB5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   3573000 | PA      | $3448343.43   | 0.09%             | 2029-03-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                  | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1824000 | PA      | $1776644.67   | 0.05%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                | Generate CLO 14 Ltd                                                           | CUSIP: 37149QAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2680000 | PA      | $2701255.08   | 0.07%             | 2037-04-22      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                          | GLP Capital LP / GLP Financing II Inc                                         | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              |  | US        |   5500000 | PA      | $5604610.00   | 0.15%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                           | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 135599000 | PA      | $135990965.18 | 3.53%             | 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        |   2386000 | PA      | $2388049.57   | 0.06%             | 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        |  16776000 | PA      | $16535314.73  | 0.43%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                         | New York Life Global Funding                                                  | CUSIP: 64952WEZ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2672333.65   | 0.07%             | 2033-01-28      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                 | LPL Holdings Inc                                                              | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11546097.12  | 0.30%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                               | CUSIP: 3140XDPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    858709 | PA      | $781768.96    | 0.02%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS PWR & LIGHT                         | Indianapolis Power & Light Co                                                 | CUSIP: 455434BW9<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2859932.04   | 0.07%             | 2054-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IRB INFRASTRUCTURE DEVELOPERS                    | IRB INFRASTRUCTURE DEVELOPERS                                                 | CUSIP: 000000000<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |   3150000 | PA      | $3125670.60   | 0.08%             | 2032-03-11      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                    | Aircastle Ltd                                                                 | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |  12208000 | PA      | $12655181.36  | 0.33%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                             | National Fuel Gas Co                                                          | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   6693000 | PA      | $6712307.36   | 0.17%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                           | Goodyear Tire & Rubber Co/The                                                 | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   7993000 | PA      | $7662974.63   | 0.20%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                               | CUSIP: 3140QUBH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21582745 | PA      | $21557347.71  | 0.56%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                          | VZ Secured Financing BV                                                       | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   4050000 | PA      | $3503582.10   | 0.09%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                    | CUSIP: 21H052660<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  49874000 | PA      | $49529167.67  | 1.29%             | 2054-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F040677<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15382000 | PA      | $14090371.77  | 0.37%             | 2054-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes          | Santander Bank Auto Credit-Linked Notes Series 2022-C                         | CUSIP: 80290CBK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2619511.00   | 0.07%             | 2032-12-15      | Fixed         | 14.59%                | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                    | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   8091000 | PA      | $7278671.69   | 0.19%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                          | Oncor Electric Delivery Co LLC                                                | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   3905000 | PA      | $4050045.80   | 0.11%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                             | Bayer US Finance LLC                                                          | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |  10069000 | PA      | $10600970.44  | 0.28%             | 2030-11-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                            | Foundry JV Holdco LLC                                                         | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   7790000 | PA      | $7957197.32   | 0.21%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                       | US Bancorp                                                                    | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5095383.15   | 0.13%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds            | Mexico Government International Bonds                                         | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3900000 | PA      | $3901521.00   | 0.10%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                           | Aviation Capital Group LLC                                                    | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5283728.65   | 0.14%             | 2028-10-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                   | BSTN Commercial Mortgage Trust 2025-1C                                        | CUSIP: 05615EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3300000 | PA      | $3327145.80   | 0.09%             | 2044-06-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                      | CUSIP: 20754TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8099910 | PA      | $8097927.70   | 0.21%             | 2045-02-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                               | CUSIP: 3140QPAL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    685352 | PA      | $638593.65    | 0.02%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                               | Royalty Pharma PLC                                                            | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   5402000 | PA      | $5381477.10   | 0.14%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                              | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5073422.51   | 0.13%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                       | LAD Auto Receivables Trust 2023-2                                             | CUSIP: 505713AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3855000 | PA      | $3889662.62   | 0.10%             | 2028-09-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                          | Iron Mountain Information Management Services Inc                             | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |   4925000 | PA      | $4664336.99   | 0.12%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC           | Amur Equipment Finance Receivables XIII LLC                                   | CUSIP: 03237CAB8<br>LEI: 254900O8ABFLU3FOSN14 | Long             | ABS-O            | CORP              | US        |   2635547 | PA      | $2657022.30   | 0.07%             | 2031-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge Inc                                                                  | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   8937000 | PA      | $9720051.00   | 0.25%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                   | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3491000 | PA      | $3148426.25   | 0.08%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                            | Atlassian Corp                                                                | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   5256000 | PA      | $5304813.94   | 0.14%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                          | KeyCorp                                                                       | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   6043000 | PA      | $6343732.01   | 0.16%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F060667<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12036000 | PA      | $12155369.56  | 0.32%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                  | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12097000 | PA      | $11555587.88  | 0.30%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty Ltd                          | Ausgrid Finance Pty Ltd                                                       | CUSIP: 052113AB3<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |   8780000 | PA      | $8649444.82   | 0.22%             | 2028-08-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                              | CUSIP: 3132DNTX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1911110 | PA      | $1869339.73   | 0.05%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                              | CUSIP: 3132CXLQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6052280 | PA      | $6239413.41   | 0.16%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                              | Sprint Capital Corp                                                           | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4815021.15   | 0.13%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                | GLS Auto Select Receivables Trust 2023-2                                      | CUSIP: 36269EAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6502000 | PA      | $7036217.32   | 0.18%             | 2031-02-18      | Fixed         | 8.22%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                               | Expand Energy Corp                                                            | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   3282000 | PA      | $3266728.16   | 0.08%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                          | US Acute Care Solutions LLC                                                   | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3036000 | PA      | $3089552.00   | 0.08%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                         | International Business Machines Corp                                          | CUSIP: 459200AS0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2094000 | PA      | $2203640.92   | 0.06%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                | Citigroup Mortgage Loan Trust 2022-INV1                                       | CUSIP: 17290FBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2178656 | PA      | $1816047.37   | 0.05%             | 2051-11-27      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| PALOMINO FUNDING TRUST I                         | Palomino Funding Trust I                                                      | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3939000 | PA      | $4144869.94   | 0.11%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE (CBT) SEP25                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1261 | NC      | $288847.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AB BSL CLO                                       | AB BSL CLO 3 Ltd                                                              | CUSIP: 00037QAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15600000 | PA      | $15651464.40  | 0.41%             | 2038-04-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                         | Medline Borrower LP/Medline Co-Issuer Inc                                     | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5702000 | PA      | $5809276.52   | 0.15%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                         | FirstEnergy Transmission LLC                                                  | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   1903000 | PA      | $1856314.16   | 0.05%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                              | CUSIP: 3132AAVU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    694062 | PA      | $632806.87    | 0.02%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                   | Consumer Portfolio Services Auto Trust 2025-A                                 | CUSIP: 12633SAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6665000 | PA      | $6685623.51   | 0.17%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                              | M&T Equipment 2025-LEAF1 Notes                                                | CUSIP: 55340QAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5075000 | PA      | $5119620.42   | 0.13%             | 2032-03-16      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                           | PNC Financial Services Group Inc/The                                          | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   7875000 | PA      | $7779481.84   | 0.20%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Fluor Corp                                       | Fluor Corp                                                                    | CUSIP: 343412AF9<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $990157.77    | 0.03%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                         | J.P. Morgan Mortgage Trust 2022-1                                             | CUSIP: 46654WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1637980 | PA      | $1362253.33   | 0.04%             | 2052-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                        | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2688000 | PA      | $2564646.50   | 0.07%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                         | Mill City Mortgage Loan Trust 2021-NMR1                                       | CUSIP: 59982HAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2550000 | PA      | $1689562.81   | 0.04%             | 2060-11-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                            | Truist Financial Corp                                                         | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   8111000 | PA      | $8312193.19   | 0.22%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                 | HF Sinclair Corp                                                              | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4977012.05   | 0.13%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust              | Citigroup Commercial Mortgage Trust 2016-GC36                                 | CUSIP: 17324TAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97572 | PA      | $93541.51     | 0.00%             | 2049-02-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                      | CUSIP: 20755DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3513258 | PA      | $3592999.35   | 0.09%             | 2042-07-25      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F060469<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3058000 | PA      | $3131509.98   | 0.08%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                          | Carmax Auto Owner Trust 2024-3                                                | CUSIP: 14319GAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2535000 | PA      | $2570147.52   | 0.07%             | 2031-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                | Union Electric Co                                                             | CUSIP: 906548DA7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   3945000 | PA      | $3955940.87   | 0.10%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                  | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   9812000 | PA      | $9822406.31   | 0.26%             | 2036-05-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                         | Tengizchevroil Finance Co International Ltd                                   | CUSIP: 88034QAC1<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |   4320000 | PA      | $3788587.08   | 0.10%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                     | SM Energy Co                                                                  | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   5802000 | PA      | $5689581.03   | 0.15%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CAJUN GLOBAL LLC                                 | Cajun Global LLC                                                              | CUSIP: 12803VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4468906 | PA      | $4337565.10   | 0.11%             | 2051-11-20      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| LANDSEA HOMES CORP                               | Landsea Homes Corp                                                            | CUSIP: 51509PAA1<br>LEI: 549300RP8AZAKHNILS36 | Long             | DBT              | CORP              | US        |   4088000 | PA      | $4268739.06   | 0.11%             | 2029-04-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                            | Foundry JV Holdco LLC                                                         | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   5744000 | PA      | $5822391.87   | 0.15%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                              | CUSIP: 3132DPBV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7046464 | PA      | $5755181.12   | 0.15%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE   | Texas Natural Gas Securitization Finance Corp                                 | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1490831 | PA      | $1517189.83   | 0.04%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2025-TAIL                                                            | CUSIP: 123912AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7550000 | PA      | $7565586.98   | 0.20%             | 2035-06-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | Barclay Investments REPO 4.32%                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |   4240000 | PA      | $4240000.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust 2021-INV6                                            | CUSIP: 46654FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12270352 | PA      | $10274665.14  | 0.27%             | 2052-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F060477<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  26655000 | PA      | $27282212.67  | 0.71%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                          | Brighthouse Financial Global Funding                                          | CUSIP: 10921U2L1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   4147000 | PA      | $4228936.09   | 0.11%             | 2029-06-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                          | Crescent Energy Finance LLC                                                   | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   4942000 | PA      | $4590730.55   | 0.12%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2020-NP1                                       | CUSIP: 14687PAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1484886 | PA      | $1480968.47   | 0.04%             | 2027-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                    | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   6400000 | PA      | $6486816.00   | 0.17%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates                  | CUSIP: 3137H8U90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7500000 | PA      | $7025415.75   | 0.18%             | 2032-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                           | Mauser Packaging Solutions Holding Co                                         | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2464825.50   | 0.06%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                         | Walgreens Boots Alliance Inc                                                  | CUSIP: 931427AW8<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |   1233000 | PA      | $1292831.33   | 0.03%             | 2029-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: —       |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                      | CUSIP: 207932AB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5902000 | PA      | $6234528.12   | 0.16%             | 2042-12-25      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust               | EFMT 2025-INV2                                                                | CUSIP: 281914AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8650000 | PA      | $8653763.62   | 0.22%             | 2070-05-26      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                              | CUSIP: 3132E0Y63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10964848 | PA      | $11318991.66  | 0.29%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp Trust 2024-RVR                                    | CUSIP: 36272JAA1<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   4520000 | PA      | $4516944.03   | 0.12%             | 2041-08-10      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F040669<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11054000 | PA      | $10128817.01  | 0.26%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                         | Discovery Communications LLC                                                  | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   6346000 | PA      | $6060801.37   | 0.16%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                         | J.P. Morgan Mortgage Trust 2022-4                                             | CUSIP: 46655GAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2481149 | PA      | $2061940.15   | 0.05%             | 2052-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                    | Boeing Co/The                                                                 | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  11301000 | PA      | $12066735.08  | 0.31%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                           | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 117083000 | PA      | $96421967.14  | 2.51%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TEXAS Commercial Mortgage Trust                  | TEXAS Commercial Mortgage Trust 2025-TWR                                      | CUSIP: 88231WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3300000 | PA      | $3287209.86   | 0.09%             | 2042-04-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                           | Blackstone Private Credit Fund                                                | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4819133.60   | 0.13%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2023-HQA1                                       | CUSIP: 35564KY37<br>LEI: 5493000IRHY5YZIPQD14 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3323461.80   | 0.09%             | 2043-05-25      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                  | Citizens Auto Receivables Trust 2024-2                                        | CUSIP: 17331XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3040000 | PA      | $3060719.42   | 0.08%             | 2028-08-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F050668<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  67277000 | PA      | $65130227.26  | 1.69%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust              | Starwood Mortgage Residential Trust 2020-1                                    | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4617 | PA      | $4400.97      | 0.00%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                     | Ford Credit Auto Lease Trust 2024-B                                           | CUSIP: 345279AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7735000 | PA      | $7777902.95   | 0.20%             | 2028-02-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                            | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   9119000 | PA      | $9118822.18   | 0.24%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                              | Calpine Corporation 2024 Term Loan B10                                        | CUSIP: 13134MBW2<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |   3226000 | PA      | $3226000.00   | 0.08%             | 2031-01-31      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                           | Anglo American Capital PLC                                                    | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   2824000 | PA      | $2849385.22   | 0.07%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                          | Oncor Electric Delivery Co LLC                                                | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   4651000 | PA      | $4661225.55   | 0.12%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                         | First Citizens BancShares Inc/NC                                              | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   8031000 | PA      | $7766145.65   | 0.20%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                  | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $10212217.40  | 0.27%             | 2027-09-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Regatta XX Funding Ltd                           | Regatta XX Funding Ltd                                                        | CUSIP: 75884YAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6900000 | PA      | $6926696.10   | 0.18%             | 2038-01-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                      | Gartner Inc                                                                   | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   6511000 | PA      | $6437820.27   | 0.17%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAYER CORP/NJ                                    | Bayer Corp/NJ                                                                 | CUSIP: 072732AC4<br>LEI: 54930050NR9YMICYZM28 | Long             | DBT              | CORP              | US        |   1527000 | PA      | $1592150.02   | 0.04%             | 2028-02-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                      | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2858000 | PA      | $2546487.35   | 0.07%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                          | JP Morgan REPO 4.31% 6-2-2025                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | RA               | CORP              | US        |  14760000 | PA      | $14760000.00  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds            | Mexico Government International Bonds                                         | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3590000 | PA      | $3693751.00   | 0.10%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12234000 | PA      | $12339084.92  | 0.32%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                           | Galaxy Pipeline Assets Bidco Ltd                                              | CUSIP: 000000000<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |       182 | PA      | $159.36       | 0.00%             | 2034-03-31      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                            | KKR CLO 35 Ltd                                                                | CUSIP: 48254LAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9400000 | PA      | $9396315.20   | 0.24%             | 2038-01-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds          | Colombia Government International Bonds                                       | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   3936000 | PA      | $3823824.00   | 0.10%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                            | Molina Healthcare Inc                                                         | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   3637000 | PA      | $3327707.70   | 0.09%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                | Japan Tobacco Inc                                                             | CUSIP: 471105AE6<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   7410000 | PA      | $7643264.35   | 0.20%             | 2035-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XXIII Ltd                                                | CUSIP: 55820TAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1173475 | PA      | $1173431.96   | 0.03%             | 2031-07-27      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                  | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   6190000 | PA      | $6304040.85   | 0.16%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                              | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2255000 | PA      | $2313752.99   | 0.06%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 (US) LLC                   | Avolon TLB Borrower 1 (US) LLC 2023 Term Loan B6                              | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |  16469722 | PA      | $16490309.65  | 0.43%             | 2030-06-24      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                             | Bayer US Finance LLC                                                          | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5208694.60   | 0.14%             | 2033-11-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                  | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5490000 | PA      | $5685383.56   | 0.15%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                         | Constellation Energy Generation LLC                                           | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5725699.38   | 0.15%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EMPRESA GEN ELEC HAINA                           | Empresa Generadora de Electricidad Haina SA                                   | CUSIP: 29249FAA4<br>LEI: 549300Y36L5LRW5RH373 | Long             | DBT              | CORP              | DO        |   5654000 | PA      | $5286885.78   | 0.14%             | 2028-11-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                           | CenterPoint Energy Resources Corp                                             | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   4513000 | PA      | $3880987.84   | 0.10%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ARIS MINING CORP                                 | Aris Mining Corp                                                              | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |   5247000 | PA      | $5331381.05   | 0.14%             | 2029-10-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                 | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7733000 | PA      | $7926579.65   | 0.21%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                         | RenaissanceRe Holdings Ltd                                                    | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |   3822000 | PA      | $3853178.46   | 0.10%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                   | OPAL BIDCO                                                                    | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |   5376000 | PA      | $5375114.04   | 0.14%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WATCO COS LLC/FINANCE CO                         | Watco Cos LLC / Watco Finance Corp                                            | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1472000 | PA      | $1515958.34   | 0.04%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2024-A                                      | CUSIP: 00834BAK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2670000 | PA      | $2698085.73   | 0.07%             | 2029-02-15      | Fixed         | 9.17%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES                          | Saks Global Enterprises LLC                                                   | CUSIP: 79380MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3501000 | PA      | $1715490.00   | 0.04%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                            | Oglethorpe Power Corp                                                         | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   2419000 | PA      | $2437965.23   | 0.06%             | 2039-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                  | NGPL PipeCo LLC                                                               | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3467784.46   | 0.09%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd                                                   | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   5736000 | PA      | $5695752.67   | 0.15%             | 2026-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fidelity Investments                             | Fidelity Investments Money Market Government Portfolio                        | CUSIP: 31607A703<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |  22222507 | NS      | $22222506.60  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB INDUSTRIES                                   | LSB Industries Inc                                                            | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |   3510000 | PA      | $3477835.76   | 0.09%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                              | CUSIP: 3132DNNR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    865954 | PA      | $849698.44    | 0.02%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                    | CUSIP: 21H050664<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  34991000 | PA      | $33952032.18  | 0.88%             | 2054-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                            | HUB International Ltd                                                         | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   1293000 | PA      | $1350181.63   | 0.04%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                    | LGI Homes Inc                                                                 | CUSIP: 50187TAF3<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |   6485000 | PA      | $5749303.34   | 0.15%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EAST OHIO GAS CO/THE                             | East Ohio Gas Co/The                                                          | CUSIP: 27409LAA1<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |   2649000 | PA      | $2645499.24   | 0.07%             | 2025-06-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                               | CUSIP: 3140XCYM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    256013 | PA      | $231194.68    | 0.01%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                            | Dominion Energy South Carolina Inc                                            | CUSIP: 25731VAC8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |   2648000 | PA      | $2657498.03   | 0.07%             | 2035-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                            | Freedom Mortgage Corp                                                         | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   5640000 | PA      | $6238494.24   | 0.16%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN GRP/FIN                         | Neuberger Berman Group LLC / Neuberger Berman Finance Corp                    | CUSIP: 64128XAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4776809.52   | 0.12%             | 2027-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FINANCE SIX                           | Goodman US Finance Six LLC                                                    | CUSIP: 38239EAC6<br>LEI: N/A                  | Long             | DBT              |  | US        |   4965000 | PA      | $4871551.65   | 0.13%             | 2034-10-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                               | CUSIP: 3140W0T96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2892637 | PA      | $2975360.76   | 0.08%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                      | SBNA Auto Receivables Trust 2024-A                                            | CUSIP: 78437PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7447975 | PA      | $7470744.88   | 0.19%             | 2028-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation            | AMMC CLO 23 Ltd                                                               | CUSIP: 00177JBN4<br>LEI: 549300ICO4ZE2FVC2Y46 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4506444.00   | 0.12%             | 2035-04-17      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                         | OCP SA                                                                        | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   5680000 | PA      | $5744297.60   | 0.15%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SMRT                                             | SMRT 2022-MINI                                                                | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2515000 | PA      | $2503702.12   | 0.07%             | 2039-01-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                        | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   4628000 | PA      | $4671898.38   | 0.12%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                  | Stream Innovations 2024-2 Issuer Trust                                        | CUSIP: 86324EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8258104 | PA      | $8291538.20   | 0.22%             | 2045-02-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                               | CUSIP: 3140XRRZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3711099 | PA      | $3724662.66   | 0.10%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                          | Flagstar Mortgage Trust 2021-7                                                | CUSIP: 33852JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6051138 | PA      | $4853719.36   | 0.13%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                         | EQT Corp                                                                      | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2652000 | PA      | $2839932.26   | 0.07%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                | Cedar Funding XIX CLO Ltd                                                     | CUSIP: 15033CAC6<br>LEI: 213800XI96J5YS3DBD91 | Long             | ABS-CBDO         | CORP              | KY        |  10625000 | PA      | $10627751.88  | 0.28%             | 2038-01-23      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                     | Assurant Inc                                                                  | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   3057000 | PA      | $2559942.50   | 0.07%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                  | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   7909000 | PA      | $7532713.03   | 0.20%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F030462<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    619000 | PA      | $583449.76    | 0.02%             | 2039-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                          | Flagstar Mortgage Trust 2021-4                                                | CUSIP: 33852FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9242422 | PA      | $7425035.44   | 0.19%             | 2051-06-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                               | CUSIP: 3140XHVB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    494999 | PA      | $485769.56    | 0.01%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                   | Mariner Finance Issuance Trust 2024-A                                         | CUSIP: 567928AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4250000 | PA      | $4376549.28   | 0.11%             | 2036-09-22      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                      | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4960893.00   | 0.13%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GREENKO DUTCH BV                                 | Greenko Dutch BV                                                              | CUSIP: 000000000<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |   2546720 | PA      | $2494601.38   | 0.06%             | 2026-03-29      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                         | Vistra Operations Co LLC                                                      | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2965000 | PA      | $3145755.18   | 0.08%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                | GLS Auto Select Receivables Trust 2024-3                                      | CUSIP: 37989EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7313626 | PA      | $7391226.29   | 0.19%             | 2029-10-15      | Fixed         | 5.59%                 | 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        |  10550000 | PA      | $10987603.45  | 0.29%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                         | Univision Communications Inc                                                  | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   4151000 | PA      | $3988870.66   | 0.10%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                          | Teva Pharmaceutical Finance Netherlands III BV                                | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   2030000 | PA      | $1986331.86   | 0.05%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                           | Lendmark Funding Trust 2025-1                                                 | CUSIP: 52604QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9515000 | PA      | $9597983.17   | 0.25%             | 2034-09-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd                                                   | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2195000 | PA      | $2145863.56   | 0.06%             | 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        |   3992000 | PA      | $4043288.34   | 0.11%             | 2029-12-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                            | Blue Owl Capital Corp                                                         | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |  10178000 | PA      | $9734364.69   | 0.25%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                         | EQT Corp                                                                      | CUSIP: 26884LBC2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3634000 | PA      | $3516939.48   | 0.09%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                           | Clydesdale Acquisition Holdings Inc                                           | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   7353000 | PA      | $7436295.96   | 0.19%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2023-2                                    | CUSIP: 30168CAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5460000 | PA      | $5553705.61   | 0.14%             | 2029-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd                                                   | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1814000 | PA      | $1710553.49   | 0.04%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds           | Hungary Government International Bonds                                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   7500000 | PA      | $7269483.75   | 0.19%             | 2034-06-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy Inc                                   | NRG Energy Inc                                                                | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6327792.45   | 0.16%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F052466<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3859000 | PA      | $3914380.82   | 0.10%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                     | Navient Corp                                                                  | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   4287000 | PA      | $4860321.95   | 0.13%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                          | Warwick Capital CLO 6 Ltd                                                     | CUSIP: 93656EAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10975000 | PA      | $10996104.93  | 0.29%             | 2038-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                   | Morgan Stanley                                                                | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  12802000 | PA      | $12698625.39  | 0.33%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                              | American Tower Corp                                                           | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   3000000 | PA      | $3054622.50   | 0.08%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SPIRE MISSOURI INC                               | Spire Missouri Inc                                                            | CUSIP: 84859DAD9<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $2028149.68   | 0.05%             | 2034-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                           | Lendmark Funding Trust 2022-1                                                 | CUSIP: 52608JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1498456.20   | 0.04%             | 2032-07-20      | Fixed         | 5.12%                 | 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        |   3700290 | PA      | $3704721.31   | 0.10%             | 2037-01-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                               | CUSIP: 3140XRR23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12597330 | PA      | $12648293.12  | 0.33%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                         | Interstate Power and Light Co                                                 | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   5850000 | PA      | $5886833.82   | 0.15%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                            | Silver Point CLO 10 Ltd                                                       | CUSIP: 827920AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9500000 | PA      | $9518268.50   | 0.25%             | 2038-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                               | Eastern Energy Gas Holdings LLC                                               | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   5244000 | PA      | $4840682.12   | 0.13%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JUMP FINANCIAL LLC                               | Jump Financial LLC 2025 Term Loan B                                           | CUSIP: 48138UAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1425000 | PA      | $1432125.00   | 0.04%             | 2032-02-26      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                              | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  11838000 | PA      | $10621699.13  | 0.28%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                         | Navoi Mining & Metallurgical Combinat                                         | CUSIP: 63890CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |   5358000 | PA      | $5333777.82   | 0.14%             | 2031-10-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust            | OneMain Direct Auto Receivables Trust 2019-1                                  | CUSIP: 68267EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205352 | PA      | $204510.42    | 0.01%             | 2027-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                       | ROCK Trust 2024-CNTR                                                          | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11110000 | PA      | $11262778.05  | 0.29%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                | Vedanta Resources Finance II PLC                                              | CUSIP: 92243XAM3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |   3400000 | PA      | $3226275.40   | 0.08%             | 2030-07-24      | Fixed         | 9.47%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                   | US Bank NA                                                                    | CUSIP: 90357PBC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3425097 | PA      | $3425650.80   | 0.09%             | 2032-02-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                        | Prosus NV                                                                     | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   5490000 | PA      | $3533632.79   | 0.09%             | 2050-08-03      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                              | Muthoot Finance Ltd                                                           | CUSIP: 62828M2D2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |   5800000 | PA      | $5712134.81   | 0.15%             | 2029-04-23      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                    | CUSIP: 21H060671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16433000 | PA      | $16567835.39  | 0.43%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                               | CUSIP: 3140XJU50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1079606 | PA      | $888272.03    | 0.02%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                              | CUSIP: 3132DNQK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1246563 | PA      | $1220132.75   | 0.03%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                         | Regeneron Pharmaceuticals Inc                                                 | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |   3731000 | PA      | $2142337.74   | 0.06%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                  | NGPL PipeCo LLC                                                               | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $4464436.01   | 0.12%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                    | Aircastle Ltd                                                                 | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   5300000 | PA      | $5010007.16   | 0.13%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                               | CUSIP: 3140XGTN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    903412 | PA      | $787567.67    | 0.02%             | 2048-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                            | Dick's Sporting Goods Inc                                                     | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   7002000 | PA      | $4805688.89   | 0.12%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                          | Jane Street Group / JSG Finance Inc                                           | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5785000 | PA      | $5798652.60   | 0.15%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F062663<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  24765000 | PA      | $25431725.56  | 0.66%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                         | EMRLD Borrower LP / Emerald Co-Issuer Inc                                     | CUSIP: 26873CAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2145000 | PA      | $2196911.15   | 0.06%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Perimeter Master Note Business Trust             | Perimeter Master Note Business Trust                                          | CUSIP: 71384PAK7<br>LEI: 5493005H6EB040833X54 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $489260.25    | 0.01%             | 2026-12-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION / TITAN                          | Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC                   | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   4886000 | PA      | $4999643.47   | 0.13%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                  | Rand Parent LLC                                                               | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3123000 | PA      | $3080043.32   | 0.08%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| NRG Energy Inc                                   | NRG Energy Inc 2024 Term Loan                                                 | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |   5494412 | PA      | $5506170.42   | 0.14%             | 2031-04-16      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                      | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2802000 | PA      | $2861653.12   | 0.07%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                  | Residential Mortgage Loan Trust 2020-1                                        | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2797 | PA      | $2768.69      | 0.00%             | 2060-01-26      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CITIBANK NA DDCA                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |   2469167 | NS      | $2469167.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                         | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp            | CUSIP: 559665AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5374000 | PA      | $5326374.00   | 0.14%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                       | MasTec Inc                                                                    | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   7670000 | PA      | $7532548.77   | 0.20%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2023-1                                    | CUSIP: 30168BAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7820314.60   | 0.20%             | 2030-09-16      | Fixed         | 12.07%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                              | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    448888 | PA      | $372763.08    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                   | CPS Auto Receivables Trust 2023-A                                             | CUSIP: 12664LAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4069458.40   | 0.11%             | 2029-04-16      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                         | Sinclair Television Group Inc                                                 | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |   5695000 | PA      | $5702802.15   | 0.15%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                | GXO Logistics Inc                                                             | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   7517000 | PA      | $7690301.73   | 0.20%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE                           | Ardonagh Group Finance Ltd                                                    | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |   2524000 | PA      | $2610229.94   | 0.07%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-HQA1                                       | CUSIP: 35564KTA7<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | USGSE             | US        |    752124 | PA      | $756926.29    | 0.02%             | 2042-03-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                 | Altice France SA                                                              | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1525000 | PA      | $1400909.84   | 0.04%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Perimeter Master Note Business Trust             | Perimeter Master Note Business Trust                                          | CUSIP: 71384PBC4<br>LEI: 5493005H6EB040833X54 | Long             | ABS-O            | CORP              | US        |   5350000 | PA      | $5326523.67   | 0.14%             | 2030-12-16      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV                           | Minera Mexico SA de CV                                                        | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |   8237000 | PA      | $8167397.35   | 0.21%             | 2032-02-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                               | CNO Global Funding                                                            | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   6163000 | PA      | $6305153.35   | 0.16%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                         | International Flavors & Fragrances Inc                                        | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   1966000 | PA      | $1941735.84   | 0.05%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                   | VStrong Auto Receivables Trust 2023-A                                         | CUSIP: 92920CAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5101000 | PA      | $5545537.87   | 0.14%             | 2030-02-15      | Fixed         | 9.31%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                             | Verizon Master Trust                                                          | CUSIP: 92348KBP7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   7549000 | PA      | $7632183.94   | 0.20%             | 2031-04-21      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                             | Prologis Targeted US Logistics Fund LP                                        | CUSIP: 74350LAC8<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              |  | US        |   2685000 | PA      | $2652801.99   | 0.07%             | 2035-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | Centene Corp                                                                  | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   6194000 | PA      | $5649142.93   | 0.15%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                   | Morgan Stanley                                                                | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3795000 | PA      | $3790639.47   | 0.10%             | 2025-07-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F022469<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  24368000 | PA      | $22504307.58  | 0.58%             | 2039-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                 | Altria Group Inc                                                              | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   4988000 | PA      | $5035490.80   | 0.13%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                      | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   6039000 | PA      | $5126589.23   | 0.13%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                         | Blue Owl Technology Finance Corp                                              | CUSIP: 691205AC2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   4978000 | PA      | $4957717.54   | 0.13%             | 2025-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                          | Public Service Electric and Gas Co                                            | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   4544000 | PA      | $4474630.75   | 0.12%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                            | PennyMac Financial Services Inc                                               | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   3205000 | PA      | $3277788.76   | 0.09%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                         | Vistra Operations Co LLC                                                      | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   7041000 | PA      | $7018550.48   | 0.18%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC                            | Rentokil Terminix Funding LLC                                                 | CUSIP: 760130AB0<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   4121000 | PA      | $4123736.84   | 0.11%             | 2035-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                   | CPS Auto Receivables Trust 2022-B                                             | CUSIP: 12663BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9225000 | PA      | $9368017.02   | 0.24%             | 2029-10-15      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                      | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3211000 | PA      | $3334612.00   | 0.09%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                         | Interstate Power and Light Co                                                 | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $1928001.46   | 0.05%             | 2034-09-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                   | OWN Equipment Fund I LLC                                                      | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2154496 | PA      | $2175333.09   | 0.06%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                         | First Quantum Minerals Ltd                                                    | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2089000 | PA      | $2075619.01   | 0.05%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                                   | BankUnited Inc                                                                | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1277090.04   | 0.03%             | 2030-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                | CUSIP: 46642MAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $900.00       | 0.00%             | 2027-06-10      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                         | TGNR Intermediate Holdings LLC                                                | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |   4077000 | PA      | $3853646.04   | 0.10%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust                          | BMW Vehicle Owner Trust 2024-A                                                | CUSIP: 096919AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5150000 | PA      | $5196084.26   | 0.14%             | 2029-02-26      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                          | JetBlue Airways Corp / JetBlue Loyalty LP                                     | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   5037000 | PA      | $4985928.45   | 0.13%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                          | Broadcom Corp / Broadcom Cayman Finance Ltd                                   | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   3804000 | PA      | $3773592.04   | 0.10%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                              | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5364447.50   | 0.14%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT Capital Corp                                                              | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7468244.35   | 0.19%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                         | Columbia Pipelines Holding Co LLC                                             | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3707000 | PA      | $3638607.74   | 0.09%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                           | Aviation Capital Group LLC                                                    | CUSIP: 05366DAA6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4731328.22   | 0.12%             | 2030-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2025-ROIC                                                            | CUSIP: 05593VAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6640000 | PA      | $6584689.46   | 0.17%             | 2030-03-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                           | Bank of New York Mellon Corp/The                                              | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1601000 | PA      | $1604150.83   | 0.04%             | 2030-07-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                           | CACI International Inc                                                        | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |   3359000 | PA      | $3428497.71   | 0.09%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                          | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7537000 | PA      | $6998270.09   | 0.18%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                         | AmeriTex HoldCo Intermediate LLC                                              | CUSIP: 030727AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3775000 | PA      | $4010122.10   | 0.10%             | 2028-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: —       |
| Baxalta Inc                                      | Baxalta Inc                                                                   | CUSIP: 07177MAB9<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    311000 | PA      | $310834.74    | 0.01%             | 2025-06-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust      | MF1 2024-FL14 LLC                                                             | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2400000 | PA      | $2408254.08   | 0.06%             | 2039-03-19      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F070666<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7355000 | PA      | $7678085.07   | 0.20%             | 2054-06-01      | Fixed         | 7.00%                 | 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        |   5940000 | PA      | $5940756.16   | 0.15%             | 2042-08-17      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Fortiva Retail Prime Master Note Business Trust  | FORTIVA RETAIL PRIME MASTER                                                   | CUSIP: 34990DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6700000 | PA      | $6709380.00   | 0.17%             | 2029-09-17      | Fixed         | 6.60%                 | No            |                  3 | On Loan: No      |
| AMERICAN TOWER CORP                              | American Tower Corp                                                           | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   3078000 | PA      | $2971720.29   | 0.08%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                 | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   5879000 | PA      | $5897192.15   | 0.15%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund                  | Oceanview Mortgage Trust 2021-INV3                                            | CUSIP: 67647WAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3213680 | PA      | $2577586.43   | 0.07%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund                  | Bayview Opportunity Master Fund VI Trust 2021-INV6                            | CUSIP: 07335UAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5313917 | PA      | $4257408.59   | 0.11%             | 2051-10-25      | Variable      | 2.50%                 | 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        |   2889557 | PA      | $2892994.58   | 0.08%             | 2037-01-17      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                      | Post Road Equipment Finance 2022-1                                            | CUSIP: 29252VAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55506 | PA      | $55504.66     | 0.00%             | 2028-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2024-V12 Mortgage Trust                                             | CUSIP: 081915AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4090000 | PA      | $4235129.56   | 0.11%             | 2057-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending            | CF Trust 2019-BOSS                                                            | CUSIP: 15725PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98022 | PA      | $1235.07      | 0.00%             | 2024-12-15      | Floating      | 7.70%                 | No            |                  3 | On Loan: No      |
| HERC HOLDINGS ESCROW INC                         | Herc Holdings Escrow Inc                                                      | CUSIP: 42703NAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3439000 | PA      | $3541832.70   | 0.09%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2024-A                                      | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3635000 | PA      | $3651036.17   | 0.09%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-DNA1                                       | CUSIP: 35564KQC6<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | USGSE             | US        |  10967000 | PA      | $11184067.64  | 0.29%             | 2042-01-25      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                         | Principal Life Global Funding II                                              | CUSIP: 74256LEY1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   4373000 | PA      | $4446596.80   | 0.12%             | 2029-01-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                         | Jackson National Life Global Funding                                          | CUSIP: 46849LUX7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   5281000 | PA      | $5305517.52   | 0.14%             | 2026-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                           | VICI Properties LP / VICI Note Co Inc                                         | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |   4490000 | PA      | $4535357.98   | 0.12%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                  | Trans Union LLC 2024 Term Loan B8                                             | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   1169110 | PA      | $1170302.77   | 0.03%             | 2031-06-24      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust 2020-RPL1                                 | CUSIP: 64828XAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3850000 | PA      | $2895549.58   | 0.08%             | 2059-11-25      | Variable      | 3.85%                 | 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        |   7285000 | PA      | $7584849.14   | 0.20%             | 2029-05-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | Toronto-Dominion Bank/The                                                     | CUSIP: 89116CKP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   6304000 | PA      | $6456058.78   | 0.17%             | 2084-07-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| ALBERTSONS COS/SAFEWAY                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC         | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2162000 | PA      | $2197126.01   | 0.06%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTN                         | Encino Acquisition Partners Holdings LLC                                      | CUSIP: 29254BAB3<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |   4271000 | PA      | $4668190.19   | 0.12%             | 2031-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                  | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   8000000 | PA      | $7698817.52   | 0.20%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| REYNOLDS CONSUMER PRODUCTS LLC                   | Reynolds Consumer Products LLC 2025 Term Loan B                               | CUSIP: 76171JAE1<br>LEI: 549300DWNZYMOSR1X343 | Long             | LON              | CORP              | US        |   3158095 | PA      | $3178480.74   | 0.08%             | 2032-03-04      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                              | CUSIP: 3132DUWS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  25339003 | PA      | $25498883.31  | 0.66%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                             | Bank of America Corp                                                          | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10683000 | PA      | $10455928.67  | 0.27%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                    | Citigroup Inc                                                                 | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3263000 | PA      | $3170448.43   | 0.08%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                      | Asurion LLC 2021 Term Loan B9                                                 | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   3860000 | PA      | $3842842.30   | 0.10%             | 2027-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                              | CUSIP: 3132DT4V9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4101180 | PA      | $4116067.60   | 0.11%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                         | J.P. Morgan Mortgage Trust 2022-4                                             | CUSIP: 46655GAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2241038 | PA      | $1859768.82   | 0.05%             | 2052-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                      | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   6237000 | PA      | $5928995.24   | 0.15%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2024-VLT4                                                            | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4890000 | PA      | $4886149.61   | 0.13%             | 2029-07-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-HQA1                                       | CUSIP: 35564KTJ8<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | USGSE             | US        |   9411000 | PA      | $10020617.29  | 0.26%             | 2042-03-25      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust        | Santander Consumer Auto Receivables Trust 2021-A                              | CUSIP: 80282YAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1510459.50   | 0.04%             | 2028-08-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                         | Neuberger Berman Loan Advisers CLO 46 Ltd                                     | CUSIP: 64134QAN7<br>LEI: 549300LCOEVXWN75LP18 | Long             | ABS-CBDO         | CORP              | KY        |   7390000 | PA      | $7393695.00   | 0.19%             | 2037-01-20      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5111809.20   | 0.13%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                            | Continental Resources Inc/OK                                                  | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   9587000 | PA      | $9548404.66   | 0.25%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F070674<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9724000 | PA      | $10138234.04  | 0.26%             | 2054-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                     | Ford Credit Auto Lease Trust 2023-A                                           | CUSIP: 345287AG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7370000 | PA      | $7374699.85   | 0.19%             | 2026-12-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                    | CUSIP: 21H030674<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9625000 | PA      | $8381259.33   | 0.22%             | 2054-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                               | Regal Rexnord Corp                                                            | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7540478.33   | 0.20%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                         | Western Alliance Bancorp                                                      | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |   5037000 | PA      | $4662952.38   | 0.12%             | 2031-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                               | CUSIP: 3140QPAM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    511612 | PA      | $475921.08    | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                               | Coterra Energy Inc                                                            | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64496.47     | 0.00%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                       | Nuveen LLC                                                                    | CUSIP: 67080LAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2890000 | PA      | $2950940.91   | 0.08%             | 2034-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING                         | Capital Power US Holdings Inc                                                 | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5004000 | PA      | $5045187.82   | 0.13%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                           | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 154968600 | PA      | $144701930.25 | 3.76%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Protective Life Corp                             | Protective Life Corp                                                          | CUSIP: 743674AY9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    393000 | PA      | $475610.00    | 0.01%             | 2039-10-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                  | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3334000 | PA      | $3309102.02   | 0.09%             | 2030-02-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                     | Vontier Corp                                                                  | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   6532000 | PA      | $5756709.08   | 0.15%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                          | Talen Energy Supply LLC                                                       | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   2524000 | PA      | $2697088.10   | 0.07%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                   | EPR Properties                                                                | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   1994000 | PA      | $1979312.32   | 0.05%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates                  | CUSIP: 3137H7ZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8410000 | PA      | $7602226.23   | 0.20%             | 2032-06-25      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F052474<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  88383000 | PA      | $89554722.60  | 2.33%             | 2040-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2024-A                                      | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2710000 | PA      | $2719724.02   | 0.07%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| MARS INC                                         | Mars Inc                                                                      | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   5296000 | PA      | $5316229.87   | 0.14%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED                           | Coca-Cola Consolidated Inc                                                    | CUSIP: 191098AP7<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |   3932000 | PA      | $4007557.23   | 0.10%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                          | Nissan Motor Acceptance Co LLC                                                | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   5517000 | PA      | $5607046.16   | 0.15%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| ARIS WATER HOLDINGS LLC                          | Aris Water Holdings LLC                                                       | CUSIP: 04041NAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |   6218000 | PA      | $6256072.81   | 0.16%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust        | Santander Consumer Auto Receivables Trust 2020-B                              | CUSIP: 802830BA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1048984 | PA      | $1051167.92   | 0.03%             | 2028-08-15      | Fixed         | 7.03%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                     | Novelis Corp                                                                  | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   5191000 | PA      | $5356380.07   | 0.14%             | 2030-01-30      | Fixed         | 6.88%                 | 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        |   4116250 | PA      | $4130776.23   | 0.11%             | 2044-08-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates                  | CUSIP: 3137H8TZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3021000 | PA      | $2757077.89   | 0.07%             | 2032-08-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| RIDE 2025-SHRE                                   | RIDE 2025-SHRE                                                                | CUSIP: 765692AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8710000 | PA      | $8801766.82   | 0.23%             | 2047-02-14      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                  | DTE Electric Co                                                               | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1113004.25   | 0.03%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                         | J.P. Morgan Mortgage Trust 2021-INV8                                          | CUSIP: 46654RAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3125976 | PA      | $2627240.33   | 0.07%             | 2052-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust 2021-4                                               | CUSIP: 46652VAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5295657 | PA      | $4237955.09   | 0.11%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                           | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  12412000 | PA      | $12049186.81  | 0.31%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                      | Ovintiv Inc                                                                   | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1524171.36   | 0.04%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust 2024-3                                 | CUSIP: 80287LAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4505000 | PA      | $4572673.21   | 0.12%             | 2030-08-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| MARS INC                                         | Mars Inc                                                                      | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   3534000 | PA      | $3430913.43   | 0.09%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                    | CUSIP: 21H030666<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20870000 | PA      | $18185410.92  | 0.47%             | 2054-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                         | Toyota Motor Credit Corp                                                      | CUSIP: 89236TKJ3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   3088000 | PA      | $3102737.48   | 0.08%             | 2027-09-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                            | Entergy Louisiana LLC                                                         | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   7147000 | PA      | $6828029.68   | 0.18%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                    | CUSIP: 21H042661<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12857000 | PA      | $12132018.46  | 0.32%             | 2054-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                 | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4566000 | PA      | $4608083.13   | 0.12%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                               | CUSIP: 3140XBK82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2099152 | PA      | $1735100.76   | 0.05%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | Centene Corp                                                                  | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   6847000 | PA      | $6310305.44   | 0.16%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                               | CUSIP: 3140XHJE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1623332 | PA      | $1501022.69   | 0.04%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                         | Florida Power & Light Co                                                      | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   2315000 | PA      | $2278946.10   | 0.06%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                                  | Trans Union LLC 2024 Term Loan B9                                             | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   2700518 | PA      | $2702205.32   | 0.07%             | 2031-06-24      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                        | Amgen Inc                                                                     | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   5199000 | PA      | $5295171.52   | 0.14%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                        | ALA Trust 2025-OANA                                                           | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6340000 | PA      | $6377728.71   | 0.17%             | 2030-06-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                | Entergy Texas Inc                                                             | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |   3075000 | PA      | $3069318.51   | 0.08%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                  | Citizens Auto Receivables Trust 2023-2                                        | CUSIP: 17295FAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13840000 | PA      | $13941634.04  | 0.36%             | 2028-02-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                  | SEB Funding LLC                                                               | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6329138 | PA      | $6202494.62   | 0.16%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                          | Phillips Edison Grocery Center Operating Partnership I LP                     | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |    932000 | PA      | $939338.01    | 0.02%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust       | Mercury Financial Credit Card Master Trust                                    | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3695000 | PA      | $3727278.04   | 0.10%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                 | GGAM Finance Ltd                                                              | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |   4668000 | PA      | $4807111.07   | 0.12%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                         | Brandywine Operating Partnership LP                                           | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |   5423000 | PA      | $5780120.82   | 0.15%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                     | Hudson Yards 2025-SPRL Mortgage Trust                                         | CUSIP: 44855PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6275000 | PA      | $6438078.47   | 0.17%             | 2040-01-13      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                         | Octane Receivables Trust 2022-2                                               | CUSIP: 67578XAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4029000 | PA      | $4043194.17   | 0.11%             | 2028-07-20      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                              | Macquarie Group Ltd                                                           | CUSIP: 55607PAG0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    980000 | PA      | $855328.55    | 0.02%             | 2032-06-23      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                         | Constellation Energy Generation LLC                                           | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3839511.72   | 0.10%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                      | CUSIP: 20753AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4100000 | PA      | $4361122.44   | 0.11%             | 2043-04-25      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                            | American Airlines Inc 2025 Term Loan                                          | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |   2536467 | PA      | $2513955.97   | 0.07%             | 2028-04-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Emera Inc                                        | Emera Inc                                                                     | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |  11476000 | PA      | $11561060.11  | 0.30%             | 2076-06-15      | Fixed         | 6.75%                 | 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        |   2670000 | PA      | $2677957.13   | 0.07%             | 2041-08-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                          | Piedmont Natural Gas Co Inc                                                   | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $6321734.14   | 0.16%             | 2035-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                   | NRG Energy Inc                                                                | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   4037000 | PA      | $4003318.50   | 0.10%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RAIN CARBON INC                                  | Rain Carbon Inc                                                               | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |   3252000 | PA      | $3392317.30   | 0.09%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: —       |
| Fannie Mae                                       | Fannie Mae Pool                                                               | CUSIP: 3140QQJ63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2595974 | PA      | $2524118.86   | 0.07%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                      | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   9610000 | PA      | $9894331.93   | 0.26%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                   | Bombardier Inc                                                                | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1959000 | PA      | $2022669.46   | 0.05%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                               | Kennedy-Wilson Inc                                                            | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   4945000 | PA      | $4549839.12   | 0.12%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                          | Aethon United BR LP / Aethon United Finance Corp                              | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3849000 | PA      | $3947087.92   | 0.10%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                         | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp            | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              |  | US        |   4000000 | PA      | $4150700.00   | 0.11%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2024-A                                      | CUSIP: 00834BAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1850000 | PA      | $1869460.15   | 0.05%             | 2029-02-15      | Fixed         | 9.17%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                           | IPALCO Enterprises Inc                                                        | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |  10730000 | PA      | $10182001.30  | 0.26%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                              | CUSIP: 31427MUZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3348754 | PA      | $3444525.09   | 0.09%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                            | Antero Resources Corp                                                         | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   6584000 | PA      | $6482862.52   | 0.17%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2023-HQA3                                       | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | USGSE             | US        |   3745051 | PA      | $3790109.63   | 0.10%             | 2043-11-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                           | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 148408000 | PA      | $148686265.00 | 3.86%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                               | CUSIP: 3140XFLU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    346156 | PA      | $297751.93    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARCOS DORADOS BV                                 | Arcos Dorados BV                                                              | CUSIP: 03965TAC7<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |   7340000 | PA      | $7500012.00   | 0.19%             | 2032-01-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                           | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13496000 | PA      | $13366311.81  | 0.35%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                          | Imperial Brands Finance PLC                                                   | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   8261000 | PA      | $8442646.17   | 0.22%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                               | CUSIP: 3140XKZL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11393781 | PA      | $10216977.84  | 0.27%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT Capital Corp                                                              | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2820000 | PA      | $2939216.15   | 0.08%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                           | FMG Resources August 2006 Pty Ltd                                             | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   3388000 | PA      | $3113010.95   | 0.08%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                  | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4312000 | PA      | $3701955.79   | 0.10%             | 2033-02-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                             | Matador Resources Co                                                          | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   5697000 | PA      | $5501804.26   | 0.14%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                     | Ecopetrol SA                                                                  | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   4465000 | PA      | $4252665.36   | 0.11%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                      | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1544290 | PA      | $1552936.32   | 0.04%             | 2045-03-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings Grantor Trust      | Pagaya Point of Sale Holdings Grantor Trust 2025-1                            | CUSIP: 694952AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4025000 | PA      | $4048489.90   | 0.11%             | 2034-01-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                      | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3828000 | PA      | $3731258.29   | 0.10%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                       | Intel Corp                                                                    | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7562845.65   | 0.20%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Avid Automobile Receivables Trust                | Avid Automobile Receivables Trust 2021-1                                      | CUSIP: 05369LAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3230000 | PA      | $3224719.27   | 0.08%             | 2028-04-17      | Fixed         | 3.39%                 | 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        |   3740000 | PA      | $3869493.01   | 0.10%             | 2058-05-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | Occidental Petroleum Corp                                                     | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20812.97     | 0.00%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CART                                             | CONE Trust 2024-DFW1                                                          | CUSIP: 20682AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2240000 | PA      | $2250058.05   | 0.06%             | 2041-08-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F020463<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14915000 | PA      | $13472884.61  | 0.35%             | 2039-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                   | SWCH Commercial Mortgage Trust 2025-DATA                                      | CUSIP: 78489CAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5370000 | PA      | $5324782.99   | 0.14%             | 2042-02-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                          | AEP Transmission Co LLC                                                       | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |   2747000 | PA      | $2760946.27   | 0.07%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                         | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                           | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6146000 | PA      | $5737949.24   | 0.15%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                         | Jackson National Life Global Funding                                          | CUSIP: 46849LVE8<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   6915000 | PA      | $7057882.85   | 0.18%             | 2030-01-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust            | NextGear Floorplan Master Owner Trust                                         | CUSIP: 65341KCF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10250000 | PA      | $10256892.10  | 0.27%             | 2030-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD / MARTINI BV                         | Bacardi Ltd / Bacardi-Martini BV                                              | CUSIP: 05635JAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   8000000 | PA      | $7801200.40   | 0.20%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2023-3                                    | CUSIP: 301989AG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9000000 | PA      | $9649508.40   | 0.25%             | 2031-01-15      | Fixed         | 9.98%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                               | BSPRT 2022-FL8 Issuer Ltd                                                     | CUSIP: 055983AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    511030 | PA      | $511873.68    | 0.01%             | 2037-02-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes          | Santander Bank Auto Credit-Linked Notes Series 2022-A                         | CUSIP: 80290CAU8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2338502 | PA      | $2353386.04   | 0.06%             | 2032-05-15      | Fixed         | 9.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                           | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6194299.09   | 0.16%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust 2021-10                                              | CUSIP: 46654AAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3436946 | PA      | $2752542.85   | 0.07%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                      | CUSIP: 38379RVZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3087 | PA      | $2718.18      | 0.00%             | 2050-11-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                              | Dominion Energy Inc                                                           | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2698000 | PA      | $2796377.58   | 0.07%             | 2055-02-01      | 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        |   7600000 | PA      | $7982157.64   | 0.21%             | 2056-05-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| GRUBHUB HOLDINGS INC                             | GrubHub Holdings Inc                                                          | CUSIP: 40010PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3952000 | PA      | $3650677.39   | 0.09%             | 2027-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                       | Fannie Mae Pool                                                               | CUSIP: 3140W0N84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6438301 | PA      | $6588767.48   | 0.17%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                 | Bayview Opportunity Master Fund VII Trust 2024-SN1                            | CUSIP: 072926AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8690000 | PA      | $8980106.96   | 0.23%             | 2029-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                               | BMO 2023-C5 Mortgage Trust                                                    | CUSIP: 055988AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5471000 | PA      | $5577417.52   | 0.14%             | 2056-06-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                          | Bayer US Finance II LLC                                                       | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   4694000 | PA      | $4677149.20   | 0.12%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                          | Flagstar Mortgage Trust 2021-12                                               | CUSIP: 33853GAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2659393 | PA      | $2133143.67   | 0.06%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                           | Anglo American Capital PLC                                                    | CUSIP: 034863BD1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1217000 | PA      | $1215329.10   | 0.03%             | 2033-05-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                  | Benefit Street Partners Clo XXXIII Ltd                                        | CUSIP: 08179DAE9<br>LEI: 254900IWSSBPCATK8N78 | Long             | ABS-CBDO         | CORP              | JE        |   2880000 | PA      | $2892297.60   | 0.08%             | 2036-01-25      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F020679<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4063000 | PA      | $3159241.39   | 0.08%             | 2054-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                            | Northrop Grumman Corp                                                         | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   6298000 | PA      | $6130151.88   | 0.16%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust 2022-3                                               | CUSIP: 46654UAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3638708 | PA      | $3044354.11   | 0.08%             | 2052-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                         | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   3186000 | PA      | $3273223.12   | 0.09%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                           | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53707000 | PA      | $48279655.76  | 1.25%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                  | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   6661000 | PA      | $6364654.24   | 0.17%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                          | Entergy Mississippi LLC                                                       | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |   4467000 | PA      | $4323782.66   | 0.11%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                          | Booz Allen Hamilton Inc                                                       | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   5113000 | PA      | $4900117.69   | 0.13%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F020661<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3421000 | PA      | $2659110.05   | 0.07%             | 2054-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                  | Danske Bank A/S                                                               | CUSIP: 23636ABE0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   7308000 | PA      | $7336055.85   | 0.19%             | 2026-09-22      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) SEP25                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1798 | NC      | $674215.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LONG RIDGE ENERGY LLC                            | Long Ridge Energy LLC                                                         | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |   2807000 | PA      | $2831171.08   | 0.07%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F050460<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13543000 | PA      | $13550896.52  | 0.35%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust              | GS Mortgage-Backed Securities Trust 2022-PJ6                                  | CUSIP: 36267JAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6212349 | PA      | $5186293.69   | 0.13%             | 2053-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                  | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   9262000 | PA      | $9253428.95   | 0.24%             | 2025-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                   | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5686000 | PA      | $5505068.81   | 0.14%             | 2035-10-23      | Fixed         | 5.02%                 | 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        |   2652039 | PA      | $2662629.41   | 0.07%             | 2037-06-19      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                              | Intesa Sanpaolo SpA                                                           | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   5678000 | PA      | $6049834.85   | 0.16%             | 2033-06-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                    | CUSIP: 21H050672<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13007000 | PA      | $12611136.90  | 0.33%             | 2054-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                 | LPL Holdings Inc                                                              | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   5486000 | PA      | $5443753.47   | 0.14%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F022667<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11471000 | PA      | $9344686.92   | 0.24%             | 2054-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  47891000 | PA      | $46325409.21  | 1.20%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                       | Flagship Credit Auto Trust 2019-3                                             | CUSIP: 33846AAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    388396 | PA      | $388116.98    | 0.01%             | 2026-12-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG Inc                                                        | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   4908000 | PA      | $4985997.94   | 0.13%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                            | Evergy Kansas Central Inc                                                     | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   7710000 | PA      | $7675547.17   | 0.20%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                          | Imperial Brands Finance PLC                                                   | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |  12000000 | PA      | $12314786.52  | 0.32%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                               | CUSIP: 3140XHWU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    604401 | PA      | $593547.30    | 0.02%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                           | Cloud Software Group Inc                                                      | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   3243000 | PA      | $3242059.21   | 0.08%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                         | FactSet Research Systems Inc                                                  | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |   3397000 | PA      | $3064479.59   | 0.08%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR ULTRA FUT SEP25                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -1006 | NC      | $-912947.28   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                         | Plains All American Pipeline LP                                               | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   2688000 | PA      | $2676431.65   | 0.07%             | 2025-06-30      | Variable      | 8.70%                 | No            |                  2 | On Loan: —       |
| Fixed Income Clearing Corp                       | FIXED INC CLEARING CORP.REPO                                                  | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  26349312 | PA      | $26349311.86  | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                          | SCF Equipment Leasing 2024-1 LLC                                              | CUSIP: 783896AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2300000 | PA      | $2451598.98   | 0.06%             | 2034-12-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                   | PSEG Power LLC                                                                | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3105000 | PA      | $3128716.74   | 0.08%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                    | ZF North America Capital Inc                                                  | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   3719000 | PA      | $3535597.89   | 0.09%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                               | CUSIP: 3140XHPS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1544666 | PA      | $1382116.33   | 0.04%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                               | CUSIP: 3140LRB72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    590012 | PA      | $486696.15    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                          | GA Global Funding Trust                                                       | CUSIP: 36143L2T1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   7948000 | PA      | $7977300.54   | 0.21%             | 2032-04-01      | Fixed         | 5.50%                 | 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        |   5047000 | PA      | $5087269.91   | 0.13%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage Trust               | Ready Capital Mortgage Financing 2023-FL12 LLC                                | CUSIP: 75575AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    575974 | PA      | $576694.38    | 0.01%             | 2038-05-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                           | UnitedHealth Group Inc                                                        | CUSIP: 91324PCW0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   4202000 | PA      | $4137510.65   | 0.11%             | 2027-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                | NatWest Group PLC                                                             | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   4299000 | PA      | $3812091.61   | 0.10%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                          | Carmax Auto Owner Trust 2023-3                                                | CUSIP: 14319BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3735000 | PA      | $3805932.51   | 0.10%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                           | Delek Logistics Partners LP / Delek Logistics Finance Corp                    | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2905000 | PA      | $2926865.94   | 0.08%             | 2028-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| KIMMERIDGE TEXAS GAS LLC                         | Kimmeridge Texas Gas LLC                                                      | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |   5349000 | PA      | $5291712.21   | 0.14%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                      | Rad CLO 20 Ltd                                                                | CUSIP: 749979AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   4280000 | PA      | $4299923.40   | 0.11%             | 2036-07-20      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                               | BMO 2024-5C8 Mortgage Trust                                                   | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5910000 | PA      | $6091741.96   | 0.16%             | 2057-12-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                  | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   6945000 | PA      | $6982137.90   | 0.18%             | 2027-01-12      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer