# EDGAR Filing Document

**Accession Number:** 0000911507
**File Stem:** 0001752724-23-009354
**Filing Date:** 2023-1
**Character Count:** 210815
**Document Hash:** 28d3e4978cb015d63cc93404bda56e1c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-009354.hdr.sgml**: 20230124

**ACCESSION NUMBER**: 0001752724-23-009354

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230124

**DATE AS OF CHANGE**: 20230124

**PERIOD START**: 20221130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LORD ABBETT INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0000911507
- **IRS NUMBER:** 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:** 23546498

**BUSINESS ADDRESS:**
- **STREET 1:** 90 HUDSON STREET
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302
- **BUSINESS PHONE:** 201-827-2000

**MAIL ADDRESS:**
- **STREET 1:** 90 HUDSON STREET
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302

## Series and Classes Contracts Data

### Lord Abbett Short Duration Core Bond Fund (Series ID: S000056809)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000180461 | Class A      | LDCAX           |
| C000180462 | Class C      | LDCCX           |
| C000180463 | Class F      | LDCFX           |
| C000180464 | Class F3     | LSCOX           |
| C000180465 | Class I      | LSCIX           |
| C000180467 | Class R3     | LDCRX           |
| C000180468 | Class R4     | LSCSX           |
| C000180469 | Class R5     | LSCUX           |
| C000180470 | Class R6     | LDCVX           |

## 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:** 90 HUDSON STREET

  - **City:** JERSEY CITY

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07302

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

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

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

- **b. EDGAR series identifier (if any):** S000056809

- **c. LEI of Series:** 549300BKJOMBF1YPCH28

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

- **a. Date of fiscal year-end:** 2022-11-30

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $248845056.04

**Total Liabilities:** $13358569.67

**Net Assets:** $235486486.37

**Delayed Delivery Securities:** $8063705.89

**Cash Not Reported:** $370424.69

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -967.77000000 | **1-Year:** -15794.22000000 | **5-Year:** -12184.15000000 | **10-Year:** -640.70000000 | **30-Year:** -87.59000000

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

- **3-Month:** -63.75000000 | **1-Year:** -1163.65000000 | **5-Year:** -662.03000000 | **10-Year:** -0.63000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000180470 | -1.32%               | -0.23%               | 1.00%                |
| Class ID C000180465 | -1.33%               | -0.24%               | 0.99%                |
| Class ID C000180461 | -1.34%               | -0.26%               | 1.08%                |
| Class ID C000180464 | -1.32%               | -0.23%               | 1.00%                |
| Class ID C000180469 | -1.33%               | -0.24%               | 0.99%                |
| Class ID C000180463 | -1.34%               | -0.25%               | 0.98%                |
| Class ID C000180467 | -1.37%               | -0.28%               | 0.95%                |
| Class ID C000180462 | -1.40%               | -0.31%               | 0.92%                |
| Class ID C000180468 | -1.35%               | -0.26%               | 0.97%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-751945.38              | $-2024770.48                               |
| Month 2  | $-201987.74              | $-737088.98                                |
| Month 3  | $-874715.00              | $2438426.10                                |

**Designated Index Information**

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

- **Index Identifier:** BC706T

### Schedule of Portfolio Investments

| Name                                             | Title                                                                                                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Magnetite CLO Ltd                                | Magnetite Xxix Ltd                                                                                                                         | CUSIP: 55955KAA2<br>LEI: 549300XSCWZTP19VRZ67 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $244545.81    | 0.10%             | 2034-01-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2013-GCJ14                                                                                                    | CUSIP: 36198FAE2<br>LEI: 549300ITVQSU1IHX4H03 | Long             | ABS-MBS          | CORP              | US        |    339000 | PA      | $334636.22    | 0.14%             | 2046-08-10      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                  | HGI CRE CLO 2021-FL1 Ltd                                                                                                                   | CUSIP: 40441LAA4<br>LEI: 549300VYJ293N0KO2L78 | Long             | ABS-CBDO         | CORP              | KY        |    555949 | PA      | $531653.94    | 0.23%             | 2036-06-16      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                          | BPCE SA                                                                                                                                    | CUSIP: 05578QAD5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    560000 | PA      | $536850.18    | 0.23%             | 2025-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                     | Drive Auto Receivables Trust 2019-1                                                                                                        | CUSIP: 26208NAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    109584 | PA      | $109296.97    | 0.05%             | 2026-06-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                           | Mitsubishi UFJ Financial Group Inc                                                                                                         | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    265000 | PA      | $263508.17    | 0.11%             | 2025-09-12      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Electric Co                         | Pennsylvania Electric Co                                                                                                                   | CUSIP: 708696BX6<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    691000 | PA      | $664080.33    | 0.28%             | 2025-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                             | Freeport-McMoRan Inc                                                                                                                       | CUSIP: 35671DAZ8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    494000 | PA      | $492535.29    | 0.21%             | 2023-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                         | Harley-Davidson Financial Services Inc                                                                                                     | CUSIP: 41283LAS4<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1492009.44   | 0.63%             | 2023-02-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Estate Notes           | Greystone CRE Notes 2021-FL3 Ltd                                                                                                           | CUSIP: 39809PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    460000 | PA      | $438043.11    | 0.19%             | 2039-07-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAD3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    749000 | PA      | $731033.27    | 0.31%             | 2024-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                             | Verizon Master Trust                                                                                                                       | CUSIP: 92348KBC6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    405000 | PA      | $404625.54    | 0.17%             | 2027-11-22      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                          | Carmax Auto Owner Trust 2020-1                                                                                                             | CUSIP: 14315XAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $118283.19    | 0.05%             | 2026-07-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                       | GLS Auto Receivables Issuer Trust 2021-3                                                                                                   | CUSIP: 36263LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    460000 | PA      | $444991.35    | 0.19%             | 2025-11-17      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                               | Aqua Finance Trust 2021-A                                                                                                                  | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    224745 | PA      | $205397.05    | 0.09%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Slide 2018-Fun                                   | SLIDE 2018-FUN                                                                                                                             | CUSIP: 831350AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5412633 | PA      | $54.13        | 0.00%             | 2020-12-15      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                | Hyatt Hotels Corp                                                                                                                          | CUSIP: 448579AN2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    218000 | PA      | $204383.86    | 0.09%             | 2024-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust            | OneMain Direct Auto Receivables Trust 2021-1                                                                                               | CUSIP: 682687AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    317000 | PA      | $274548.79    | 0.12%             | 2028-07-14      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                               | Conagra Brands Inc                                                                                                                         | CUSIP: 20600HM19<br>LEI: 54930035UDEIH090K650 | Long             | STIV             | CORP              | US        |   1167000 | PA      | $1167000.00   | 0.50%             | 2022-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                               | Ally Financial Inc                                                                                                                         | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    893000 | PA      | $881620.81    | 0.37%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2014-UBS6 Mortgage Trust                                                                                                              | CUSIP: 12592PBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17404 | PA      | $16700.22     | 0.01%             | 2047-12-10      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                         | Take-Two Interactive Software Inc                                                                                                          | CUSIP: 874054AE9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    148000 | PA      | $144125.94    | 0.06%             | 2024-03-28      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                          | DCP Midstream Operating LP                                                                                                                 | CUSIP: 23311VAG2<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     81000 | PA      | $80098.28     | 0.03%             | 2025-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                     | AES Corp/The                                                                                                                               | CUSIP: 00130HCB9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    400000 | PA      | $375160.15    | 0.16%             | 2025-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                      | Hertz Vehicle Financing III LP                                                                                                             | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    620000 | PA      | $531105.21    | 0.23%             | 2027-12-27      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | J.P. Morgan Chase Commercial Mortgage SecuritiesTrust 2018-MINN                                                                            | CUSIP: 46650GAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12000 | PA      | $11283.37     | 0.00%             | 2035-11-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                           | Mitsubishi UFJ Financial Group Inc                                                                                                         | CUSIP: 606822CA0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    820000 | PA      | $752959.55    | 0.32%             | 2025-10-11      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F0504C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    830000 | PA      | $839661.72    | 0.36%             | 2037-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                             | Glencore Funding LLC                                                                                                                       | CUSIP: 378272AF5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    357000 | PA      | $354507.53    | 0.15%             | 2023-05-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2016-GS2                                                                                                      | CUSIP: 36252TAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $392528.51    | 0.17%             | 2049-05-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                          | Fidelity National Information Services Inc                                                                                                 | CUSIP: 31620MBV7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    101000 | PA      | $99588.75     | 0.04%             | 2025-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP TRUST                          | Kite Realty Group Trust                                                                                                                    | CUSIP: 76131VAA1<br>LEI: 549300OVTYLM7DH6CM14 | Long             | DBT              |  | US        |    647000 | PA      | $620993.23    | 0.26%             | 2025-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Avid Automobile Receivables Trust                | Avid Automobile Receivables Trust 2021-1                                                                                                   | CUSIP: 05369LAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    830000 | PA      | $786063.70    | 0.33%             | 2026-05-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                          | Australia & New Zealand Banking Group Ltd                                                                                                  | CUSIP: 052528AK2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    900000 | PA      | $858760.61    | 0.36%             | 2026-05-19      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                           | Marlette Funding Trust 2021-1                                                                                                              | CUSIP: 57110NAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    772801 | PA      | $760837.00    | 0.32%             | 2031-06-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                   | Mariner Finance Issuance Trust 2022-A                                                                                                      | CUSIP: 56847QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    690000 | PA      | $685841.72    | 0.29%             | 2037-10-20      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE HLDG LLC                           | GE Healthcare Holding LLC                                                                                                                  | CUSIP: 36267VAA1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    800000 | PA      | $803919.44    | 0.34%             | 2024-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 53 CLO Ltd                                                                                                                          | CUSIP: 26243EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $392816.29    | 0.17%             | 2031-01-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                               | F&G Global Funding                                                                                                                         | CUSIP: 30321L2E1<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   1093000 | PA      | $1072155.00   | 0.46%             | 2025-07-07      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                         | Time Warner Cable Enterprises LLC                                                                                                          | CUSIP: 88731EAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    529000 | PA      | $532953.94    | 0.23%             | 2023-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                      | Hertz Vehicle Financing LLC                                                                                                                | CUSIP: 42806MAA7<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $243174.31    | 0.10%             | 2025-12-26      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                               | Viterra Finance BV                                                                                                                         | CUSIP: 92852LAC3<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $187168.25    | 0.08%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                  | Danske Bank A/S                                                                                                                            | CUSIP: 23636AAV3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1000000 | PA      | $932667.04    | 0.40%             | 2025-12-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                          | BPCE SA                                                                                                                                    | CUSIP: 05578QAB9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    462000 | PA      | $453249.68    | 0.19%             | 2024-07-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | Centene Corp                                                                                                                               | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    502000 | PA      | $471987.93    | 0.20%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GZJ6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    330000 | PA      | $324146.86    | 0.14%             | 2025-01-24      | Floating      | 4.41%                 | 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        |    753000 | PA      | $689445.44    | 0.29%             | 2028-11-14      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                           | Standard Chartered PLC                                                                                                                     | CUSIP: 853254BY5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $467730.71    | 0.20%             | 2025-01-12      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| PELABUHAN INDO PERSERO                           | Pelabuhan Indonesia Persero PT                                                                                                             | CUSIP: 69370TAB9<br>LEI: 254900Y6SH3NRN1A8R64 | Long             | DBT              | CORP              | ID        |    500000 | PA      | $497140.00    | 0.21%             | 2023-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HOLDINGS                         | Cleco Corporate Holdings LLC                                                                                                               | CUSIP: 18551PAC3<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    650000 | PA      | $613261.57    | 0.26%             | 2026-05-01      | Fixed         | 3.74%                 | 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        |   1400000 | PA      | $1368795.82   | 0.58%             | 2027-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XDC7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    666000 | PA      | $663263.34    | 0.28%             | 2023-11-17      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                         | EQT Corp                                                                                                                                   | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    850000 | PA      | $853591.25    | 0.36%             | 2025-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                          | SCF Equipment Leasing 2019-2 LLC                                                                                                           | CUSIP: 784034AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $480611.00    | 0.20%             | 2026-08-20      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                    | Citigroup Inc                                                                                                                              | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $943879.57    | 0.40%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-HQA4                                                                                                    | CUSIP: 35564KNK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    595670 | PA      | $559069.50    | 0.24%             | 2041-12-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                    | Aircastle Ltd                                                                                                                              | CUSIP: 00928QAR2<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    232000 | PA      | $229615.38    | 0.10%             | 2023-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                 | Bank of Montreal                                                                                                                           | CUSIP: 06368EA44<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    343000 | PA      | $341032.78    | 0.14%             | 2023-12-08      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                 | Bank of Montreal                                                                                                                           | CUSIP: 06368LAP1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    373000 | PA      | $368388.39    | 0.16%             | 2024-09-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                             | Bank of America Corp                                                                                                                       | CUSIP: 06051GHF9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    153000 | PA      | $152243.98    | 0.06%             | 2024-03-05      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                      | Oracle Corp                                                                                                                                | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    464000 | PA      | $428242.21    | 0.18%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                             | Targa Resources Corp                                                                                                                       | CUSIP: 87613LM14<br>LEI: 5493003QENHHS261UR94 | Long             | STIV             | CORP              | US        |    359000 | PA      | $359000.00    | 0.15%             | 2022-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                                                                                 | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    159000 | PA      | $139246.34    | 0.06%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC      | BBCMS Mortgage Trust 2020-C7                                                                                                               | CUSIP: 05492VAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $230877.48    | 0.10%             | 2053-04-15      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                          | BDS 2021-FL10 Ltd                                                                                                                          | CUSIP: 05493FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $484583.86    | 0.21%             | 2036-06-16      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                          | SCF Equipment Leasing 2021-1 LLC                                                                                                           | CUSIP: 783897AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $901383.10    | 0.38%             | 2029-08-20      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                         | Santander UK Group Holdings PLC                                                                                                            | CUSIP: 80281LAH8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    924000 | PA      | $922029.93    | 0.39%             | 2024-01-05      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                                                            | CUSIP: 3140XGUN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3203285 | PA      | $3025544.76   | 1.28%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                           | Mitsubishi UFJ Financial Group Inc                                                                                                         | CUSIP: 606822CH5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    409000 | PA      | $404939.86    | 0.17%             | 2025-07-18      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                      | ONE Gas Inc                                                                                                                                | CUSIP: 68235PAJ7<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    313000 | PA      | $312314.45    | 0.13%             | 2023-03-11      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                         | Celanese US Holdings LLC                                                                                                                   | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    737000 | PA      | $732751.95    | 0.31%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities           | Natixis Commercial Mortgage Securities Trust 2018-285M                                                                                     | CUSIP: 63874FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33200 | PA      | $31655.11     | 0.01%             | 2032-11-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                             | Bank of America Corp                                                                                                                       | CUSIP: 06051GHL6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3418000 | PA      | $3383179.43   | 1.44%             | 2024-07-23      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                            | Truist Financial Corp                                                                                                                      | CUSIP: 89788MAH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    476000 | PA      | $467585.42    | 0.20%             | 2026-07-28      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                   | Pagaya AI Debt Selection Trust 2021-1                                                                                                      | CUSIP: 69547JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    126171 | PA      | $123789.11    | 0.05%             | 2027-11-15      | Fixed         | 1.18%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust        | Santander Consumer Auto Receivables Trust 2020-B                                                                                           | CUSIP: 802830AU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1155000 | PA      | $1094580.45   | 0.46%             | 2026-12-15      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                                                                                 | CUSIP: 14040HCL7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    850000 | PA      | $831328.53    | 0.35%             | 2024-12-06      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | UBS AG                                                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    724000 | PA      | $712509.40    | 0.30%             | 2024-05-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Great Wolf Trust                                 | Great Wolf Trust 2019-WOLF                                                                                                                 | CUSIP: 39152TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $763220.56    | 0.32%             | 2036-12-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                       | Flagship Credit Auto Trust 2022-3                                                                                                          | CUSIP: 33845PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    640000 | PA      | $633644.48    | 0.27%             | 2025-10-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                 | CARLYLE US CLO 2019-1 LTD                                                                                                                  | CUSIP: 14316BAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $734540.79    | 0.31%             | 2031-04-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                         | Svenska Handelsbanken AB                                                                                                                   | CUSIP: 86959LAJ2<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    250000 | PA      | $242339.80    | 0.10%             | 2025-06-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                                                                                        | CUSIP: 65339KCF5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     78000 | PA      | $76952.29     | 0.03%             | 2024-06-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                         | Microchip Technology Inc                                                                                                                   | CUSIP: 595017AZ7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391266.73    | 0.17%             | 2023-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Continental Credit Card llc                      | Continental Finance Credit Card ABS Master Trust                                                                                           | CUSIP: 66981PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $561386.04    | 0.24%             | 2028-12-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| HMH Trust                                        | HMH Trust 2017-NSS                                                                                                                         | CUSIP: 40390AAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28000 | PA      | $26404.40     | 0.01%             | 2031-07-05      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                           | Santander Holdings USA Inc                                                                                                                 | CUSIP: 80282KAW6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    811000 | PA      | $787312.97    | 0.33%             | 2024-06-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                  | HGI CRE CLO 2021-FL1 Ltd                                                                                                                   | CUSIP: 40441LAE6<br>LEI: 549300VYJ293N0KO2L78 | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $94580.91     | 0.04%             | 2036-06-16      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                             | National Fuel Gas Co                                                                                                                       | CUSIP: 636180BM2<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    750000 | PA      | $747892.79    | 0.32%             | 2025-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2021-BHAR                                                                                                                             | CUSIP: 12659VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $477221.50    | 0.20%             | 2038-11-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust          | Capital One Multi-Asset Execution Trust                                                                                                    | CUSIP: 14041NGB1<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    435000 | PA      | $437275.57    | 0.19%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                         | Sabine Pass Liquefaction LLC                                                                                                               | CUSIP: 785592AD8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1293000 | PA      | $1292914.93   | 0.55%             | 2023-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                        | MSBAM Commercial Mortgage Securities Trust 2012-CKSV                                                                                       | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97725 | PA      | $79621.53     | 0.03%             | 2030-10-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust               | Discover Card Execution Note Trust                                                                                                         | CUSIP: 254683CX1<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |    565000 | PA      | $568052.24    | 0.24%             | 2027-10-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                              | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PAP1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    479000 | PA      | $475705.45    | 0.20%             | 2024-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                             | Mercedes-Benz Finance North America LLC                                                                                                    | CUSIP: 58769JAA5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    153000 | PA      | $154132.42    | 0.07%             | 2024-11-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                   | Newday Funding Master Issuer PLC - Series 2021-1                                                                                           | CUSIP: 65120LAA9<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |    600000 | PA      | $592586.24    | 0.25%             | 2029-03-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                         | Microchip Technology Inc                                                                                                                   | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    432000 | PA      | $408859.39    | 0.17%             | 2024-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW Owner Trust 2017-1                                                                                                                     | CUSIP: 553896AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    148862 | PA      | $145022.97    | 0.06%             | 2034-12-20      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                         | Manufacturers & Traders Trust Co                                                                                                           | CUSIP: 55279HAT7<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $1014014.44   | 0.43%             | 2025-11-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                               | CNO Global Funding                                                                                                                         | CUSIP: 18977W2B5<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    809000 | PA      | $750811.24    | 0.32%             | 2025-01-06      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                     | TICP CLO XIV Ltd                                                                                                                           | CUSIP: 87250CAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $391600.00    | 0.17%             | 2032-10-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                 | OneMain Financial Issuance Trust 2018-2                                                                                                    | CUSIP: 68269CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    301000 | PA      | $294362.47    | 0.13%             | 2033-03-14      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                         | Huntington National Bank/The                                                                                                               | CUSIP: 44644MAD3<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244787.32    | 0.10%             | 2025-05-16      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd  | Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd                                                                                     | CUSIP: 03880KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    460000 | PA      | $441995.74    | 0.19%             | 2034-08-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                  | CUSIP: 00774MAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1150000 | PA      | $1134185.40   | 0.48%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                 | WFRBS Commercial Mortgage Trust 2014-C19                                                                                                   | CUSIP: 92938VAQ8<br>LEI: 549300FCX3YXSYSLU895 | Long             | ABS-MBS          | CORP              | US        |     87000 | PA      | $85052.43     | 0.04%             | 2047-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | JP Morgan Chase Commercial Mortgage Securities Trust 2021-1440                                                                             | CUSIP: 46653DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    680000 | PA      | $652872.28    | 0.28%             | 2036-03-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| PARK AEROSPACE HOLDINGS                          | Park Aerospace Holdings Ltd                                                                                                                | CUSIP: 70014LAC4<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |    187000 | PA      | $186088.41    | 0.08%             | 2023-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust              | Citigroup Commercial Mortgage Trust 2016-GC36                                                                                              | CUSIP: 17324TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $93589.62     | 0.04%             | 2049-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Newark BSL CLO 1 Ltd.                            | Newark BSL CLO 1 Ltd                                                                                                                       | CUSIP: 65023TAJ1<br>LEI: 549300R0C043JWD1XY94 | Long             | ABS-CBDO         | CORP              | KY        |    480813 | PA      | $475404.72    | 0.20%             | 2029-12-21      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    235000 | PA      | $237932.53    | 0.10%             | 2024-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | Credit Suisse Mortgage Capital Certificates 2019-ICE4                                                                                      | CUSIP: 12653VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    660000 | PA      | $651903.65    | 0.28%             | 2036-05-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                         | Angel Oak Mortgage Trust 2020-6                                                                                                            | CUSIP: 03465AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83328 | PA      | $70879.70     | 0.03%             | 2065-05-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2021-ADV                                                                                                                              | CUSIP: 12660WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $427978.26    | 0.18%             | 2038-07-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                               | Viterra Finance BV                                                                                                                         | CUSIP: 92852LAA7<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $517310.43    | 0.22%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 30 LTD               | Octagon Investment Partners 30 Ltd                                                                                                         | CUSIP: 675920AJ1<br>LEI: 549300CDNDWWERRAUA43 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $737579.99    | 0.31%             | 2030-03-17      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | J.P. Morgan Chase Commercial Mortgage SecuritiesTrust 2018-MINN                                                                            | CUSIP: 46650GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48000 | PA      | $45830.50     | 0.02%             | 2035-11-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                      | Rad CLO 2 Ltd                                                                                                                              | CUSIP: 48661TAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    270000 | PA      | $264166.07    | 0.11%             | 2031-10-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                              | SOUND POINT CLO III-R LTD                                                                                                                  | CUSIP: 83611LAC4<br>LEI: 5493006VH6ZUE3FHGC30 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $239007.05    | 0.10%             | 2029-04-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC            | Charter Communications Operating, LLC 2019 Term Loan B1                                                                                    | CUSIP: 16117LBW8<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   2810687 | PA      | $2771154.24   | 1.18%             | 2025-04-30      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Regatta II Funding LP                            | Regatta Funding LP 2013-2A                                                                                                                 | CUSIP: 75885WBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    254195 | PA      | $251721.02    | 0.11%             | 2029-01-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                           | Lendmark Funding Trust 2022-1                                                                                                              | CUSIP: 52608JAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    715000 | PA      | $689255.28    | 0.29%             | 2032-07-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LFT CRE 2021-FL1, LLC                            | LFT CRE 2021-FL1 Ltd                                                                                                                       | CUSIP: 50203JAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    730000 | PA      | $709300.68    | 0.30%             | 2039-06-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC           | Amur Equipment Finance Receivables IX LLC                                                                                                  | CUSIP: 03237KAE4<br>LEI: 549300INEWFFGID70G60 | Long             | ABS-O            | CORP              | US        |    675000 | PA      | $610412.42    | 0.26%             | 2027-11-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2022-R01                                                                                               | CUSIP: 20754LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    533391 | PA      | $523951.96    | 0.22%             | 2041-12-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust        | Santander Consumer Auto Receivables Trust 2020-B                                                                                           | CUSIP: 802830AR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    681000 | PA      | $653119.86    | 0.28%             | 2026-04-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                    | Stellantis NV                                                                                                                              | CUSIP: 31562QAF4<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |   1400000 | PA      | $1396381.00   | 0.59%             | 2023-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC      | BBCMS 2018-TALL Mortgage Trust                                                                                                             | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $467937.20    | 0.20%             | 2037-03-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                         | Comision Federal de Electricidad                                                                                                           | CUSIP: 200447AD2<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    700000 | PA      | $692412.00    | 0.29%             | 2024-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                  | Fontainebleau Miami Beach Trust 2019-FBLU                                                                                                  | CUSIP: 34461LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $468328.10    | 0.20%             | 2036-12-10      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                          | Broadcom Corp / Broadcom Cayman Finance Ltd                                                                                                | CUSIP: 11134LAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1250000 | PA      | $1246204.16   | 0.53%             | 2023-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                          | GA Global Funding Trust                                                                                                                    | CUSIP: 36143L2C8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273207.81    | 0.12%             | 2024-09-13      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                          | Japan Bank for International Cooperation                                                                                                   | CUSIP: 471048CT3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    866000 | PA      | $850392.22    | 0.36%             | 2025-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                             | Glencore Funding LLC                                                                                                                       | CUSIP: 378272AH1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1693000 | PA      | $1674203.13   | 0.71%             | 2024-04-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2020-NQM1 Trust                                                                                                                       | CUSIP: 126401AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89218 | PA      | $81272.54     | 0.03%             | 2065-05-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                         | Equitable Financial Life Global Funding                                                                                                    | CUSIP: 29449WAA5<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    801000 | PA      | $726530.99    | 0.31%             | 2025-07-07      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                          | BDS 2020-FL5 LTD                                                                                                                           | CUSIP: 05492QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    184186 | PA      | $182009.87    | 0.08%             | 2037-02-16      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                 | CARLYLE US CLO 2017-3 Ltd                                                                                                                  | CUSIP: 14314FAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    247837 | PA      | $244446.18    | 0.10%             | 2029-07-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                                                                                       | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    118000 | PA      | $108416.99    | 0.05%             | 2025-12-06      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LP                         | Viper Energy Partners LP                                                                                                                   | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1186933.70   | 0.50%             | 2027-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                                                                           | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3332000 | PA      | $3253841.18   | 1.38%             | 2024-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                          | BDS 2021-FL8                                                                                                                               | CUSIP: 05493JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    280887 | PA      | $270438.96    | 0.11%             | 2036-01-18      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                            | Reynolds American Inc                                                                                                                      | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1189068.29   | 0.50%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WFLD Mortgage Trust                              | WFLD 2014-MONT Mortgage Trust                                                                                                              | CUSIP: 92939GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $256670.12    | 0.11%             | 2031-08-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                     | Dell Equipment Finance Trust 2021-2                                                                                                        | CUSIP: 24702VAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    460000 | PA      | $427117.36    | 0.18%             | 2027-06-22      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp Trust 2021-ROSS                                                                                                | CUSIP: 36264YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $254175.54    | 0.11%             | 2026-05-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation            | Ammc Clo 19 Ltd                                                                                                                            | CUSIP: 00176PAJ1<br>LEI: 549300MYS7FLQJZMYD18 | Long             | ABS-CBDO         | CORP              | KY        |     56866 | PA      | $56718.23     | 0.02%             | 2028-10-16      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                 | OneMain Financial Issuance Trust 2020-2                                                                                                    | CUSIP: 682696AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    690000 | PA      | $577547.66    | 0.25%             | 2035-09-14      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST             | Mercedes-Benz Auto Receivables Trust 2022-1                                                                                                | CUSIP: 58768PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    810000 | PA      | $811181.22    | 0.34%             | 2027-08-16      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                          | BPCE SA                                                                                                                                    | CUSIP: 05578QAE3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $191000.64    | 0.08%             | 2026-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2021-B23 Mortgage Trust                                                                                                          | CUSIP: 08162RAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $197426.48    | 0.08%             | 2054-02-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                   | Amazon.com Inc                                                                                                                             | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    353000 | PA      | $355940.17    | 0.15%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                      | Long: BLF506C68 IRS USD R V 12MUSCPI INF_SLF506C68 CCPINFLATIONZERO / Short: BLF506C68 IRS USD P F  2.39900 FIX_SLF506C68 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1248431 | OU      | $4745.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VMC Finance LLC                                  | VMC Finance 2019-FL3 LLC                                                                                                                   | CUSIP: 91834PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     51713 | PA      | $50930.72     | 0.02%             | 2036-09-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Private Education Refi Loan Trust 2020-F                                                                                           | CUSIP: 63941XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    231992 | PA      | $205802.64    | 0.09%             | 2069-07-15      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XI Ltd                                                                                                                | CUSIP: 55818KAV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    242246 | PA      | $237623.59    | 0.10%             | 2029-07-23      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PDE3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    222000 | PA      | $218069.92    | 0.09%             | 2025-06-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                            | Jackson Financial Inc                                                                                                                      | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    650000 | PA      | $637377.93    | 0.27%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust 2022-5                                                                                              | CUSIP: 80287HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1085000 | PA      | $1047784.50   | 0.44%             | 2027-03-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                      | Netflix Inc                                                                                                                                | CUSIP: 64110LAN6<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1106000 | PA      | $1069222.60   | 0.45%             | 2026-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                           | Standard Chartered PLC                                                                                                                     | CUSIP: 853254AL4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    236000 | PA      | $233479.85    | 0.10%             | 2024-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                            | KKR CLO 29 Ltd                                                                                                                             | CUSIP: 48254GAA4<br>LEI: 5493000WWM0GGYYSIJ83 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $245658.53    | 0.10%             | 2032-01-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| OVINTIV EXPLORATION INC                          | Ovintiv Exploration Inc                                                                                                                    | CUSIP: 651290AR9<br>LEI: T8W3X1PFLPW2YE0UIP44 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1069988.20   | 0.45%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                                                                                       | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1332220.73   | 0.57%             | 2026-10-24      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2015-DC1 Mortgage Trust                                                                                                               | CUSIP: 12629NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $268324.42    | 0.11%             | 2048-02-10      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc     | BAMLL Commercial Mortgage Securities Trust 2013-WBRK                                                                                       | CUSIP: 05525BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $210237.04    | 0.09%             | 2037-03-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                                                                                       | CUSIP: 78016EZY6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1965602.78   | 0.83%             | 2024-10-07      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                       | GLS Auto Receivables Issuer Trust 2021-1                                                                                                   | CUSIP: 36261AAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    147521 | PA      | $147083.97    | 0.06%             | 2025-04-15      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC      | BBCMS 2018-TALL Mortgage Trust                                                                                                             | CUSIP: 05548WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340000 | PA      | $290286.63    | 0.12%             | 2037-03-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                           | Marvell Technology Inc                                                                                                                     | CUSIP: 573874AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    491000 | PA      | $488282.04    | 0.21%             | 2023-06-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                | Suncor Energy Inc                                                                                                                          | CUSIP: 71644EAE2<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $539538.89    | 0.23%             | 2026-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                            | Continental Resources Inc/OK                                                                                                               | CUSIP: 212015AN1<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1373000 | PA      | $1337568.44   | 0.57%             | 2024-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC                         | Evergy Missouri West Inc                                                                                                                   | CUSIP: 30037FAA8<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |    843000 | PA      | $846391.52    | 0.36%             | 2027-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                     | Illumina Inc                                                                                                                               | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    109000 | PA      | $109629.32    | 0.05%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                                                                                         | CUSIP: 29273RAS8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    325000 | PA      | $323987.45    | 0.14%             | 2023-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Diamond Resorts Owner Trust                      | Diamond Resorts Owner Trust 2018-1                                                                                                         | CUSIP: 252724AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46922 | PA      | $45892.75     | 0.02%             | 2031-01-21      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                       | American Tower Corporation 2021 First Lien Delayed Draw Term loan                                                                          | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | LON              | CORP              | US        |   1048676 | PA      | $1043432.62   | 0.44%             | 2023-12-08      | Floating      | 5.19%                 | No            |                  3 | On Loan: No      |
| CANADIAN IMPERIAL BANK                           | Canadian Imperial Bank of Commerce                                                                                                         | CUSIP: 13607H6M9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $311540.76    | 0.13%             | 2025-08-04      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                             | Bank of America Corp                                                                                                                       | CUSIP: 06051GHC6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1657000 | PA      | $1655081.28   | 0.70%             | 2023-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust            | Wells Fargo Commercial Mortgage Trust 2015-C26                                                                                             | CUSIP: 94989CAZ4<br>LEI: 549300DT2BKPLXAJ4C66 | Long             | ABS-MBS          | CORP              | US        |     40000 | PA      | $37730.33     | 0.02%             | 2048-02-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                              | Dominion Energy Inc                                                                                                                        | CUSIP: 25746UDB2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1008000 | PA      | $974685.45    | 0.41%             | 2024-08-15      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                           | Aviation Capital Group LLC                                                                                                                 | CUSIP: 05369AAC5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98828.78     | 0.04%             | 2023-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                     | Dell Equipment Finance Trust 2021-2                                                                                                        | CUSIP: 24702VAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    460000 | PA      | $429142.00    | 0.18%             | 2026-12-22      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                 | Puget Energy Inc                                                                                                                           | CUSIP: 745310AH5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    897000 | PA      | $854691.43    | 0.36%             | 2025-05-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ACREC 2021-FL1 Ltd                               | ACREC 2021-FL1 Ltd                                                                                                                         | CUSIP: 00500RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $429193.78    | 0.18%             | 2036-10-16      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                      | OCP CLO 2020-18 Ltd                                                                                                                        | CUSIP: 671078AN3<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |    900000 | PA      | $878108.45    | 0.37%             | 2032-07-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP        | Invitation Homes Operating Partnership LP 2020 Term Loan A                                                                                 | CUSIP: 46187CAF8<br>LEI: 549300147YMUQB3GW319 | Long             | LON              | CORP              | US        |   1476388 | PA      | $1450551.21   | 0.62%             | 2025-01-31      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                 | Bank of Montreal                                                                                                                           | CUSIP: 06368D3S1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    244000 | PA      | $237934.26    | 0.10%             | 2025-06-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                     | Upstart Securitization Trust 2021-2                                                                                                        | CUSIP: 91680FAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    318982 | PA      | $312209.50    | 0.13%             | 2031-06-20      | Fixed         | 0.91%                 | No            |                  2 | On Loan: No      |
| Waikiki Beach Hotel Trust                        | WAIKIKI BEACH HOTEL TRUST 2019-WBM                                                                                                         | CUSIP: 93065PAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $187752.98    | 0.08%             | 2033-12-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                   | CPS Auto Receivables Trust 2022-A                                                                                                          | CUSIP: 12659WAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    599236 | PA      | $588572.37    | 0.25%             | 2029-04-16      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                      | Rad CLO 7 Ltd                                                                                                                              | CUSIP: 48661CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $979105.42    | 0.42%             | 2033-04-17      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                          | American Electric Power Co Inc                                                                                                             | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154093.45    | 0.07%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust              | Citigroup Commercial Mortgage Trust 2018-B2                                                                                                | CUSIP: 17327FAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6000 | PA      | $5961.50      | 0.00%             | 2051-03-10      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | J.P. Morgan Chase Commercial Mortgage SecuritiesTrust 2018-MINN                                                                            | CUSIP: 46650GAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12000 | PA      | $11465.99     | 0.00%             | 2035-11-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                          | Metropolitan Life Global Funding I                                                                                                         | CUSIP: 59217GFC8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    997000 | PA      | $977005.94    | 0.41%             | 2025-08-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp Trust 2019-SMP                                                                                                 | CUSIP: 36259NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    385000 | PA      | $376186.39    | 0.16%             | 2032-08-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                                                                              | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220905.31    | 0.09%             | 2025-05-24      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                              | Macquarie Group Ltd                                                                                                                        | CUSIP: 55608JBL1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   1288000 | PA      | $1296109.12   | 0.55%             | 2024-11-22      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC COMPANY                           | Tampa Electric Company Term Loan                                                                                                           | CUSIP: 87512QAN0<br>LEI: WS423EPRKJIIJUITXD73 | Long             | LON              | CORP              | US        |    833081 | PA      | $830831.68    | 0.35%             | 2022-12-16      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Master Credit Card Trust                         | Master Credit Card Trust                                                                                                                   | CUSIP: 576339CK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   1200000 | PA      | $1117116.00   | 0.47%             | 2025-11-21      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                         | Tengizchevroil Finance Co International Ltd                                                                                                | CUSIP: 88034QAB3<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $342000.00    | 0.15%             | 2025-08-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                            | Oglethorpe Power Corp                                                                                                                      | CUSIP: 67705BM90<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | STIV             | CORP              | US        |    601000 | PA      | $600419.03    | 0.25%             | 2022-12-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                       | GLS Auto Receivables Issuer Trust 2021-1                                                                                                   | CUSIP: 36261AAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $636351.50    | 0.27%             | 2027-01-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust      | MF1 2021-FL7 Ltd                                                                                                                           | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    240000 | PA      | $230009.08    | 0.10%             | 2036-10-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust              | Citigroup Commercial Mortgage Trust 2016-GC37                                                                                              | CUSIP: 17290XAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $210648.51    | 0.09%             | 2049-04-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| EAST OHIO GAS CO/THE                             | East Ohio Gas Co/The                                                                                                                       | CUSIP: 27409LAA1<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1269317.56   | 0.54%             | 2025-06-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | Toronto-Dominion Bank/The                                                                                                                  | CUSIP: 89114TZF2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1969247.70   | 0.84%             | 2024-09-10      | Floating      | 3.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                              | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PAU0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2157298.03   | 0.92%             | 2024-07-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                         | Angel Oak Mortgage Trust 2021-7                                                                                                            | CUSIP: 03464JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155862 | PA      | $125073.34    | 0.05%             | 2066-10-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                           | Standard Chartered PLC                                                                                                                     | CUSIP: 853254CB4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $188723.64    | 0.08%             | 2025-03-23      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                              | Global Payments Inc                                                                                                                        | CUSIP: 37940XAA0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    551000 | PA      | $517641.84    | 0.22%             | 2025-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp Trust 2019-70P                                                                                                 | CUSIP: 36257MAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21863000 | PA      | $408.84       | 0.00%             | 2036-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp Trust 2019-SMP                                                                                                 | CUSIP: 36259NAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10130600 | PA      | $215.78       | 0.00%             | 2032-08-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                   | NRG Energy Inc                                                                                                                             | CUSIP: 629377CK6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    799000 | PA      | $772583.57    | 0.33%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SMRT                                             | SMRT 2022-MINI                                                                                                                             | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1130000 | PA      | $1086047.63   | 0.46%             | 2039-01-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| HONO 2021-LULU Mortgage Trust                    | HONO 2021-LULU Mortgage Trust                                                                                                              | CUSIP: 40390MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $429957.81    | 0.18%             | 2036-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                              | Dominion Energy Inc                                                                                                                        | CUSIP: 25746UDH9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499080.01    | 0.21%             | 2023-09-15      | Floating      | 3.82%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp Trust 2018-RIVR                                                                                                | CUSIP: 36255WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    773667 | PA      | $723628.61    | 0.31%             | 2035-07-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                         | Plains All American Pipeline LP / PAA Finance Corp                                                                                         | CUSIP: 72650RBB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $896572.58    | 0.38%             | 2023-01-31      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XIV LTD              | Octagon Investment Partners XIV Ltd                                                                                                        | CUSIP: 67590ABP6<br>LEI: 549300QEN35HTPJ3BX33 | Long             | ABS-CBDO         | CORP              | KY        |    248710 | PA      | $245710.05    | 0.10%             | 2029-07-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                  | HGI CRE CLO 2021-FL1 Ltd                                                                                                                   | CUSIP: 40441LAC0<br>LEI: 549300VYJ293N0KO2L78 | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $94395.00     | 0.04%             | 2036-06-16      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                              | BHMS 2018-ATLS                                                                                                                             | CUSIP: 05549GAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570000 | PA      | $520516.88    | 0.22%             | 2035-07-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2018-GW                                                                                                                           | CUSIP: 12433UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    773000 | PA      | $749696.45    | 0.32%             | 2035-05-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                              | Citizens Bank NA/Providence RI                                                                                                             | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    400000 | PA      | $388652.62    | 0.17%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp Trust 2019-SMP                                                                                                 | CUSIP: 36259NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185000 | PA      | $178735.09    | 0.08%             | 2032-08-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC      | BBCMS 2017-DELC Mortgage Trust                                                                                                             | CUSIP: 05552EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    758000 | PA      | $742456.38    | 0.32%             | 2036-08-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        83 | NC      | $51008.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                                                                                   | CUSIP: 05377RDC5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $686214.83    | 0.29%             | 2025-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                         | Octane Receivables Trust 2022-1                                                                                                            | CUSIP: 67571EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305891 | PA      | $298645.93    | 0.13%             | 2028-03-20      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TR                           | Fells Point Funding Trust                                                                                                                  | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    393000 | PA      | $357983.51    | 0.15%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                          | Imperial Brands Finance PLC                                                                                                                | CUSIP: 45262BAA1<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $190851.48    | 0.08%             | 2024-07-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                   | Galaxy XIX CLO Ltd                                                                                                                         | CUSIP: 36319QBN1<br>LEI: 5493000B2531UL3WQV87 | Long             | ABS-CBDO         | CORP              | KY        |    169531 | PA      | $166261.43    | 0.07%             | 2030-07-24      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                                                                             | CUSIP: 958667AD9<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    433000 | PA      | $432141.56    | 0.18%             | 2023-01-13      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust           | UBS-Barclays Commercial Mortgage Trust 2013-C6                                                                                             | CUSIP: 90349GBF1<br>LEI: 549300G1IXWLFE766Q13 | Long             | ABS-MBS          | CORP              | US        |    242000 | PA      | $239965.97    | 0.10%             | 2046-04-10      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                     | Illumina Inc                                                                                                                               | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90682.47     | 0.04%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd  | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                                                                                     | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    560000 | PA      | $543460.67    | 0.23%             | 2036-11-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CIM Retail Portfolio Trust                       | CIM Retail Portfolio Trust 2021-RETL                                                                                                       | CUSIP: 12566BAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $339801.83    | 0.14%             | 2036-08-15      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                              | BHMS 2018-ATLS                                                                                                                             | CUSIP: 05549GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940000 | PA      | $902902.24    | 0.38%             | 2035-07-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050411<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    414000 | PA      | $417978.28    | 0.18%             | 2038-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                           | Aviation Capital Group LLC                                                                                                                 | CUSIP: 05369AAH4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    722000 | PA      | $707321.84    | 0.30%             | 2024-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                         | Jackson National Life Global Funding                                                                                                       | CUSIP: 46849LUV1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139082.98    | 0.06%             | 2025-01-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Asset Trust 2018-SL1                  | Towd Point Asset Trust 2018-SL1                                                                                                            | CUSIP: 89174UAA4<br>LEI: 54930022FYEFQVX02P24 | Long             | ABS-O            | CORP              | US        |     16876 | PA      | $16764.96     | 0.01%             | 2046-01-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAB7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    260000 | PA      | $256576.08    | 0.11%             | 2023-10-01      | 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        |   1000000 | PA      | $972500.00    | 0.41%             | 2037-01-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                     | Drive Auto Receivables Trust 2020-2                                                                                                        | CUSIP: 26208VAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    603761 | PA      | $599253.20    | 0.25%             | 2026-08-17      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                             | BlueMountain Fuji US Clo I Ltd                                                                                                             | CUSIP: 09629CAL9<br>LEI: 549300XC3G26BPOECZ28 | Long             | ABS-CBDO         | CORP              | KY        |    249479 | PA      | $244480.10    | 0.10%             | 2029-07-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2019-IMC                                                                                                      | CUSIP: 05608BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    686000 | PA      | $668300.99    | 0.28%             | 2034-04-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                           | VICI Properties LP / VICI Note Co Inc                                                                                                      | CUSIP: 92564RAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |   1600000 | PA      | $1508051.36   | 0.64%             | 2025-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                       | Flagship Credit Auto Trust 2022-4                                                                                                          | CUSIP: 33843XAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    505000 | PA      | $504274.11    | 0.21%             | 2026-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2020-P1                                                                                                     | CUSIP: 14687AAR9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $344153.88    | 0.15%             | 2026-11-09      | Fixed         | 1.32%                 | 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        |    584000 | PA      | $558478.85    | 0.24%             | 2027-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                               | BSPRT 2021-FL7 Issuer Ltd                                                                                                                  | CUSIP: 05602CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    380000 | PA      | $364546.45    | 0.15%             | 2038-12-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                                                                                       | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    370000 | PA      | $352453.74    | 0.15%             | 2026-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                              | NatWest Markets PLC                                                                                                                        | CUSIP: 63906YAG3<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    245000 | PA      | $234879.95    | 0.10%             | 2025-03-22      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                  | Nordea Bank Abp                                                                                                                            | CUSIP: 65558RAA7<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    200000 | PA      | $193916.90    | 0.08%             | 2025-06-06      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1                          | Pricoa Global Funding I                                                                                                                    | CUSIP: 74153WCR8<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |   1256000 | PA      | $1236199.84   | 0.52%             | 2025-08-28      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                            | Continental Resources Inc/OK                                                                                                               | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    805000 | PA      | $697089.75    | 0.30%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                         | Devon Energy Corp                                                                                                                          | CUSIP: 25179MBB8<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    524000 | PA      | $532699.00    | 0.23%             | 2023-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244948.39    | 0.10%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XBK1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    167000 | PA      | $165957.25    | 0.07%             | 2023-05-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                       | GLS Auto Receivables Issuer Trust 2021-3                                                                                                   | CUSIP: 36263LAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    460000 | PA      | $429509.41    | 0.18%             | 2026-09-15      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Delos Finance Sarl                               | Delos Finance Sarl 2018 Term Loan B                                                                                                        | CUSIP: 000000000<br>LEI: 549300HX549YWOJQT076 | Long             | LON              | CORP              | LU        |    741735 | PA      | $740422.13    | 0.31%             | 2023-10-06      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                         | Devon Energy Corp                                                                                                                          | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1505997.30   | 0.64%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2019-IMC                                                                                                      | CUSIP: 05608BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $769706.96    | 0.33%             | 2034-04-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BRCCAP~3.74~20221201                                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |   5999670 | PA      | $5999670.00   | 2.55%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                          | GLP Capital LP / GLP Financing II Inc                                                                                                      | CUSIP: 361841AJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $343407.52    | 0.15%             | 2025-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE HLDG LLC                           | GE Healthcare Holding LLC                                                                                                                  | CUSIP: 36267VAC7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    224000 | PA      | $226332.01    | 0.10%             | 2025-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                                                                                    | CUSIP: 44891ABY2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    400000 | PA      | $367557.54    | 0.16%             | 2024-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                         | International Flavors & Fragrances Inc                                                                                                     | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   1138000 | PA      | $1006720.15   | 0.43%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                          | GLP Capital LP / GLP Financing II Inc                                                                                                      | CUSIP: 361841AF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    362000 | PA      | $358883.18    | 0.15%             | 2023-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                              | Intesa Sanpaolo SpA                                                                                                                        | CUSIP: 46115HBC0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1550000 | PA      | $1545517.97   | 0.66%             | 2023-01-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                          | GLP Capital LP / GLP Financing II Inc                                                                                                      | CUSIP: 361841AN9<br>LEI: N/A                  | Long             | DBT              |  | US        |    337000 | PA      | $322485.65    | 0.14%             | 2024-09-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                           | CenterPoint Energy Inc                                                                                                                     | CUSIP: 15189TAZ0<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   1356000 | PA      | $1336822.72   | 0.57%             | 2024-05-13      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                 | Great Wolf Trust 2019-WOLF                                                                                                                 | CUSIP: 39152TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290000 | PA      | $277346.78    | 0.12%             | 2036-12-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust | World Omni Automobile Lease Securitization Trust 2022-A                                                                                    | CUSIP: 98163NAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $391032.24    | 0.17%             | 2025-02-18      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden XXVI Senior Loan Fund                                                                                                               | CUSIP: 26250UAQ8<br>LEI: 549300ENU7ZZLTPT3E22 | Long             | ABS-CBDO         | CORP              | KY        |    242807 | PA      | $239152.71    | 0.10%             | 2029-04-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge Inc                                                                                                                               | CUSIP: 29250NBM6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1142000 | PA      | $1131043.71   | 0.48%             | 2024-02-16      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                              | LCM XXII Ltd                                                                                                                               | CUSIP: 50189GAK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    206893 | PA      | $204220.41    | 0.09%             | 2028-10-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GRP NY                         | Australia & New Zealand Banking Group Ltd/New York NY                                                                                      | CUSIP: 05254JAA8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $252206.54    | 0.11%             | 2025-12-08      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                                                                                 | CUSIP: 14040HCQ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1014000 | PA      | $986897.76    | 0.42%             | 2025-05-09      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| RRAM                                             | RR 3 Ltd                                                                                                                                   | CUSIP: 74988LAA2<br>LEI: 549300YH0VOGWM5JZF65 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $687812.53    | 0.29%             | 2030-01-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                      | Nutrien Ltd                                                                                                                                | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    349000 | PA      | $356378.67    | 0.15%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables VII LLC       | Amur Equipment Finance Receivables VII LLC                                                                                                 | CUSIP: 03237MAD2<br>LEI: 5493008OAETJ1UTO4Q72 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98563.63     | 0.04%             | 2025-03-20      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                  | Danske Bank A/S                                                                                                                            | CUSIP: 23636AAT8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    746000 | PA      | $742269.40    | 0.32%             | 2024-01-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                      | Netflix Inc                                                                                                                                | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    400000 | PA      | $389098.00    | 0.17%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GCAT                                             | GCAT 2020-NQM2 Trust                                                                                                                       | CUSIP: 36166RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41527 | PA      | $37210.55     | 0.02%             | 2065-04-25      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                                                                            | CUSIP: 718172CT4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    725000 | PA      | $725139.85    | 0.31%             | 2024-11-15      | Fixed         | 5.12%                 | 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        |    560000 | PA      | $538315.40    | 0.23%             | 2037-01-17      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                              | Macquarie Group Ltd                                                                                                                        | CUSIP: 55608JBF4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    342000 | PA      | $339345.00    | 0.14%             | 2026-08-09      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd  | Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd                                                                                     | CUSIP: 03881EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $291895.35    | 0.12%             | 2036-05-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                | ITC Holdings Corp                                                                                                                          | CUSIP: 465685AJ4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1265523.43   | 0.54%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Encina Equipment Finance                         | Encina Equipment Finance 2022-1 LLC                                                                                                        | CUSIP: 29252VAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    848000 | PA      | $824595.12    | 0.35%             | 2028-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                                                                            | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    267000 | PA      | $266895.01    | 0.11%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT Capital Corp                                                                                                                           | CUSIP: 05526DBG9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    890000 | PA      | $851388.15    | 0.36%             | 2024-09-06      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| BXHPP TRUST                                      | BXHPP Trust 2021-FILM                                                                                                                      | CUSIP: 05609JAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    460000 | PA      | $425108.95    | 0.18%             | 2036-08-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Irvine Core Office Trust                         | Irvine Core Office Trust 2013-IRV                                                                                                          | CUSIP: 46361TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $295348.98    | 0.13%             | 2048-05-15      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                         | Octane Receivables Trust 2021-1                                                                                                            | CUSIP: 67571AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    353200 | PA      | $340524.85    | 0.14%             | 2027-03-22      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                           | Westinghouse Air Brake Technologies Corp                                                                                                   | CUSIP: 960386AN0<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     86000 | PA      | $84637.90     | 0.04%             | 2024-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                    | UniCredit SpA                                                                                                                              | CUSIP: 904678AG4<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1050000 | PA      | $1050816.40   | 0.45%             | 2023-12-04      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2021-I Ltd                                                                                                                    | CUSIP: 12563EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    570000 | PA      | $560518.71    | 0.24%             | 2033-04-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                       | Flagship Credit Auto Trust 2022-4                                                                                                          | CUSIP: 33843XAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    605000 | PA      | $606108.60    | 0.26%             | 2027-06-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust              | PenFed Auto Receivables Owner Trust 2022-A                                                                                                 | CUSIP: 706874AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1275000 | PA      | $1252112.35   | 0.53%             | 2026-04-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                                | KREF 2021-FL2 Ltd                                                                                                                          | CUSIP: 48275RAA5<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |    360000 | PA      | $346725.00    | 0.15%             | 2039-02-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| LoanCore 2019-CRE2 Issuer, Ltd.                  | LoanCore 2019-CRE2 Issuer Ltd                                                                                                              | CUSIP: 53946JAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    630000 | PA      | $617943.86    | 0.26%             | 2036-05-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                      | ONE Gas Inc                                                                                                                                | CUSIP: 68235PAL2<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    189000 | PA      | $179904.85    | 0.08%             | 2024-03-11      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                      | Rad CLO 1 Ltd                                                                                                                              | CUSIP: 48661AAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    580000 | PA      | $569618.00    | 0.24%             | 2031-07-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                              | DBGS 2021-W52 Mortgage Trust                                                                                                               | CUSIP: 23308LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    730000 | PA      | $692385.14    | 0.29%             | 2036-10-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Private Education Refi Loan Trust 2022-A                                                                                           | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    426249 | PA      | $371328.36    | 0.16%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                     | Drive Auto Receivables Trust 2018-5                                                                                                        | CUSIP: 26208MAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    124028 | PA      | $123660.73    | 0.05%             | 2026-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2020-VKNG                                                                                                     | CUSIP: 12433YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    597192 | PA      | $578594.46    | 0.25%             | 2037-10-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                                                                             | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    164000 | PA      | $167894.36    | 0.07%             | 2026-10-16      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2012-CCRE1 Mortgage Trust                                                                                                             | CUSIP: 12624BAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    181187 | PA      | $180814.50    | 0.08%             | 2045-05-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust     | American Express Credit Account Master Trust                                                                                               | CUSIP: 02582JJT8<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    785000 | PA      | $759322.81    | 0.32%             | 2027-05-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                    | SFO Commercial Mortgage Trust 2021-555                                                                                                     | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $295370.56    | 0.13%             | 2038-05-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                                                                                | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    145000 | PA      | $137223.62    | 0.06%             | 2025-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                 | First Investors Auto Owner Trust 2021-2                                                                                                    | CUSIP: 32057JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    479028 | PA      | $464100.93    | 0.20%             | 2027-03-15      | Fixed         | 0.48%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                  | CUSIP: 00774MBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $137763.09    | 0.06%             | 2024-10-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                | Credit Acceptance Auto Loan Trust 2021-3                                                                                                   | CUSIP: 22535GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    825000 | PA      | $778405.40    | 0.33%             | 2030-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE (CBT) MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       218 | NC      | $113861.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                                                                                       | CUSIP: 78016FZR8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    378000 | PA      | $382841.96    | 0.16%             | 2024-10-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                  | Prestige Auto Receivables Trust 2022-1                                                                                                     | CUSIP: 74113RAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1215000 | PA      | $1213089.29   | 0.52%             | 2028-07-17      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                     | Atrium Hotel Portfolio Trust 2017-ATRM                                                                                                     | CUSIP: 04965JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $340132.52    | 0.14%             | 2036-12-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2014-UBS3 Mortgage Trust                                                                                                              | CUSIP: 12591YBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107000 | PA      | $103551.59    | 0.04%             | 2047-06-10      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Acres PLC                                        | ACRES Commercial Realty 2021-FL2 Ltd                                                                                                       | CUSIP: 00500JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    670000 | PA      | $649775.94    | 0.28%             | 2037-01-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2015-GC34                                                                                                     | CUSIP: 36250VAD4<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $211963.05    | 0.09%             | 2048-10-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                         | PVH Corp                                                                                                                                   | CUSIP: 718592AB4<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    186000 | PA      | $190226.54    | 0.08%             | 2023-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                            | Svensk Exportkredit AB                                                                                                                     | CUSIP: 87031CAH6<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   1173000 | PA      | $1180073.10   | 0.50%             | 2025-11-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2020-4                                                                                                          | CUSIP: 92538LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46675 | PA      | $41881.96     | 0.02%             | 2065-05-25      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F040412<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    582000 | PA      | $569336.95    | 0.24%             | 2038-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                   | Morgan Stanley                                                                                                                             | CUSIP: 61744YAQ1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3540000 | PA      | $3515908.74   | 1.49%             | 2024-04-24      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2022-P2                                                                                                     | CUSIP: 14686JAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $433825.92    | 0.18%             | 2028-02-10      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                      | Humana Inc. Delayed Draw Term Loan                                                                                                         | CUSIP: 44485JAM2<br>LEI: 529900YLDW34GJAO4J06 | Long             | LON              | CORP              | US        |    615044 | PA      | $611584.38    | 0.26%             | 2024-05-28      | Floating      | 5.32%                 | No            |                  3 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-DNA1                                                                                                    | CUSIP: 35564KPU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    719861 | PA      | $696376.90    | 0.30%             | 2042-01-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                   | Pagaya AI Debt Trust 2022-1                                                                                                                | CUSIP: 69546MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    529702 | PA      | $507477.67    | 0.22%             | 2029-10-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                 | Great Wolf Trust 2019-WOLF                                                                                                                 | CUSIP: 39152TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $531352.86    | 0.23%             | 2036-12-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                               | Southwest Gas Corp                                                                                                                         | CUSIP: 845011AF2<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    179000 | PA      | $180818.35    | 0.08%             | 2027-12-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                                                                                   | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    385000 | PA      | $373929.21    | 0.16%             | 2024-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F042418<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2031000 | PA      | $2023338.76   | 0.86%             | 2038-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                                                                           | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $459111.75    | 0.19%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                                                                               | CUSIP: 902613AM0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $194987.77    | 0.08%             | 2026-05-12      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                          | Jersey Central Power & Light Co                                                                                                            | CUSIP: 476556DB8<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1233960.54   | 0.52%             | 2024-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                 | Vista Point Securitization Trust 2020-2                                                                                                    | CUSIP: 92838TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36513 | PA      | $32072.97     | 0.01%             | 2065-04-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                            | Bank of Ireland Group PLC                                                                                                                  | CUSIP: 06279JAA7<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    488000 | PA      | $478941.55    | 0.20%             | 2023-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Houston Galleria Mall Trust                      | Houston Galleria Mall Trust 2015-HGLR                                                                                                      | CUSIP: 44217NAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $459418.35    | 0.20%             | 2037-03-05      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                         | Octane Receivables Trust 2022-2                                                                                                            | CUSIP: 67578XAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1036000 | PA      | $1017437.47   | 0.43%             | 2028-07-20      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                      | Long: BLF506C35 IRS USD R V 12MUSCPI INF_SLF506C35 CCPINFLATIONZERO / Short: BLF506C35 IRS USD P F  4.14500 FIX_SLF506C35 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1205569 | OU      | $4138.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                            | Bank of Ireland Group PLC                                                                                                                  | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $196101.27    | 0.08%             | 2026-09-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                     | Comcast Corp                                                                                                                               | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    131000 | PA      | $135047.71    | 0.06%             | 2027-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation            | AMMC CLO 23 Ltd                                                                                                                            | CUSIP: 00177JAS4<br>LEI: 549300ICO4ZE2FVC2Y46 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $731573.25    | 0.31%             | 2031-10-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                      | Oracle Corp                                                                                                                                | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55302.82     | 0.02%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                        | Mylan Inc                                                                                                                                  | CUSIP: 628530AV9<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498324.54    | 0.21%             | 2023-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                          | Dell International LLC / EMC Corp                                                                                                          | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1379423.88   | 0.59%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                      | State of Illinois                                                                                                                          | CUSIP: 452151LE1<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     82091 | PA      | $82073.57     | 0.03%             | 2023-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUNDING TRUST                          | Alexander Funding Trust                                                                                                                    | CUSIP: 014621AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    825000 | PA      | $778115.58    | 0.33%             | 2023-11-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PCX2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    479000 | PA      | $469004.28    | 0.20%             | 2026-02-24      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| XPO Logistics, Inc.                              | XPO Logistics, Inc. 2018 Term Loan B                                                                                                       | CUSIP: 98379EAE6<br>LEI: 54930096DB9LCLPN7H13 | Long             | LON              | CORP              | US        |   1451656 | PA      | $1444397.72   | 0.61%             | 2025-02-24      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| RELX INC                                         | RELX Inc                                                                                                                                   | CUSIP: 758203AA1<br>LEI: 549300TEN8O7HZZY5K14 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504525.82    | 0.21%             | 2023-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-ICON                                                                           | CUSIP: 46650RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    368000 | PA      | $353565.31    | 0.15%             | 2034-01-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                       | FIXED INC CLEARING CORP.REPO                                                                                                               | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   1058753 | PA      | $1058753.17   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                | Hyatt Hotels Corp                                                                                                                          | CUSIP: 448579AL6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1111001.27   | 0.47%             | 2023-10-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                         | EQT Corp                                                                                                                                   | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    216000 | PA      | $215667.36    | 0.09%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Massage Envy Franchising, LLC                    | ME Funding LLC 2019-1                                                                                                                      | CUSIP: 55282GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    480150 | PA      | $466979.49    | 0.20%             | 2049-07-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                              | BHMS 2018-ATLS                                                                                                                             | CUSIP: 05549GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    890000 | PA      | $832169.14    | 0.35%             | 2035-07-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                         | Cheniere Corpus Christi Holdings LLC                                                                                                       | CUSIP: 16412XAD7<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507123.64    | 0.22%             | 2024-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                          | Bayer US Finance II LLC                                                                                                                    | CUSIP: 07274NAE3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1427192.89   | 0.61%             | 2023-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust              | Citigroup Commercial Mortgage Trust 2013-375P                                                                                              | CUSIP: 17320QAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $255548.40    | 0.11%             | 2035-05-10      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems US Holdings Inc.          | Axalta Coating Systems US Holdings Inc. USD Term Loan B3                                                                                   | CUSIP: 90347BAH1<br>LEI: 549300NZ43V4QV4UGN28 | Long             | LON              | CORP              | US        |    668966 | PA      | $668715.48    | 0.28%             | 2024-06-01      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                              | Citizens Bank NA/Providence RI                                                                                                             | CUSIP: 75524KPT5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252916.14    | 0.11%             | 2025-10-24      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                                                                                   | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    675000 | PA      | $644951.18    | 0.27%             | 2025-03-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                               | Energy Transfer LP                                                                                                                         | CUSIP: 29277FM16<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | STIV             | CORP              | US        |   2300000 | PA      | $2300000.00   | 0.98%             | 2022-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                              | American Tower Corp                                                                                                                        | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    219000 | PA      | $204738.20    | 0.09%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                             | National Fuel Gas Co                                                                                                                       | CUSIP: 636180BQ3<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501355.79    | 0.21%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENTRICA PLC                                     | Centrica PLC                                                                                                                               | CUSIP: 15639KAA0<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $392264.64    | 0.17%             | 2023-10-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                         | Vistra Operations Co LLC                                                                                                                   | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    653000 | PA      | $626413.02    | 0.27%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                          | SCF Equipment Leasing 2020-1 LLC                                                                                                           | CUSIP: 784054AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    875000 | PA      | $817910.98    | 0.35%             | 2028-03-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending            | Cantor Commercial Real Estate Lending 2019-CF1                                                                                             | CUSIP: 12529MDE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $46634.53     | 0.02%             | 2052-05-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                                                   | CUSIP: 38378XFF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8449 | PA      | $7658.11      | 0.00%             | 2048-01-16      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                                | Mountain View CLO 2017-1 LLC                                                                                                               | CUSIP: 62432HAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    467091 | PA      | $461117.75    | 0.20%             | 2029-10-16      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                  | Danske Bank A/S                                                                                                                            | CUSIP: 23636ABD2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    872000 | PA      | $839854.05    | 0.36%             | 2025-03-28      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2020-INV1                                                                                                       | CUSIP: 92537TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22815 | PA      | $21858.17     | 0.01%             | 2060-03-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2020-5                                                                                                          | CUSIP: 92538CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99062 | PA      | $90431.97     | 0.04%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                    | Aircastle Ltd                                                                                                                              | CUSIP: 00928QAP6<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    187000 | PA      | $186385.03    | 0.08%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                           | CenterPoint Energy Resources Corp                                                                                                          | CUSIP: 15189WAM2<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346033.28    | 0.15%             | 2023-03-02      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                     | Dell Equipment Finance Trust 2021-2                                                                                                        | CUSIP: 24702VAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    460000 | PA      | $429362.90    | 0.18%             | 2026-12-22      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                            | Continental Resources Inc/OK                                                                                                               | CUSIP: 212015AL5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    229000 | PA      | $228285.52    | 0.10%             | 2023-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                          | BPCE SA                                                                                                                                    | CUSIP: 05578QAA1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    771000 | PA      | $763233.28    | 0.32%             | 2023-10-22      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LATITUDE MANAGEMENT REAL ESTATE CAPITAL INC      | LMREC 2021-CRE4 LLC                                                                                                                        | CUSIP: 50210LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    407554 | PA      | $395346.18    | 0.17%             | 2037-04-22      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON                                                                            | CUSIP: 46649XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $210832.40    | 0.09%             | 2031-07-05      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                | ITC Holdings Corp                                                                                                                          | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    307000 | PA      | $305098.11    | 0.13%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                          | Alcoa Nederland Holding BV                                                                                                                 | CUSIP: 013822AE1<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    625000 | PA      | $600000.00    | 0.25%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SAUDI ELECTRICITY GLOBAL                         | Saudi Electricity Global Sukuk Co 2                                                                                                        | CUSIP: 804133AA4<br>LEI: 549300NU3VI6NLNU1575 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $497148.00    | 0.21%             | 2023-04-08      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    826592 | PA      | $766310.92    | 0.33%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                                                                                 | CUSIP: 14040HCK9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    813000 | PA      | $775857.92    | 0.33%             | 2024-12-06      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                 | Societe Generale SA                                                                                                                        | CUSIP: 83368RBG6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    335000 | PA      | $306842.71    | 0.13%             | 2026-01-21      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                         | Public Service Enterprise Group Inc                                                                                                        | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    345000 | PA      | $355602.23    | 0.15%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2022-X1                                                                                                  | CUSIP: 00834HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    578065 | PA      | $561085.64    | 0.24%             | 2027-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                                | KREF 2021-FL2 Ltd                                                                                                                          | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |    360000 | PA      | $343461.93    | 0.15%             | 2039-02-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                                                                                   | CUSIP: 55903VAU7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    170000 | PA      | $162552.81    | 0.07%             | 2025-03-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage Trust               | Ready Capital Mortgage Financing 2021-FL6 LLC                                                                                              | CUSIP: 75575TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    663643 | PA      | $645725.40    | 0.27%             | 2036-07-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Hospitality Mortgage Trust                       | HPLY Trust 2019-HIT                                                                                                                        | CUSIP: 40443RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141651 | PA      | $137714.84    | 0.06%             | 2036-11-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    341000 | PA      | $334239.06    | 0.14%             | 2026-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust            | OneMain Direct Auto Receivables Trust 2021-1                                                                                               | CUSIP: 682687AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $312508.38    | 0.13%             | 2028-07-14      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                                                                                | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    132000 | PA      | $135249.85    | 0.06%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    163000 | PA      | $145526.61    | 0.06%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                                                                                        | CUSIP: 65339KBX7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    360000 | PA      | $356973.48    | 0.15%             | 2023-11-03      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                        | Mid-America Apartments LP                                                                                                                  | CUSIP: 59524PM12<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | STIV             | CORP              | US        |    389000 | PA      | $389000.00    | 0.17%             | 2022-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                 | WFRBS Commercial Mortgage Trust 2014-C20                                                                                                   | CUSIP: 92890FAU0<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $135973.98    | 0.06%             | 2047-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                    | Citigroup Inc                                                                                                                              | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $580407.15    | 0.25%             | 2025-04-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                      | Southern Co/The                                                                                                                            | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    629000 | PA      | $619815.96    | 0.26%             | 2024-08-01      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $379177.34    | 0.16%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                         | Cleveland Electric Illuminating Co/The                                                                                                     | CUSIP: 186108CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $338246.17    | 0.14%             | 2024-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Encina Equipment Finance                         | Encina Equipment Finance 2021-1 LLC                                                                                                        | CUSIP: 29253EAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $756318.64    | 0.32%             | 2027-02-16      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust              | Citigroup Commercial Mortgage Trust 2015-GC27                                                                                              | CUSIP: 17323CAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3884 | PA      | $3780.73      | 0.00%             | 2048-02-10      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust 2022-6                                                                                              | CUSIP: 802918AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1505000 | PA      | $1462532.96   | 0.62%             | 2027-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                           | Marlette Funding Trust 2020-2                                                                                                              | CUSIP: 57108RAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $485973.15    | 0.21%             | 2030-09-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MSCG Trust                                       | MSCG Trust 2015-ALDR                                                                                                                       | CUSIP: 55352NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21016 | PA      | $19818.88     | 0.01%             | 2035-06-07      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                         | First-Citizens Bank & Trust Co                                                                                                             | CUSIP: 125581HA9<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    837000 | PA      | $826178.92    | 0.35%             | 2024-06-19      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                    | Aircastle Ltd                                                                                                                              | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    309000 | PA      | $296689.66    | 0.13%             | 2025-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                  | Danske Bank A/S                                                                                                                            | CUSIP: 23636AAY7<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $199865.42    | 0.08%             | 2023-12-08      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                 | Bain Capital Credit CLO 2018-2                                                                                                             | CUSIP: 05682VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $735624.20    | 0.31%             | 2031-07-19      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                       | Apidos CLO XXIV                                                                                                                            | CUSIP: 03759CAS9<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $245574.70    | 0.10%             | 2030-10-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust               | Ellington Financial Mortgage Trust 2020-1                                                                                                  | CUSIP: 31574PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20499 | PA      | $19819.85     | 0.01%             | 2065-05-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                    | Citigroup Inc                                                                                                                              | CUSIP: 172967LZ2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    202000 | PA      | $200396.28    | 0.09%             | 2024-06-01      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-16

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

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer