# EDGAR Filing Document

**Accession Number:** 0000855396
**File Stem:** 0001752724-23-047468
**Filing Date:** 2023-2
**Character Count:** 336962
**Document Hash:** ccff4412c25b4046164b056943e43312
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-047468.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-047468

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LORD ABBETT SERIES FUND INC
- **CENTRAL INDEX KEY:** 0000855396
- **IRS NUMBER:** 133536969
- **STATE OF INCORPORATION:** NY
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05876
- **FILM NUMBER:** 23684754

**BUSINESS ADDRESS:**
- **STREET 1:** 90 HUDSON STREET
- **STREET 2:** 11TH FLOOR
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302
- **BUSINESS PHONE:** 201-827-2000

**MAIL ADDRESS:**
- **STREET 1:** 90 HUDSON STREET
- **STREET 2:** 11TH FLOOR
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** LORD ABBETT SERIES FUND INC

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

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

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

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

  - **Street Address 1:** 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:** Short Duration Income Portfolio

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

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

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $121505097.87

**Total Liabilities:** $2302522.80

**Net Assets:** $119202575.07

**Delayed Delivery Securities:** $438635.75

**Cash Not Reported:** $377386.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -414.50000000 | **1-Year:** -7811.02000000 | **5-Year:** -7222.04000000 | **10-Year:** -576.20000000 | **30-Year:** -106.97000000

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

- **3-Month:** -39.19000000 | **1-Year:** -1068.59000000 | **5-Year:** -1102.11000000 | **10-Year:** -64.36000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000139705 | -0.38%               | 0.98%                | 0.35%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-243998.96              | $-274717.05                                |
| Month 2  | $-195069.30              | $1152878.12                                |
| Month 3  | $-194977.84              | $295470.90                                 |

**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      | $245313.58    | 0.21%             | 2034-01-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 13-1 A PTT                            | British Airways 2013-1 Class A Pass Through Trust                                                                                          | CUSIP: 11042AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23772 | PA      | $23092.75     | 0.02%             | 2024-06-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2021-A                                                                                                           | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81364 | PA      | $72070.62     | 0.06%             | 2062-04-20      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2022-6                                                                                              | CUSIP: 802918AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295000 | PA      | $293687.28    | 0.25%             | 2025-05-15      | Fixed         | 4.37%                 | 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        |    100000 | PA      | $99026.47     | 0.08%             | 2046-08-10      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                                                                                    | CUSIP: 05578QAD5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $192268.04    | 0.16%             | 2025-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Calpine Corp                                      | Calpine Corp                                                                                                                               | CUSIP: 131347CK0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     72000 | PA      | $68699.34     | 0.06%             | 2026-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group PLC                                                                                                                          | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    295000 | PA      | $288614.46    | 0.24%             | 2025-03-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                       | Lennar Corp                                                                                                                                | CUSIP: 526057BW3<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     81000 | PA      | $80645.21     | 0.07%             | 2023-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                  | AMC Networks Inc                                                                                                                           | CUSIP: 00164VAD5<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    139000 | PA      | $130208.25    | 0.11%             | 2024-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust           | SG Commercial Mortgage Securities Trust 2019-787E                                                                                          | CUSIP: 78426RAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4149000 | PA      | $76751.06     | 0.06%             | 2041-02-15      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit          | Ford Credit Auto Owner Trust 2018-REV1                                                                                                     | CUSIP: 34532RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    495000 | PA      | $473169.46    | 0.40%             | 2031-07-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                            | Mitsubishi UFJ Financial Group Inc                                                                                                         | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $198706.63    | 0.17%             | 2025-09-12      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                              | Freeport-McMoRan Inc                                                                                                                       | CUSIP: 35671DAZ8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14984.11     | 0.01%             | 2023-03-15      | Fixed         | 3.88%                 | 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        |    170000 | PA      | $162292.76    | 0.14%             | 2039-07-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                      | Drive Auto Receivables Trust 2021-1                                                                                                        | CUSIP: 262108AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $97772.50     | 0.08%             | 2027-06-15      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAD3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    152000 | PA      | $149056.81    | 0.13%             | 2024-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                                                                                        | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    178000 | PA      | $172953.34    | 0.15%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                              | Verizon Master Trust                                                                                                                       | CUSIP: 92348KBC6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $211325.52    | 0.18%             | 2027-11-22      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| PDC Energy Inc                                    | PDC Energy Inc                                                                                                                             | CUSIP: 69327RAG6<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28884.58     | 0.02%             | 2024-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XBW5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137311.49    | 0.12%             | 2024-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust          | Capital One Prime Auto Receivables Trust 2021-1                                                                                            | CUSIP: 14044CAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55221 | PA      | $54566.34     | 0.05%             | 2025-02-18      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                          | Santander UK Group Holdings PLC                                                                                                            | CUSIP: 80281LAN5<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $373906.04    | 0.31%             | 2025-03-15      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                | Aqua Finance Trust 2021-A                                                                                                                  | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    147430 | PA      | $134885.34    | 0.11%             | 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        |   1508151 | PA      | $15.08        | 0.00%             | 2020-12-15      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                                                                                       | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     54000 | PA      | $47641.52     | 0.04%             | 2026-04-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                 | Hyatt Hotels Corp                                                                                                                          | CUSIP: 448579AN2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     57000 | PA      | $53446.99     | 0.04%             | 2024-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                           | American Electric Power Co Inc                                                                                                             | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    184000 | PA      | $177495.89    | 0.15%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| BAFFINLAND IRON CORP/LP                           | Baffinland Iron Mines Corp / Baffinland Iron Mines LP                                                                                      | CUSIP: 056623AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    114000 | PA      | $108270.39    | 0.09%             | 2026-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                              | Freeport-McMoRan Inc                                                                                                                       | CUSIP: 35671DBL8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    236000 | PA      | $232908.85    | 0.20%             | 2024-11-14      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                  | Beazer Homes USA Inc                                                                                                                       | CUSIP: 07556QBM6<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |    121000 | PA      | $117133.71    | 0.10%             | 2025-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                           | GA Global Funding Trust                                                                                                                    | CUSIP: 36143L2J3<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    372000 | PA      | $356349.85    | 0.30%             | 2025-04-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                | Ally Financial Inc                                                                                                                         | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    103000 | PA      | $99889.44     | 0.08%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC Trust 2017-PFHP                                                                                                                       | CUSIP: 12595KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $48034.87     | 0.04%             | 2030-12-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                          | Take-Two Interactive Software Inc                                                                                                          | CUSIP: 874054AE9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     72000 | PA      | $70351.26     | 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        |     50000 | PA      | $49616.50     | 0.04%             | 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        |    433000 | PA      | $409020.73    | 0.34%             | 2025-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    152000 | PA      | $145929.68    | 0.12%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                       | Hertz Vehicle Financing III LP                                                                                                             | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255000 | PA      | $222395.22    | 0.19%             | 2027-12-27      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                            | Mitsubishi UFJ Financial Group Inc                                                                                                         | CUSIP: 606822CA0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $184021.92    | 0.15%             | 2025-10-11      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| Palisades Center Trust                            | Palisades Center Trust 2016-PLSD                                                                                                           | CUSIP: 69640GAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77000 | PA      | $12127.50     | 0.01%             | 2033-04-13      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                              | Glencore Funding LLC                                                                                                                       | CUSIP: 378272AF5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    211000 | PA      | $209924.66    | 0.18%             | 2023-05-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GWU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240128.44    | 0.20%             | 2023-02-23      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2022-5                                                                                              | CUSIP: 80287HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295000 | PA      | $293542.08    | 0.25%             | 2025-01-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                            | Santander Holdings USA Inc                                                                                                                 | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     68000 | PA      | $58433.05     | 0.05%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                       | Aker BP ASA                                                                                                                                | CUSIP: 55037AAA6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $176907.69    | 0.15%             | 2026-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                           | Fidelity National Information Services Inc                                                                                                 | CUSIP: 31620MBV7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52020.55     | 0.04%             | 2025-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                            | HAT Holdings I LLC / HAT Holdings II LLC                                                                                                   | CUSIP: 418751AB9<br>LEI: N/A                  | Long             | DBT              |  | US        |     37000 | PA      | $35890.00     | 0.03%             | 2025-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2022-PSB                                                                                                                          | CUSIP: 05606DAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    474510 | PA      | $474169.64    | 0.40%             | 2039-08-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP TRUST                           | Kite Realty Group Trust                                                                                                                    | CUSIP: 76131VAA1<br>LEI: 549300OVTYLM7DH6CM14 | Long             | DBT              |  | US        |     72000 | PA      | $68549.37     | 0.06%             | 2025-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Callon Petroleum Co                               | Callon Petroleum Co                                                                                                                        | CUSIP: 13123XAZ5<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |     62000 | PA      | $57884.80     | 0.05%             | 2026-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EQUS 2021-EQAZ Mortgage Trust                     | EQUS 2021-EQAZ Mortgage Trust                                                                                                              | CUSIP: 29478JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99998 | PA      | $95208.21     | 0.08%             | 2038-10-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                   | Benefit Street Partners CLO IV Ltd                                                                                                         | CUSIP: 08180FBG5<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $245774.64    | 0.21%             | 2032-01-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                           | Dryden Senior Loan Fund                                                                                                                    | CUSIP: 26245EAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    236427 | PA      | $234202.71    | 0.20%             | 2028-04-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                           | HCA Inc                                                                                                                                    | CUSIP: 404119BQ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    237000 | PA      | $235828.10    | 0.20%             | 2025-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                           | Australia & New Zealand Banking Group Ltd                                                                                                  | CUSIP: 052528AK2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $192265.35    | 0.16%             | 2026-05-19      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                      | Atrium Hotel Portfolio Trust 2018-ATRM                                                                                                     | CUSIP: 04965KAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $95169.83     | 0.08%             | 2035-06-15      | Floating      | 5.75%                 | 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        |    330000 | PA      | $327934.13    | 0.28%             | 2037-10-20      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                                                    | CUSIP: 44891ABR7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152272.15    | 0.13%             | 2024-01-08      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                | F&G Global Funding                                                                                                                         | CUSIP: 30321L2E1<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    307000 | PA      | $300929.44    | 0.25%             | 2025-07-07      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                                                                                  | CUSIP: 31300MAU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4213 | PA      | $4284.77      | 0.00%             | 2041-06-01      | Floating      | 3.69%                 | No            |                  2 | On Loan: No      |
| Kemper Corp                                       | Kemper Corp                                                                                                                                | CUSIP: 488401AB6<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |     44000 | PA      | $42720.47     | 0.04%             | 2025-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                                                   | CUSIP: 38379RRQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29958 | PA      | $27026.23     | 0.02%             | 2050-03-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                       | Hertz Vehicle Financing LLC                                                                                                                | CUSIP: 42806MAA7<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $161838.69    | 0.14%             | 2025-12-26      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                                  | Triton Container International Ltd                                                                                                         | CUSIP: 89680YAD7<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    103000 | PA      | $99425.09     | 0.08%             | 2023-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr | GM Financial Consumer Automobile Receivables Trust 2021-1                                                                                  | CUSIP: 36261LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     87436 | PA      | $84606.43     | 0.07%             | 2025-10-16      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Signify Health, LLC                               | Signify Health, LLC 2021 Term Loan B                                                                                                       | CUSIP: 82671JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    236451 | PA      | $234086.88    | 0.20%             | 2028-06-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OGE ENERGY CORP                                   | OGE Energy Corp                                                                                                                            | CUSIP: 670837AC7<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16701.34     | 0.01%             | 2023-05-26      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                   | Danske Bank A/S                                                                                                                            | CUSIP: 23636AAV3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    400000 | PA      | $374664.68    | 0.31%             | 2025-12-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                      | Centene Corp                                                                                                                               | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    270000 | PA      | $253818.42    | 0.21%             | 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        |    153000 | PA      | $150774.73    | 0.13%             | 2025-01-24      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                                                                           | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    126000 | PA      | $114850.39    | 0.10%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                                                                           | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66039.46     | 0.06%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                           | Dell International LLC / EMC Corp                                                                                                          | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    146000 | PA      | $143910.19    | 0.12%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered PLC                                                                                                                     | CUSIP: 853254BY5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $378066.89    | 0.32%             | 2025-01-12      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| SPECIALTY BUILDING PRODU                          | Specialty Building Products Holdings LLC / SBP Finance Corp                                                                                | CUSIP: 84749AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    107000 | PA      | $86321.18     | 0.07%             | 2026-09-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HOLDINGS                          | Cleco Corporate Holdings LLC                                                                                                               | CUSIP: 18551PAC3<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    264000 | PA      | $249569.13    | 0.21%             | 2026-05-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                      | Upstart Securitization Trust 2021-5                                                                                                        | CUSIP: 91679JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    109263 | PA      | $104624.32    | 0.09%             | 2031-11-20      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust                 | Santander Retail Auto Lease Trust 2021-C                                                                                                   | CUSIP: 80286CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8875 | PA      | $8862.82      | 0.01%             | 2024-04-22      | Fixed         | 0.29%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                | CNO Global Funding                                                                                                                         | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131713.47    | 0.11%             | 2026-10-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                             | Bread Financial Holdings Inc                                                                                                               | CUSIP: 018581AL2<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    129000 | PA      | $112951.11    | 0.09%             | 2026-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                                                                                                   | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215855.70    | 0.18%             | 2025-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust                        | Hudsons Bay Simon JV Trust 2015-HBS                                                                                                        | CUSIP: 44422PAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $138.30       | 0.00%             | 2034-08-05      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                                                                                       | CUSIP: 06051GFP9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    157000 | PA      | $152931.69    | 0.13%             | 2025-04-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                  | Duke Energy Corp                                                                                                                           | CUSIP: 26441CBV6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44952.99     | 0.04%             | 2025-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SABLE BIGHORN LLC UNITS                           | SABLE BIGHORN LLC UNITS                                                                                                                    | CUSIP: 000000000<br>LEI: 254900IEQ8586NMY0F81 | Long             | EC               | CORP              | US        |        16 | NS      | $46.41        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust            | UBS-Barclays Commercial Mortgage Trust 2013-C5                                                                                             | CUSIP: 90270YAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105230 | PA      | $1.84         | 0.00%             | 2046-03-10      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                              | Oceaneering International Inc                                                                                                              | CUSIP: 675232AA0<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |     67000 | PA      | $64091.46     | 0.05%             | 2024-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NYO Commercial Mortgage Trust                     | NYO Commercial Mortgage Trust 2021-1290                                                                                                    | CUSIP: 62955HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360000 | PA      | $327389.44    | 0.27%             | 2038-11-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                     | Aircastle Ltd                                                                                                                              | CUSIP: 00928QAR2<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    184000 | PA      | $182220.42    | 0.15%             | 2023-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                     | Discover Bank                                                                                                                              | CUSIP: 25466AAK7<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    600000 | PA      | $598913.26    | 0.50%             | 2023-02-06      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp Trust 2017-485l                                                                                                | CUSIP: 36252CAE2<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |   1590000 | PA      | $8939.50      | 0.01%             | 2037-02-10      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                                                                                  | CUSIP: 31300LKM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2372 | PA      | $2375.32      | 0.00%             | 2040-12-01      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                          | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397ZQ9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197810.00    | 0.17%             | 2024-03-18      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                      | Drive Auto Receivables Trust 2021-2                                                                                                        | CUSIP: 262104AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    171000 | PA      | $157657.79    | 0.13%             | 2029-03-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                                                                                                        | CUSIP: 65339KCE8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    410000 | PA      | $407799.48    | 0.34%             | 2024-03-21      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                            | Lendmark Funding Trust 2021-2                                                                                                              | CUSIP: 52604DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $215907.93    | 0.18%             | 2032-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2018-PTC                                                                              | CUSIP: 46649GAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18000 | PA      | $15907.40     | 0.01%             | 2031-04-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                  | Bank of Montreal                                                                                                                           | CUSIP: 06368LAP1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $172785.28    | 0.14%             | 2024-09-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                   | CSAIL 2016-C6 Commercial Mortgage Trust                                                                                                    | CUSIP: 12636MAG3<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |    609280 | PA      | $28607.64     | 0.02%             | 2049-01-15      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                          | Lloyds Banking Group PLC                                                                                                                   | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $193877.76    | 0.16%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                                                                                       | CUSIP: 06051GHF9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199261.07    | 0.17%             | 2024-03-05      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| KKR Industrial Portfolio Trust                    | KKR Industrial Portfolio Trust 2021-KDIP                                                                                                   | CUSIP: 48254CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31244 | PA      | $30221.79     | 0.03%             | 2037-12-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2014-GC18                                                                                                     | CUSIP: 36252RAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    151000 | PA      | $147802.47    | 0.12%             | 2047-01-10      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                                            | CUSIP: 31419AZ42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       660 | PA      | $670.54       | 0.00%             | 2040-12-01      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                                                                                 | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    174000 | PA      | $151315.38    | 0.13%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                           | BDS 2021-FL10 Ltd                                                                                                                          | CUSIP: 05493FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $193206.14    | 0.16%             | 2036-06-16      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Irvine Core Office Trust                          | Irvine Core Office Trust 2013-IRV                                                                                                          | CUSIP: 46361TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2011 | PA      | $1998.68      | 0.00%             | 2048-05-15      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                                                                                       | CUSIP: 85172FAF6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32302.82     | 0.03%             | 2023-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Life Financial Services Trust                     | Life 2022-BMR Mortgage Trust                                                                                                               | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $253956.01    | 0.21%             | 2039-05-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                            | Mitsubishi UFJ Financial Group Inc                                                                                                         | CUSIP: 606822CH5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    215000 | PA      | $212987.23    | 0.18%             | 2025-07-18      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                          | Celanese US Holdings LLC                                                                                                                   | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    297000 | PA      | $297080.53    | 0.25%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                                                                                       | CUSIP: 06051GHL6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    246000 | PA      | $243826.26    | 0.20%             | 2024-07-23      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                          | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp                                                                         | CUSIP: 559665AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222000 | PA      | $213464.10    | 0.18%             | 2026-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                                                   | CUSIP: 38379RMC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12302 | PA      | $11005.82     | 0.01%             | 2057-12-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit          | Ford Credit Auto Owner Trust 2018-REV2                                                                                                     | CUSIP: 34528HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $197319.04    | 0.17%             | 2030-01-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                | F&G Global Funding                                                                                                                         | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    332000 | PA      | $296009.76    | 0.25%             | 2026-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit          | Ford Credit Auto Owner Trust 2021-REV1                                                                                                     | CUSIP: 345340AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $134107.19    | 0.11%             | 2033-10-17      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                    | EPR Properties                                                                                                                             | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |     77000 | PA      | $67506.16     | 0.06%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                          | Comision Federal de Electricidad                                                                                                           | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $187224.00    | 0.16%             | 2027-02-23      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| DANSKE BANK A/S                                   | Danske Bank A/S                                                                                                                            | CUSIP: 23636AAZ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $176335.03    | 0.15%             | 2026-09-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                      | Drive Auto Receivables Trust 2021-1                                                                                                        | CUSIP: 262108AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $93759.38     | 0.08%             | 2029-01-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp Trust 2022-AGSS                                                                                                | CUSIP: 36265XAA9<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $465746.59    | 0.39%             | 2039-08-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2022-LBA6                                                                                                                         | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    610000 | PA      | $590383.74    | 0.50%             | 2039-01-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                                                                                 | CUSIP: 14040HCL7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    240000 | PA      | $235484.65    | 0.20%             | 2024-12-06      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                         | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                                                                                | CUSIP: 61766RBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    813047 | PA      | $29449.03     | 0.02%             | 2049-11-15      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| UBS AG                                            | UBS AG                                                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    600000 | PA      | $593485.80    | 0.50%             | 2024-05-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CROWNROCK LP/CROWNROCK F                          | CrownRock LP / CrownRock Finance Inc                                                                                                       | CUSIP: 228701AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    234000 | PA      | $226286.19    | 0.19%             | 2025-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                  | Great Wolf Trust 2019-WOLF                                                                                                                 | CUSIP: 39152TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $286945.65    | 0.24%             | 2036-12-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank/The                                                                                                                  | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    126000 | PA      | $124776.99    | 0.10%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                    | Air Lease Corp                                                                                                                             | CUSIP: 00914AAA0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18680.70     | 0.02%             | 2024-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                               | CommonSpirit Health                                                                                                                        | CUSIP: 14918HNQ3<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | STIV             | CORP              | US        |    866000 | PA      | $863272.10    | 0.72%             | 2023-01-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                             | Bread Financial Holdings Inc                                                                                                               | CUSIP: 018581AK4<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106598.16    | 0.09%             | 2024-12-15      | Fixed         | 4.75%                 | 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        |    250000 | PA      | $245439.17    | 0.21%             | 2031-04-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                                                                                                        | CUSIP: 65339KCF5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42457.99     | 0.04%             | 2024-06-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust                 | Santander Retail Auto Lease Trust 2021-C                                                                                                   | CUSIP: 80286CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $136302.40    | 0.11%             | 2025-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                          | Microchip Technology Inc                                                                                                                   | CUSIP: 595017AZ7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    229000 | PA      | $224790.40    | 0.19%             | 2023-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2014-CCRE18 Mortgage Trust                                                                                                            | CUSIP: 12632QAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $165011.47    | 0.14%             | 2047-07-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| TCI-Flatiron CLO Ltd                              | TCI-Flatiron Clo 2018-1 Ltd                                                                                                                | CUSIP: 87232AAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $245260.57    | 0.21%             | 2032-01-29      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| HMH Trust                                         | HMH Trust 2017-NSS                                                                                                                         | CUSIP: 40390AAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94299.60     | 0.08%             | 2031-07-05      | Fixed         | 3.79%                 | No            |                  3 | On Loan: No      |
| MTN Commercial Mortgage Trust 2022-LPFL           | MTN Commercial Mortgage Trust 2022-LPFL                                                                                                    | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $292545.72    | 0.25%             | 2039-03-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                           | Nissan Auto Lease Trust 2020-B                                                                                                             | CUSIP: 65480EAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1514 | PA      | $1511.20      | 0.00%             | 2023-10-16      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                          | Cheniere Corpus Christi Holdings LLC                                                                                                       | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    166000 | PA      | $167122.47    | 0.14%             | 2025-03-31      | Fixed         | 5.88%                 | 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        |    220000 | PA      | $221872.05    | 0.19%             | 2027-10-15      | Fixed         | 4.95%                 | 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        |     97564 | PA      | $79559.08     | 0.07%             | 2030-10-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CenturyLink, Inc.                                 | CenturyLink, Inc. 2020 Term Loan A                                                                                                         | CUSIP: 15669GAF1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    227727 | PA      | $223125.56    | 0.19%             | 2025-01-31      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation             | Ammc Clo 19 Ltd                                                                                                                            | CUSIP: 00176PAL6<br>LEI: 549300MYS7FLQJZMYD18 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $248622.38    | 0.21%             | 2028-10-16      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                          | Sabine Pass Liquefaction LLC                                                                                                               | CUSIP: 785592AJ5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150117.42    | 0.13%             | 2024-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                          | Constellation Brands Inc                                                                                                                   | CUSIP: 21037DN42<br>LEI: 5493005GKEG8QCVY7037 | Long             | STIV             | CORP              | US        |    250000 | PA      | $249965.76    | 0.21%             | 2023-01-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2021-B                                                                                                   | CUSIP: 00834DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $166029.55    | 0.14%             | 2026-08-17      | Fixed         | 1.03%                 | 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        |    295000 | PA      | $298185.76    | 0.25%             | 2027-10-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2019-2                                                                                               | CUSIP: 96041LAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30101 | PA      | $30038.86     | 0.03%             | 2024-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                            | Credit Suisse Group AG                                                                                                                     | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $213725.00    | 0.18%             | 2026-06-05      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-HQA3                                                                                                    | CUSIP: 35564KE39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239359 | PA      | $239238.01    | 0.20%             | 2042-08-25      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PAP1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    301000 | PA      | $299054.84    | 0.25%             | 2024-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2018-PTC                                                                              | CUSIP: 46649GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90000 | PA      | $81664.79     | 0.07%             | 2031-04-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                | Credit Agricole SA                                                                                                                         | CUSIP: 225313AF2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    435000 | PA      | $420567.75    | 0.35%             | 2025-03-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                                                                             | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    229000 | PA      | $210456.72    | 0.18%             | 2026-06-09      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2014-USA OA LLC                                                                                                                       | CUSIP: 12649AAE9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    978382 | PA      | $11155.12     | 0.01%             | 2037-09-15      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                          | Octane Receivables Trust 2022-2                                                                                                            | CUSIP: 67578XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    167428 | PA      | $165477.46    | 0.14%             | 2028-02-22      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2015-GS1                                                                                                      | CUSIP: 36252AAF3<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |   1082000 | PA      | $6322.02      | 0.01%             | 2048-11-10      | Variable      | 0.18%                 | No            |                  2 | On Loan: No      |
| TCW Gem Ltd                                       | TCW CLO 2022-1 Ltd                                                                                                                         | CUSIP: 871969AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $341343.25    | 0.29%             | 2033-04-22      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2021-1                                                                                              | CUSIP: 80286NAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90977 | PA      | $89414.57     | 0.08%             | 2026-02-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                          | Microchip Technology Inc                                                                                                                   | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    137000 | PA      | $130157.69    | 0.11%             | 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        |     12756 | PA      | $12469.03     | 0.01%             | 2034-12-20      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                                                                                                 | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     53000 | PA      | $46196.44     | 0.04%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust          | Capital One Prime Auto Receivables Trust 2022-2                                                                                            | CUSIP: 14043GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $267479.93    | 0.22%             | 2025-09-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                      | TICP CLO XIV Ltd                                                                                                                           | CUSIP: 87250CAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    260000 | PA      | $255218.45    | 0.21%             | 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        |    100000 | PA      | $98077.52     | 0.08%             | 2033-03-14      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                               | PFS Financing Corp                                                                                                                         | CUSIP: 69335PDT9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    136000 | PA      | $131154.18    | 0.11%             | 2025-10-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                                                                                       | CUSIP: 06051GJY6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    151000 | PA      | $147434.79    | 0.12%             | 2024-06-14      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                          | Huntington National Bank/The                                                                                                               | CUSIP: 44644MAD3<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244693.85    | 0.21%             | 2025-05-16      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                  | BAT Capital Corp                                                                                                                           | CUSIP: 05526DAZ8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    832000 | PA      | $801637.97    | 0.67%             | 2024-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust       | MF1 2022-FL8 Ltd                                                                                                                           | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $433741.67    | 0.36%             | 2037-02-19      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                   | Danske Bank A/S                                                                                                                            | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $184195.38    | 0.15%             | 2028-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                      | Navient Corp                                                                                                                               | CUSIP: 63938CAB4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    144000 | PA      | $139579.23    | 0.12%             | 2024-10-25      | Fixed         | 5.88%                 | 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        |    150000 | PA      | $144250.48    | 0.12%             | 2034-08-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                            | HAT Holdings I LLC / HAT Holdings II LLC                                                                                                   | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              |  | US        |     36000 | PA      | $31326.84     | 0.03%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                      | Drive Auto Receivables Trust 2019-2                                                                                                        | CUSIP: 26208RAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30844 | PA      | $30615.82     | 0.03%             | 2026-08-17      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2021-R2                                                                                                         | CUSIP: 92538DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36056 | PA      | $32851.97     | 0.03%             | 2064-02-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| PARK AEROSPACE HOLDINGS                           | Park Aerospace Holdings Ltd                                                                                                                | CUSIP: 70014LAC4<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |    145000 | PA      | $144652.91    | 0.12%             | 2023-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                               | Buckeye Partners LP                                                                                                                        | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    181000 | PA      | $162221.25    | 0.14%             | 2026-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group PLC                                                                                                                          | CUSIP: 780097BJ9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198179.38    | 0.17%             | 2024-06-25      | Fixed         | 4.52%                 | 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        |    434000 | PA      | $429464.05    | 0.36%             | 2036-05-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2021-ADV                                                                                                                              | CUSIP: 12660WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94131.11     | 0.08%             | 2038-07-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                | Viterra Finance BV                                                                                                                         | CUSIP: 92852LAA7<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |    411000 | PA      | $356879.98    | 0.30%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2022-6                                                                                              | CUSIP: 802918AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $314599.09    | 0.26%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                       | Rad CLO 2 Ltd                                                                                                                              | CUSIP: 48661TAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $245851.06    | 0.21%             | 2031-10-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                   | CFCRE Commercial Mortgage Trust 2018-TAN                                                                                                   | CUSIP: 12528DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    134000 | PA      | $132809.36    | 0.11%             | 2033-02-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                            | VICI Properties LP / VICI Note Co Inc                                                                                                      | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              |  | US        |     78000 | PA      | $70931.25     | 0.06%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                          | Constellation Brands Inc                                                                                                                   | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    173000 | PA      | $160628.56    | 0.13%             | 2028-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2021-c                                                                                           | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210292 | PA      | $178974.01    | 0.15%             | 2069-10-15      | Fixed         | 1.06%                 | 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        |    714546 | PA      | $712424.16    | 0.60%             | 2025-04-30      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                           | SCF Equipment Leasing 2019-2 LLC                                                                                                           | CUSIP: 784034AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    141993 | PA      | $139903.89    | 0.12%             | 2026-04-20      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                               | CUSIP: 1248EPBZ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    181000 | PA      | $180324.45    | 0.15%             | 2023-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAREDO PETROLEUM INC                              | Laredo Petroleum Inc                                                                                                                       | CUSIP: 516806AF3<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    185000 | PA      | $182632.01    | 0.15%             | 2025-01-15      | Fixed         | 9.50%                 | 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        |    200000 | PA      | $194573.00    | 0.16%             | 2039-06-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                                  | Triton Container International Ltd                                                                                                         | CUSIP: 89680YAB1<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |     30000 | PA      | $27760.35     | 0.02%             | 2024-06-07      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | Royal Bank of Canada                                                                                                                       | CUSIP: 78016EZH3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     83000 | PA      | $81843.79     | 0.07%             | 2024-07-26      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd.                   | LoanCore 2019-CRE3 Issuer Ltd                                                                                                              | CUSIP: 53947DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     36145 | PA      | $36132.76     | 0.03%             | 2034-04-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Cowen Inc                                         | Cowen Inc Term Loan B                                                                                                                      | CUSIP: 22362KAB7<br>LEI: 5493008QI0EFC5WBED75 | Long             | LON              | CORP              | US        |    230781 | PA      | $230780.77    | 0.19%             | 2028-03-24      | Floating      | 8.40%                 | 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        |    200000 | PA      | $185160.26    | 0.16%             | 2037-03-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                      | ING Groep NV                                                                                                                               | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $196122.75    | 0.16%             | 2028-03-22      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                                                                             | CUSIP: 46642MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $92832.82     | 0.08%             | 2027-06-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2014-UBS5 Mortgage Trust                                                                                                              | CUSIP: 12592KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $4924.00      | 0.00%             | 2047-09-10      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    169000 | PA      | $165340.07    | 0.14%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                          | First-Citizens Bank & Trust Co                                                                                                             | CUSIP: 12556LBJ4<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236516.55    | 0.20%             | 2025-09-27      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Maxar Technologies Ltd.                           | Maxar Technologies Ltd. 2022 Term Loan B                                                                                                   | CUSIP: 000000000<br>LEI: 549300OEN2G821MIJ922 | Long             | LON              | CORP              | US        |    179549 | PA      | $179628.77    | 0.15%             | 2029-06-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust                      | World Omni Select Auto Trust 2019-A                                                                                                        | CUSIP: 98163BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $44393.64     | 0.04%             | 2025-12-15      | Fixed         | 2.59%                 | 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        |    100000 | PA      | $93460.08     | 0.08%             | 2036-12-10      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                    | Mariner Finance Issuance Trust 2021-B                                                                                                      | CUSIP: 56847JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $101421.76    | 0.09%             | 2036-11-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                           | GA Global Funding Trust                                                                                                                    | CUSIP: 36143L2C8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $274315.89    | 0.23%             | 2024-09-13      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                            | VICI Properties LP / VICI Note Co Inc                                                                                                      | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              |  | US        |    297000 | PA      | $294664.10    | 0.25%             | 2024-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                                                                                       | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    168000 | PA      | $164354.34    | 0.14%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                              | Glencore Funding LLC                                                                                                                       | CUSIP: 378272AH1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27647.13     | 0.02%             | 2024-04-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                              | Parker-Hannifin Corp                                                                                                                       | CUSIP: 701094AQ7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     78000 | PA      | $76363.31     | 0.06%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                       | OCP Clo 2019-17 Ltd                                                                                                                        | CUSIP: 67113LAL0<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $292372.59    | 0.25%             | 2032-07-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                          | Equitable Financial Life Global Funding                                                                                                    | CUSIP: 29449WAA5<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    143000 | PA      | $129800.56    | 0.11%             | 2025-07-07      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                           | BDS 2022-FL11 LLC                                                                                                                          | CUSIP: 054980AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    330000 | PA      | $323133.55    | 0.27%             | 2039-03-19      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTL LTD                              | Weatherford International Ltd                                                                                                              | CUSIP: 947075AP2<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    108000 | PA      | $110567.61    | 0.09%             | 2024-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                                                                                       | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    174000 | PA      | $164523.42    | 0.14%             | 2025-10-22      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2021-XL2                                                                                                      | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    528228 | PA      | $508481.06    | 0.43%             | 2038-10-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                                                                                                   | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    124000 | PA      | $114121.55    | 0.10%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                                            | CUSIP: 31419AWS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       287 | PA      | $291.09       | 0.00%             | 2040-12-01      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                                                                                         | CUSIP: 29278NAL7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224468.01    | 0.19%             | 2023-03-15      | Fixed         | 4.25%                 | 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      | $244530.10    | 0.21%             | 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        |     78000 | PA      | $71995.01     | 0.06%             | 2025-12-06      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | Royal Bank of Canada                                                                                                                       | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    152000 | PA      | $148312.86    | 0.12%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LP                          | Viper Energy Partners LP                                                                                                                   | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123659.96    | 0.10%             | 2027-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                             | Reynolds American Inc                                                                                                                      | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13708.62     | 0.01%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                 | Newell Brands Inc                                                                                                                          | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     82000 | PA      | $77325.61     | 0.06%             | 2026-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Vornado Realty LP                                 | Vornado Realty LP                                                                                                                          | CUSIP: 929043AJ6<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |     97000 | PA      | $90564.26     | 0.08%             | 2025-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                           | Dell International LLC / EMC Corp                                                                                                          | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139000 | PA      | $139104.04    | 0.12%             | 2023-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                        | Humana Inc                                                                                                                                 | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     74000 | PA      | $75694.30     | 0.06%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection, LLC                    | Caesars Resort Collection, LLC 2017 1st Lien Term Loan B                                                                                   | CUSIP: 12769LAB5<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |    135883 | PA      | $135752.40    | 0.11%             | 2024-12-23      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                              | Chase Issuance Trust                                                                                                                       | CUSIP: 161571HS6<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $230103.75    | 0.19%             | 2027-09-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp Trust 2021-ROSS                                                                                                | CUSIP: 36264YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $93706.73     | 0.08%             | 2026-05-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2022-P1                                                                                                     | CUSIP: 14688DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    360000 | PA      | $346265.24    | 0.29%             | 2027-02-10      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty Ltd                           | Ausgrid Finance Pty Ltd                                                                                                                    | CUSIP: 052113AA5<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |    225000 | PA      | $223883.15    | 0.19%             | 2023-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                 | Chord Energy Corp                                                                                                                          | CUSIP: 674215AL2<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     94000 | PA      | $91680.08     | 0.08%             | 2026-06-01      | Fixed         | 6.38%                 | 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        |    115000 | PA      | $116073.36    | 0.10%             | 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      | $190570.44    | 0.16%             | 2026-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Applied Systems, Inc.                             | Applied Systems, Inc. 2017 1st Lien Term Loan                                                                                              | CUSIP: 03827FAX9<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2024-09-19      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust             | GM Financial Automobile Leasing Trust 2020-3                                                                                               | CUSIP: 362569AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165367 | PA      | $164970.36    | 0.14%             | 2024-10-21      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                    | Amazon.com Inc                                                                                                                             | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    224000 | PA      | $223663.71    | 0.19%             | 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        |    602340 | OU      | $2204.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                               | DBGS 2021-W52 Mortgage Trust                                                                                                               | CUSIP: 23308LAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $277273.27    | 0.23%             | 2036-10-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2021-3                                                                                                 | CUSIP: 30166AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    512606 | PA      | $504527.48    | 0.42%             | 2026-01-15      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                  | Duke Energy Corp                                                                                                                           | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40841.38     | 0.03%             | 2027-12-08      | Fixed         | 5.00%                 | 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        |     83625 | PA      | $74294.68     | 0.06%             | 2069-07-15      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                               | DBWF 2018-GLKS Mortgage Trust                                                                                                              | CUSIP: 23307GAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $191991.34    | 0.16%             | 2030-12-19      | Floating      | 6.19%                 | 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      | $237717.80    | 0.20%             | 2029-07-23      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                                            | CUSIP: 3138LURV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1971 | PA      | $2009.85      | 0.00%             | 2042-06-01      | Floating      | 3.81%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PDE3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    205000 | PA      | $200548.46    | 0.17%             | 2025-06-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                         | Qorvo Inc                                                                                                                                  | CUSIP: 74739DAA2<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |     58000 | PA      | $53490.50     | 0.04%             | 2024-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2020-MKST                                                                             | CUSIP: 46652DAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420000 | PA      | $334567.04    | 0.28%             | 2036-12-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20755DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    278485 | PA      | $279556.59    | 0.23%             | 2042-07-25      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                             | Continental Resources Inc/OK                                                                                                               | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    209000 | PA      | $191839.01    | 0.16%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                             | Jackson Financial Inc                                                                                                                      | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     68000 | PA      | $67105.29     | 0.06%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                       | Netflix Inc                                                                                                                                | CUSIP: 64110LAN6<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    471000 | PA      | $454147.62    | 0.38%             | 2026-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                          | Microchip Technology Inc                                                                                                                   | CUSIP: 595017AP9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124487.14    | 0.10%             | 2023-06-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| GRANITE US HOLDINGS CORP                          | Granite US Holdings Corp                                                                                                                   | CUSIP: 38748YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $110797.05    | 0.09%             | 2027-10-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                      | ARES L CLO Ltd                                                                                                                             | CUSIP: 04018LAJ4<br>LEI: 549300S7Y78W7UJHZZ39 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $244579.07    | 0.21%             | 2032-01-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| OVINTIV EXPLORATION INC                           | Ovintiv Exploration Inc                                                                                                                    | CUSIP: 651290AR9<br>LEI: T8W3X1PFLPW2YE0UIP44 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247785.27    | 0.21%             | 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        |     31000 | PA      | $27590.91     | 0.02%             | 2026-10-24      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                           | HCA Inc                                                                                                                                    | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51979.12     | 0.04%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                | Ally Financial Inc                                                                                                                         | CUSIP: 02005NAV2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    272000 | PA      | $269493.03    | 0.23%             | 2024-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                                            | CUSIP: 3138EL2T9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10241 | PA      | $10428.08     | 0.01%             | 2042-01-01      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                           | CNO Financial Group Inc                                                                                                                    | CUSIP: 12621EAK9<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    280000 | PA      | $278037.68    | 0.23%             | 2025-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENVIVA PARTNERS LP/FIN C                          | Enviva Partners LP / Enviva Partners Finance Corp                                                                                          | CUSIP: 29413XAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116000 | PA      | $109436.72    | 0.09%             | 2026-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                          | Take-Two Interactive Software Inc                                                                                                          | CUSIP: 874054AF6<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7705.94      | 0.01%             | 2025-04-14      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                               | Intesa Sanpaolo SpA                                                                                                                        | CUSIP: 46115HAT4<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $384747.46    | 0.32%             | 2024-06-26      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                              | M&T Bank Corp                                                                                                                              | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     94000 | PA      | $91788.18     | 0.08%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                  | OneMain Financial Issuance Trust 2021-1                                                                                                    | CUSIP: 68269MAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $119378.97    | 0.10%             | 2036-06-16      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2021-NQM3                                                                                                                             | CUSIP: 12660LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56787 | PA      | $44925.10     | 0.04%             | 2066-04-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                 | Suncor Energy Inc                                                                                                                          | CUSIP: 71644EAE2<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    103000 | PA      | $110707.57    | 0.09%             | 2026-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                          | Microchip Technology Inc                                                                                                                   | CUSIP: 595017BA1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     99000 | PA      | $96202.76     | 0.08%             | 2025-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                           | SCF Equipment Leasing 2022-1 LLC                                                                                                           | CUSIP: 784033AS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $207278.92    | 0.17%             | 2029-07-20      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                   | CFCRE Commercial Mortgage Trust 2016-C6                                                                                                    | CUSIP: 12532ABD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    177440 | PA      | $5648.66      | 0.00%             | 2049-11-10      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                 | Kinross Gold Corp                                                                                                                          | CUSIP: 496902AN7<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |    129000 | PA      | $129531.96    | 0.11%             | 2024-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                                                                                       | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     37000 | PA      | $34077.59     | 0.03%             | 2025-09-25      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    134000 | PA      | $125559.32    | 0.11%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                             | Continental Resources Inc/OK                                                                                                               | CUSIP: 212015AN1<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    241000 | PA      | $234747.81    | 0.20%             | 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        |    182000 | PA      | $181655.00    | 0.15%             | 2027-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                          | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                                        | CUSIP: 87612BBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    173000 | PA      | $174378.80    | 0.15%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust        | JPMBB Commercial Mortgage Securities Trust 2014-C26                                                                                        | CUSIP: 46643TBC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    621559 | PA      | $8292.34      | 0.01%             | 2048-01-15      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                      | Illumina Inc                                                                                                                               | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     84000 | PA      | $84662.77     | 0.07%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HMH Trust                                         | HMH Trust 2017-NSS                                                                                                                         | CUSIP: 40390AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94400.00     | 0.08%             | 2031-07-05      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Bill                                                                                                                | CUSIP: 912796CT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2269000 | PA      | $2242131.25   | 1.88%             | 2023-04-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                          | FactSet Research Systems Inc                                                                                                               | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     61000 | PA      | $55462.27     | 0.05%             | 2027-03-01      | Fixed         | 2.90%                 | 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        |    134564 | PA      | $133891.18    | 0.11%             | 2023-12-08      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                 | Kinder Morgan Inc                                                                                                                          | CUSIP: 49456BAN1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109998.50    | 0.09%             | 2023-01-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                            | Canadian Imperial Bank of Commerce                                                                                                         | CUSIP: 13607H6M9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    169000 | PA      | $165225.37    | 0.14%             | 2025-08-04      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                      | Dell Equipment Finance Trust 2021-2                                                                                                        | CUSIP: 24702VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     54973 | PA      | $54321.76     | 0.05%             | 2026-12-22      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                          | Electricite de France SA                                                                                                                   | CUSIP: 28504HN59<br>LEI: 549300X3UK4GG3FNMO06 | Long             | STIV             | CORP              | FR        |    404000 | PA      | $403892.27    | 0.34%             | 2023-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2021-ACNT                                                                                                     | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $231270.55    | 0.19%             | 2038-11-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2019-B12 Mortgage Trust                                                                                                          | CUSIP: 08162FAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    203000 | PA      | $187741.42    | 0.16%             | 2052-08-15      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                 | Atmos Energy Corp                                                                                                                          | CUSIP: 049560AU9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61548.45     | 0.05%             | 2023-03-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust             | GM Financial Automobile Leasing Trust 2022-3                                                                                               | CUSIP: 380130AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $287740.00    | 0.24%             | 2024-10-21      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                  | Bain Capital Credit CLO 2020-5 Ltd                                                                                                         | CUSIP: 05683FAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $245647.17    | 0.21%             | 2032-01-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                | Ally Financial Inc                                                                                                                         | CUSIP: 02005NBH2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    232000 | PA      | $225953.27    | 0.19%             | 2024-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                                                                                                 | CUSIP: 05369AAC5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     92000 | PA      | $91263.87     | 0.08%             | 2023-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PFP III                                           | PFP 2021-7 Ltd                                                                                                                             | CUSIP: 69290LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     87790 | PA      | $86242.31     | 0.07%             | 2038-04-14      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                  | OneMain Financial Issuance Trust 2022-3                                                                                                    | CUSIP: 68269PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245000 | PA      | $244237.19    | 0.20%             | 2034-05-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                                                                           | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1291000 | PA      | $1283738.13   | 1.08%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ACREC 2021-FL1 Ltd                                | ACREC 2021-FL1 Ltd                                                                                                                         | CUSIP: 00500RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $286302.86    | 0.24%             | 2036-10-16      | Floating      | 5.48%                 | 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        |    628665 | PA      | $617663.36    | 0.52%             | 2025-01-31      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                  | Bank of Montreal                                                                                                                           | CUSIP: 06368D3S1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $131122.99    | 0.11%             | 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        |     28147 | PA      | $27671.81     | 0.02%             | 2031-06-20      | Fixed         | 0.91%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                             | Caesars Entertainment Inc                                                                                                                  | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     43000 | PA      | $41869.34     | 0.04%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                      | Drive Auto Receivables Trust 2019-4                                                                                                        | CUSIP: 26209AAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71180 | PA      | $70111.50     | 0.06%             | 2027-02-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                       | Rad CLO 7 Ltd                                                                                                                              | CUSIP: 48661CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $245084.40    | 0.21%             | 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        |     70000 | PA      | $71974.44     | 0.06%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust             | NextGear Floorplan Master Owner Trust                                                                                                      | CUSIP: 65341KBM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    530000 | PA      | $529677.65    | 0.44%             | 2025-02-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                | F&G Global Funding                                                                                                                         | CUSIP: 30321L2B7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     59000 | PA      | $53950.19     | 0.05%             | 2024-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | Commercial Mortgage Pass Through Certificates                                                                                              | CUSIP: 12624NAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95288 | PA      | $81968.99     | 0.07%             | 2030-10-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BB-UBS Trust                                      | BB-UBS Trust                                                                                                                               | CUSIP: 05490AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77472 | PA      | $75421.23     | 0.06%             | 2030-06-05      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                           | Metropolitan Life Global Funding I                                                                                                         | CUSIP: 59217GFC8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146805.76    | 0.12%             | 2025-08-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                                                    | CUSIP: 44891ABK2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    137000 | PA      | $137651.83    | 0.12%             | 2025-04-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                            | Santander Holdings USA Inc                                                                                                                 | CUSIP: 80282KBE5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59608.20     | 0.05%             | 2026-09-09      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                          | FirstEnergy Transmission LLC                                                                                                               | CUSIP: 33767BAB5<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    247000 | PA      | $240881.04    | 0.20%             | 2025-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit          | Ford Credit Auto Owner Trust 2019-REV1                                                                                                     | CUSIP: 34532PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $196158.20    | 0.16%             | 2030-07-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                                                                              | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    302000 | PA      | $296316.74    | 0.25%             | 2025-05-24      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2021-1                                                                                                 | CUSIP: 30165XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55000 | PA      | $52867.97     | 0.04%             | 2026-06-15      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                               | Macquarie Group Ltd                                                                                                                        | CUSIP: 55608JBA5<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     76000 | PA      | $69794.46     | 0.06%             | 2025-10-14      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Moneygram International, Inc                      | Moneygram International, Inc 2021 Term Loan B                                                                                              | CUSIP: 60935QAP1<br>LEI: 5299002DLX0Q04KC4156 | Long             | LON              | CORP              | US        |    279155 | PA      | $279023.32    | 0.23%             | 2026-07-21      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                          | Tengizchevroil Finance Co International Ltd                                                                                                | CUSIP: 88034QAB3<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $171952.00    | 0.14%             | 2025-08-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                          | Jackson National Life Global Funding                                                                                                       | CUSIP: 46849CJL6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    245000 | PA      | $245101.26    | 0.21%             | 2024-06-28      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                       | Southern Co/The                                                                                                                            | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    177000 | PA      | $176640.19    | 0.15%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     42000 | PA      | $38122.49     | 0.03%             | 2026-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280CU1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $192771.50    | 0.16%             | 2024-08-17      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2014-CCRE19 Mortgage Trust                                                                                                            | CUSIP: 12592GBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20561 | PA      | $19729.06     | 0.02%             | 2047-08-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                                                                                                        | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     91000 | PA      | $94897.39     | 0.08%             | 2027-11-05      | Fixed         | 5.85%                 | 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      | $230245.93    | 0.19%             | 2036-10-16      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| RBSCF Trust                                       | RBS Commercial Funding Inc 2013-SMV Trust                                                                                                  | CUSIP: 74932BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99403.93     | 0.08%             | 2031-03-11      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Popular Inc                                       | Popular Inc                                                                                                                                | CUSIP: 733174AK2<br>LEI: 5493008CARDZMVQ3LO89 | Long             | DBT              | CORP              | PR        |     18000 | PA      | $17932.32     | 0.02%             | 2023-09-14      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                             | Bank of Ireland Group PLC                                                                                                                  | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $169133.18    | 0.14%             | 2027-09-30      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PAU0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94077.28     | 0.08%             | 2024-07-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2021-R3                                                                                                         | CUSIP: 92538EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48564 | PA      | $42088.45     | 0.04%             | 2064-04-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered PLC                                                                                                                     | CUSIP: 853254CB4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $188830.27    | 0.16%             | 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        |     36000 | PA      | $33898.85     | 0.03%             | 2025-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp Trust 2021-ROSS                                                                                                | CUSIP: 36264YAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $82388.95     | 0.07%             | 2026-05-15      | Floating      | 10.22%                | No            |                  2 | On Loan: No      |
| BankUnited Inc                                    | BankUnited Inc                                                                                                                             | CUSIP: 06652KAA1<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |    364000 | PA      | $358724.65    | 0.30%             | 2025-11-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXI Ltd               | Octagon Investment Partners XXI Ltd                                                                                                        | CUSIP: 67590QBK2<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $245922.83    | 0.21%             | 2031-02-14      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                    | NRG Energy Inc                                                                                                                             | CUSIP: 629377CK6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    235000 | PA      | $226467.18    | 0.19%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                | Ally Financial Inc                                                                                                                         | CUSIP: 02005NBL3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22303.18     | 0.02%             | 2023-10-02      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| SMRT                                              | SMRT 2022-MINI                                                                                                                             | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    610000 | PA      | $589637.10    | 0.49%             | 2039-01-15      | Floating      | 5.34%                 | 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        |    100000 | PA      | $95408.29     | 0.08%             | 2036-10-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust          | AmeriCredit Automobile Receivables Trust 2020-1                                                                                            | CUSIP: 03067DAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40711 | PA      | $40432.74     | 0.03%             | 2025-01-21      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                      | Ford Credit Auto Owner Trust 2020-C                                                                                                        | CUSIP: 34533YAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    108806 | PA      | $106191.93    | 0.09%             | 2025-07-15      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVII LTD              | Octagon Investment Partners XVII Ltd                                                                                                       | CUSIP: 67590GBG3<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $247027.87    | 0.21%             | 2031-01-25      | Floating      | 5.36%                 | 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        |     99828 | PA      | $93127.95     | 0.08%             | 2035-07-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                           | Gulfport Energy Corp                                                                                                                       | CUSIP: 402635AR7<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |    173000 | PA      | $168895.58    | 0.14%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                                                    | CUSIP: 44891ABS5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65671.83     | 0.06%             | 2026-01-08      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                          | PVH Corp                                                                                                                                   | CUSIP: 693656AC4<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |     38000 | PA      | $36729.00     | 0.03%             | 2025-07-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PDC Energy Inc                                    | PDC Energy Inc                                                                                                                             | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |     54000 | PA      | $51634.80     | 0.04%             | 2026-05-15      | Fixed         | 5.75%                 | 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      | $246583.20    | 0.21%             | 2029-07-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust                 | Santander Retail Auto Lease Trust 2021-A                                                                                                   | CUSIP: 80286TAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305000 | PA      | $297333.95    | 0.25%             | 2024-07-22      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                   | HGI CRE CLO 2021-FL2 Ltd                                                                                                                   | CUSIP: 40390JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $289707.32    | 0.24%             | 2036-09-17      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                               | Citizens Bank NA/Providence RI                                                                                                             | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241774.21    | 0.20%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL              | BX Commercial Mortgage Trust 2019-XL                                                                                                       | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150532 | PA      | $148778.63    | 0.12%             | 2036-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-1B PTT                            | Air Canada 2015-1 Class B Pass Through Trust                                                                                               | CUSIP: 009090AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      9408 | PA      | $9343.16      | 0.01%             | 2023-03-15      | Fixed         | 3.88%                 | 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        |    500000 | PA      | $484278.70    | 0.41%             | 2032-08-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES GROUP                           | American Airlines Group Inc                                                                                                                | CUSIP: 02376RAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92000 | PA      | $78069.16     | 0.07%             | 2025-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Bill                                                                                                                | CUSIP: 912796Y60<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1981000 | PA      | $1969806.06   | 1.65%             | 2023-02-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2015-UBS8                                                                                                   | CUSIP: 61691ABJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6776 | PA      | $6577.92      | 0.01%             | 2048-12-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust                        | Hudsons Bay Simon JV Trust 2015-HBS                                                                                                        | CUSIP: 44422PBC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    179000 | PA      | $150993.03    | 0.13%             | 2034-08-05      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                   | LSTAR Commercial Mortgage Trust 2017-5                                                                                                     | CUSIP: 54910TAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75658 | PA      | $75645.47     | 0.06%             | 2050-03-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                          | Octane Receivables Trust 2022-1                                                                                                            | CUSIP: 67571EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    158617 | PA      | $155111.39    | 0.13%             | 2028-03-20      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                                                                                         | CUSIP: 29278NAM5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    154000 | PA      | $154435.80    | 0.13%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                                            | CUSIP: 3140EUEM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1765 | PA      | $1813.87      | 0.00%             | 2045-12-01      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-ICON                                                                           | CUSIP: 46650RAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3332000 | PA      | $28489.07     | 0.02%             | 2034-01-05      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TR                            | Fells Point Funding Trust                                                                                                                  | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $323588.35    | 0.27%             | 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        |    400000 | PA      | $382631.90    | 0.32%             | 2024-07-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund                   | Bayview MSR Opportunity Master Fund Trust 2021-INV4                                                                                        | CUSIP: 07336GAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    372937 | PA      | $338447.65    | 0.28%             | 2051-10-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                    | Galaxy XIX CLO Ltd                                                                                                                         | CUSIP: 36319QBN1<br>LEI: 5493000B2531UL3WQV87 | Long             | ABS-CBDO         | CORP              | KY        |    149505 | PA      | $146691.60    | 0.12%             | 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        |     51000 | PA      | $50923.69     | 0.04%             | 2023-01-13      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust              | Toyota Auto Loan Extended Note Trust 2022-1                                                                                                | CUSIP: 89231EAA1<br>LEI: 549300VJ12IVOF78MZ11 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $237172.48    | 0.20%             | 2035-04-25      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                      | Illumina Inc                                                                                                                               | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     84000 | PA      | $85195.50     | 0.07%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                     | AIB Group PLC                                                                                                                              | CUSIP: 00135TAB0<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    600000 | PA      | $579179.29    | 0.49%             | 2025-04-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     45000 | PA      | $38777.91     | 0.03%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PCH7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    172000 | PA      | $160421.04    | 0.13%             | 2025-06-01      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust      | American Express Credit Account Master Trust                                                                                               | CUSIP: 02582JJV3<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    455000 | PA      | $445163.72    | 0.37%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust          | Capital One Prime Auto Receivables Trust 2022-1                                                                                            | CUSIP: 14043QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $232402.70    | 0.19%             | 2027-04-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                                                                                       | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    164000 | PA      | $160201.20    | 0.13%             | 2025-04-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust               | Citigroup Commercial Mortgage Trust 2015-GC31                                                                                              | CUSIP: 17323YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    876538 | PA      | $6217.98      | 0.01%             | 2048-06-10      | Variable      | 0.34%                 | No            |                  2 | On Loan: No      |
| W & T OFFSHORE INC                                | W&T Offshore Inc                                                                                                                           | CUSIP: 92922PAL0<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | DBT              | CORP              | US        |    172000 | PA      | $169226.20    | 0.14%             | 2023-11-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                               | Macquarie Group Ltd                                                                                                                        | CUSIP: 55608JAL2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     75000 | PA      | $74732.96     | 0.06%             | 2024-03-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Bank of America Credit Card Trust                 | BA Credit Card Trust                                                                                                                       | CUSIP: 05522RDF2<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $111162.37    | 0.09%             | 2028-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                  | Bain Capital Credit CLO 2017-1 Ltd                                                                                                         | CUSIP: 05682QAQ9<br>LEI: 549300GUKNMHLHIJO049 | Long             | ABS-CBDO         | CORP              | KY        |    246001 | PA      | $242558.87    | 0.20%             | 2030-07-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                                                                                                 | CUSIP: 05369AAH4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    109000 | PA      | $107154.12    | 0.09%             | 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      | $139328.31    | 0.12%             | 2025-01-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                                                                            | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    151000 | PA      | $152370.16    | 0.13%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC             | New Economy Assets Phase 1 Sponsor LLC                                                                                                     | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $110083.71    | 0.09%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Shops at Crystals Trust 2016-CSTL                 | Shops at Crystals Trust 2016-CSTL                                                                                                          | CUSIP: 82510WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $7120.85      | 0.01%             | 2036-07-05      | Variable      | 0.20%                 | 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        |     23579 | PA      | $23445.45     | 0.02%             | 2046-01-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAB7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    152000 | PA      | $150339.36    | 0.13%             | 2023-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                               | DBWF 2016-85T Mortgage Trust                                                                                                               | CUSIP: 23307CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3140000 | PA      | $5858.83      | 0.00%             | 2036-12-10      | Variable      | 0.01%                 | 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        |    230000 | PA      | $222402.18    | 0.19%             | 2037-01-15      | Floating      | 5.26%                 | 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      | $244905.70    | 0.21%             | 2029-07-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                  | First Investors Auto Owner Trust 2022-2                                                                                                    | CUSIP: 32058KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    243844 | PA      | $242730.75    | 0.20%             | 2027-07-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                            | VICI Properties LP / VICI Note Co Inc                                                                                                      | CUSIP: 92564RAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |    189000 | PA      | $178502.94    | 0.15%             | 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        |    240000 | PA      | $241441.06    | 0.20%             | 2026-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | Royal Bank of Canada                                                                                                                       | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $83540.73     | 0.07%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2021-ARIA                                                                                                                         | CUSIP: 05608RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390000 | PA      | $355232.40    | 0.30%             | 2036-10-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                                                    | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     91000 | PA      | $78949.51     | 0.07%             | 2026-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2020-2                                                                                              | CUSIP: 80285RAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    216000 | PA      | $210423.87    | 0.18%             | 2026-09-15      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                                                             | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     94000 | PA      | $91772.88     | 0.08%             | 2025-04-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                | BSPRT 2021-FL7 Issuer Ltd                                                                                                                  | CUSIP: 05602CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    240000 | PA      | $230708.28    | 0.19%             | 2038-12-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                                                                                       | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    213000 | PA      | $203603.48    | 0.17%             | 2026-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                      | CD 2016-CD1 Mortgage Trust                                                                                                                 | CUSIP: 12514MBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46451 | PA      | $1652.87      | 0.00%             | 2049-08-10      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                              | Glencore Funding LLC                                                                                                                       | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     63000 | PA      | $59549.46     | 0.05%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co                              | Matador Resources Co                                                                                                                       | CUSIP: 576485AE6<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    208000 | PA      | $200287.16    | 0.17%             | 2026-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP                | One New York Plaza Trust 2020-1NYP                                                                                                         | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94530.16     | 0.08%             | 2036-01-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                               | American Tower Corp                                                                                                                        | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    261000 | PA      | $240331.25    | 0.20%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                                                             | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    187000 | PA      | $176986.53    | 0.15%             | 2025-01-22      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                     | Discover Bank                                                                                                                              | CUSIP: 25466AAE1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238038.89    | 0.20%             | 2026-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                   | Nordea Bank Abp                                                                                                                            | CUSIP: 65558RAA7<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    200000 | PA      | $193181.82    | 0.16%             | 2025-06-06      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust             | GM Financial Automobile Leasing Trust 2022-2                                                                                               | CUSIP: 36266FAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $234868.10    | 0.20%             | 2025-06-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                             | Continental Resources Inc/OK                                                                                                               | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    128000 | PA      | $111072.86    | 0.09%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2018-PTC                                                                              | CUSIP: 46649GAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24000 | PA      | $21589.77     | 0.02%             | 2031-04-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                                                                              | CUSIP: 172967JL6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     59000 | PA      | $57414.09     | 0.05%             | 2025-03-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                             | Huntington Bancshares Inc/OH                                                                                                               | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     73000 | PA      | $69652.44     | 0.06%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                                            | CUSIP: 3140EUEP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6465 | PA      | $6636.74      | 0.01%             | 2045-12-01      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                          | Devon Energy Corp                                                                                                                          | CUSIP: 25179MBB8<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111519.47    | 0.09%             | 2023-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| EQUS 2021-EQAZ Mortgage Trust                     | EQUS 2021-EQAZ Mortgage Trust                                                                                                              | CUSIP: 29478JAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99998 | PA      | $95681.73     | 0.08%             | 2038-10-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                  | Carlyle Global Market Strategies CLO 2015-1 Ltd                                                                                            | CUSIP: 14311DBN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    247444 | PA      | $243584.31    | 0.20%             | 2031-07-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    169000 | PA      | $165015.85    | 0.14%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                           | CarMax Auto Owner Trust 2020-2                                                                                                             | CUSIP: 14315VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5624 | PA      | $5586.08      | 0.00%             | 2024-11-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XBK1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     92000 | PA      | $91557.75     | 0.08%             | 2023-05-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                               | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    236000 | PA      | $223420.42    | 0.19%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                  | Altice France SA/France                                                                                                                    | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    225000 | PA      | $205411.50    | 0.17%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                      | Navient Corp                                                                                                                               | CUSIP: 78442FET1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    165000 | PA      | $161906.12    | 0.14%             | 2024-03-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-2B PTT                            | Air Canada 2015-2 Class B Pass Through Trust                                                                                               | CUSIP: 009088AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     78667 | PA      | $77047.31     | 0.06%             | 2023-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                                                                                        | CUSIP: 891906AB5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    106000 | PA      | $105342.32    | 0.09%             | 2023-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                               | Leggett & Platt Inc                                                                                                                        | CUSIP: 52466KN33<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | STIV             | CORP              | US        |    375000 | PA      | $375000.00    | 0.31%             | 2023-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                        | BFLD 2019-DPLO                                                                                                                             | CUSIP: 054970AQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $235445.70    | 0.20%             | 2034-10-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust        | JPMBB Commercial Mortgage Securities Trust 2015-C30                                                                                        | CUSIP: 46644UBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    711938 | PA      | $6568.41      | 0.01%             | 2048-07-15      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                          | Devon Energy Corp                                                                                                                          | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223032.73    | 0.19%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                           | HCA Inc                                                                                                                                    | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17805.83     | 0.01%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2021-N1                                                                                                     | CUSIP: 14687DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27388 | PA      | $25524.95     | 0.02%             | 2028-01-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                                                   | CUSIP: 38378N4W0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10912 | PA      | $40.78        | 0.00%             | 2056-03-16      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2015-C29                                                                                             | CUSIP: 94989KAZ6<br>LEI: 549300NYO16WLNMVJJ46 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2327.60      | 0.00%             | 2048-06-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                            | GE HealthCare Technologies Inc                                                                                                             | CUSIP: 36267VAC7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    182000 | PA      | $183316.11    | 0.15%             | 2025-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SWAP CCPC GOLDMAN SACHS COC                       | SWAP CCPC GOLDMAN SACHS COC                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     15327 | NS      | $15326.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                                                    | CUSIP: 44891ABY2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     47000 | PA      | $43453.52     | 0.04%             | 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        |    130000 | PA      | $114958.71    | 0.10%             | 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        |     77000 | PA      | $76857.94     | 0.06%             | 2023-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                                                   | CUSIP: 38379RPP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10095 | PA      | $9594.36      | 0.01%             | 2048-11-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                                            | CUSIP: 31419APE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       174 | PA      | $177.13       | 0.00%             | 2040-10-01      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2021-2                                                                                               | CUSIP: 96042RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75999 | PA      | $75206.50     | 0.06%             | 2025-04-15      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                      | Navient Corp                                                                                                                               | CUSIP: 63938CAE8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46106.06     | 0.04%             | 2023-09-25      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                        | US Bancorp                                                                                                                                 | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    117000 | PA      | $114456.87    | 0.10%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2021-1                                                                                                 | CUSIP: 30165XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $45712.90     | 0.04%             | 2027-04-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp II                                                                                                             | CUSIP: 36266CAA4<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    630000 | PA      | $610997.18    | 0.51%             | 2036-11-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                                                                                                        | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    114000 | PA      | $111791.42    | 0.09%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                           | CarMax Auto Owner Trust 2020-2                                                                                                             | CUSIP: 14315VAH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $269907.80    | 0.23%             | 2027-05-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                        | Apidos CLO XXII                                                                                                                            | CUSIP: 03765XAG1<br>LEI: 5493003SQW0Q40KVFQ19 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $245003.93    | 0.21%             | 2031-04-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-BCON                                                                           | CUSIP: 46590WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    243000 | PA      | $242784.97    | 0.20%             | 2031-01-05      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                  | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    198000 | PA      | $200816.46    | 0.17%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                               | Macquarie Group Ltd                                                                                                                        | CUSIP: 55608JAR9<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     65000 | PA      | $56719.24     | 0.05%             | 2027-01-12      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                           | Nissan Auto Lease Trust 2022-A                                                                                                             | CUSIP: 65480LAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295000 | PA      | $290604.26    | 0.24%             | 2025-05-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| FED HOME LN DISCOUNT NT                           | Federal Home Loan Bank Discount Notes                                                                                                      | CUSIP: 313384DA4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    594000 | PA      | $589003.52    | 0.49%             | 2023-03-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                                                                                 | CUSIP: 14040HCQ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     96000 | PA      | $93822.55     | 0.08%             | 2025-05-09      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                       | Netflix Inc                                                                                                                                | CUSIP: 64110LAY2<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    186000 | PA      | $178383.30    | 0.15%             | 2025-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                 | Vornado Realty LP                                                                                                                          | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |     46000 | PA      | $38926.53     | 0.03%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                       | Nutrien Ltd                                                                                                                                | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    168000 | PA      | $171601.63    | 0.14%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                   | Danske Bank A/S                                                                                                                            | CUSIP: 23636AAT8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $198424.37    | 0.17%             | 2024-01-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                 | Cedar Funding XIV CLO Ltd                                                                                                                  | CUSIP: 15034AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $245625.86    | 0.21%             | 2033-07-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                                                                                       | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     89000 | PA      | $80223.09     | 0.07%             | 2026-06-19      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                   | Fontainebleau Miami Beach Trust 2019-FBLU                                                                                                  | CUSIP: 34461LAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $93337.81     | 0.08%             | 2036-12-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2016-UB11                                                                                                   | CUSIP: 61767FBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $28257.90     | 0.02%             | 2049-08-15      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                                            | CUSIP: 31410GQH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9872 | PA      | $10029.10     | 0.01%             | 2036-10-01      | Floating      | 3.11%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                           | SCF Equipment Leasing 2021-1 LLC                                                                                                           | CUSIP: 783897AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $475643.50    | 0.40%             | 2028-08-21      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Fifth Third Auto Trust                            | Fifth Third Auto Trust 2019-1                                                                                                              | CUSIP: 31680YAE7<br>LEI: 549300EMGYBMVWMPNI56 | Long             | ABS-O            | CORP              | US        |     28169 | PA      | $28147.45     | 0.02%             | 2026-11-16      | Fixed         | 2.69%                 | 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        |    260000 | PA      | $250328.70    | 0.21%             | 2037-01-17      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust                      | World Omni Select Auto Trust 2019-A                                                                                                        | CUSIP: 98163BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15000 | PA      | $14828.82     | 0.01%             | 2025-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                                                                             | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    121000 | PA      | $117616.16    | 0.10%             | 2026-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                               | Macquarie Group Ltd                                                                                                                        | CUSIP: 55608JBF4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    180000 | PA      | $179423.60    | 0.15%             | 2026-08-09      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| BXHPP TRUST                                       | BXHPP Trust 2021-FILM                                                                                                                      | CUSIP: 05609JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $262417.12    | 0.22%             | 2036-08-15      | Floating      | 4.97%                 | 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        |    390000 | PA      | $378401.83    | 0.32%             | 2036-05-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                      | Barclays PLC                                                                                                                               | CUSIP: 06738EBB0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198637.47    | 0.17%             | 2024-05-16      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Horizon Therapeutics USA Inc.                     | Horizon Therapeutics USA Inc. 2021 Term Loan B2                                                                                            | CUSIP: 44055UAD7<br>LEI: 254900IS87RLPXY88S03 | Long             | LON              | CORP              | US        |    300000 | PA      | $300081.00    | 0.25%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                                                                                   | CUSIP: 92840VAK8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    123000 | PA      | $120675.30    | 0.10%             | 2024-05-13      | 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        |     62000 | PA      | $62347.48     | 0.05%             | 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        |     54000 | PA      | $51706.42     | 0.04%             | 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        |    290000 | PA      | $264190.38    | 0.22%             | 2036-08-15      | Floating      | 5.22%                 | 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        |     27000 | PA      | $26693.43     | 0.02%             | 2048-05-15      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                          | Octane Receivables Trust 2021-1                                                                                                            | CUSIP: 67571AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35648 | PA      | $34454.45     | 0.03%             | 2027-03-22      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                          | Plains All American Pipeline LP / PAA Finance Corp                                                                                         | CUSIP: 72650RBF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94000 | PA      | $90949.21     | 0.08%             | 2024-11-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                         | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23                                                                                | CUSIP: 61690QAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    359964 | PA      | $3814.15      | 0.00%             | 2050-07-15      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                            | Westinghouse Air Brake Technologies Corp                                                                                                   | CUSIP: 960386AN0<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     69000 | PA      | $67909.82     | 0.06%             | 2024-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                     | UniCredit SpA                                                                                                                              | CUSIP: 904678AG4<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    350000 | PA      | $353704.32    | 0.30%             | 2023-12-04      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust       | MF1 2021-FL7 Ltd                                                                                                                           | CUSIP: 55284AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    230000 | PA      | $217937.69    | 0.18%             | 2036-10-16      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2019-B12 Mortgage Trust                                                                                                          | CUSIP: 08162FAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $203199.08    | 0.17%             | 2052-08-15      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                                                                                   | CUSIP: 05377RDY7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $235995.24    | 0.20%             | 2027-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2011-GC5                                                                                                      | CUSIP: 36191YAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107000 | PA      | $93087.28     | 0.08%             | 2044-08-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PCY0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     77000 | PA      | $74701.48     | 0.06%             | 2028-02-24      | Floating      | 5.38%                 | 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        |    285000 | PA      | $287161.04    | 0.24%             | 2027-06-15      | Fixed         | 6.32%                 | 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        |    430000 | PA      | $417134.19    | 0.35%             | 2036-05-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                       | ONE Gas Inc                                                                                                                                | CUSIP: 68235PAL2<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    337000 | PA      | $323293.36    | 0.27%             | 2024-03-11      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                             | Freeport Indonesia PT                                                                                                                      | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $193000.00    | 0.16%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC Trust 2017-MOON                                                                                                                       | CUSIP: 12651XAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  28539482 | PA      | $1495.47      | 0.00%             | 2034-07-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                               | DBGS 2021-W52 Mortgage Trust                                                                                                               | CUSIP: 23308LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $150654.26    | 0.13%             | 2036-10-15      | Floating      | 5.71%                 | 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        |    195414 | PA      | $169825.98    | 0.14%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                                                             | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    270000 | PA      | $276053.10    | 0.23%             | 2026-10-16      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                   | Danske Bank A/S                                                                                                                            | CUSIP: 23636ABA8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $182722.22    | 0.15%             | 2025-09-10      | Fixed         | 0.98%                 | 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        |    425000 | PA      | $412851.93    | 0.35%             | 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        |    110000 | PA      | $101117.16    | 0.08%             | 2038-05-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                                                                | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25480.40     | 0.02%             | 2025-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                                            | CUSIP: 3140E7A91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1071 | PA      | $1102.93      | 0.00%             | 2045-10-01      | Floating      | 5.48%                 | 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      | $138033.64    | 0.12%             | 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        |    250000 | PA      | $238873.60    | 0.20%             | 2030-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                              | National Fuel Gas Co                                                                                                                       | CUSIP: 63618EAM3<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25025.76     | 0.02%             | 2023-03-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 2YR NOTE (CBT) MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       246 | NC      | $60131.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                                | CNX Resources Corp                                                                                                                         | CUSIP: 12653CAC2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10936.42     | 0.01%             | 2027-03-14      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JPMCC Commercial Mortgage Securities Trust 2017-JP7                                                                                        | CUSIP: 465968AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    888277 | PA      | $28513.35     | 0.02%             | 2050-09-15      | Variable      | 0.99%                 | 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        |    100000 | PA      | $97409.81     | 0.08%             | 2036-12-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                        | Apidos CLO XXXI                                                                                                                            | CUSIP: 03767VAG3<br>LEI: 549300IG6PHVJ3WBR394 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $245682.42    | 0.21%             | 2031-04-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                         | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11                                                                                | CUSIP: 61762TAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    139000 | PA      | $137018.53    | 0.11%             | 2046-08-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2014-UBS3 Mortgage Trust                                                                                                              | CUSIP: 12591YBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    184000 | PA      | $178712.36    | 0.15%             | 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        |    430000 | PA      | $414263.94    | 0.35%             | 2037-01-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                                            | CUSIP: 3138EGYN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5853 | PA      | $5930.00      | 0.00%             | 2040-04-01      | Floating      | 2.51%                 | 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      | $18306.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Financial CLO Ltd                             | KKR CLO 38 Ltd                                                                                                                             | CUSIP: 48259BAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $244888.23    | 0.21%             | 2033-04-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| BB-UBS Trust                                      | BB-UBS Trust                                                                                                                               | CUSIP: 05490AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $90166.00     | 0.08%             | 2030-06-05      | Variable      | 3.56%                 | No            |                  3 | On Loan: No      |
| Cedar Funding Ltd                                 | Cedar Funding XI Clo Ltd                                                                                                                   | CUSIP: 15033LAQ5<br>LEI: 2549004YLPCISGLL7978 | Long             | ABS-CBDO         | CORP              | KY        |    220000 | PA      | $215971.79    | 0.18%             | 2032-05-29      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank/The                                                                                                                  | CUSIP: 89115A2A9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    481000 | PA      | $467231.86    | 0.39%             | 2025-06-06      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                     | CoreVest American Finance 2018-1 Trust                                                                                                     | CUSIP: 21872BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       241 | PA      | $240.31       | 0.00%             | 2051-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2020-4                                                                                                          | CUSIP: 92538LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26989 | PA      | $24183.97     | 0.02%             | 2065-05-25      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                          | Santander UK Group Holdings PLC                                                                                                            | CUSIP: 80281LAA3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $190757.79    | 0.16%             | 2025-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                | F&G Global Funding                                                                                                                         | CUSIP: 30321L2D3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    114000 | PA      | $100398.38    | 0.08%             | 2027-04-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GVR2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17586.11     | 0.01%             | 2025-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP                | One New York Plaza Trust 2020-1NYP                                                                                                         | CUSIP: 68249DAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $112293.05    | 0.09%             | 2036-01-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                    | Morgan Stanley                                                                                                                             | CUSIP: 61744YAQ1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497360.49    | 0.42%             | 2024-04-24      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                               | NatWest Markets PLC                                                                                                                        | CUSIP: 63906YAB4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $185415.54    | 0.16%             | 2024-08-12      | Fixed         | 0.80%                 | 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        |    250000 | PA      | $241859.60    | 0.20%             | 2028-02-10      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                        | FIXED INC CLEARING CORP.REPO                                                                                                               | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   2136729 | PA      | $2136728.52   | 1.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2015-SG1                                                                                             | CUSIP: 94989QAY6<br>LEI: 549300ZJL46M82UL2Z22 | Long             | ABS-MBS          | CORP              | US        |    824774 | PA      | $11131.98     | 0.01%             | 2048-09-15      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| HMH Trust                                         | HMH Trust 2017-NSS                                                                                                                         | CUSIP: 40390AAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $95319.93     | 0.08%             | 2031-07-05      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                | Discover Card Execution Note Trust                                                                                                         | CUSIP: 254683CW3<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $301198.88    | 0.25%             | 2027-07-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                   | CVS Health Corp                                                                                                                            | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    119000 | PA      | $115323.71    | 0.10%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NOVA GAS TRANSMISSION                             | NOVA Gas Transmission Ltd                                                                                                                  | CUSIP: 669771AS6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    110000 | PA      | $110482.64    | 0.09%             | 2023-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit          | Ford Credit Auto Owner Trust 2022-REV1                                                                                                     | CUSIP: 34528EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $230410.03    | 0.19%             | 2034-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                      | Centene Corp                                                                                                                               | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    130000 | PA      | $109976.10    | 0.09%             | 2028-07-15      | Fixed         | 2.45%                 | 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        |    261002 | PA      | $250691.15    | 0.21%             | 2029-10-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XAL0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22908.31     | 0.02%             | 2023-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                           | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                                                                           | CUSIP: 983130AU9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    164000 | PA      | $161886.70    | 0.14%             | 2023-05-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2021-3                                                                                                   | CUSIP: 36263LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35989 | PA      | $35803.83     | 0.03%             | 2025-01-15      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                          | Univision Communications Inc                                                                                                               | CUSIP: 914906AS1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    133000 | PA      | $126937.89    | 0.11%             | 2025-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                | Southwest Gas Corp                                                                                                                         | CUSIP: 845011AF2<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     89000 | PA      | $90290.68     | 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        |    233000 | PA      | $226297.61    | 0.19%             | 2024-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                   | CFCRE Commercial Mortgage Trust 2016-C7                                                                                                    | CUSIP: 12532BAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    174639 | PA      | $3756.17      | 0.00%             | 2054-12-10      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    231000 | PA      | $202284.28    | 0.17%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                                                               | CUSIP: 902613AM0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $195652.62    | 0.16%             | 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        |    150000 | PA      | $147973.06    | 0.12%             | 2024-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                                            | CUSIP: 3138ELS95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2148 | PA      | $2181.22      | 0.00%             | 2042-03-01      | Floating      | 3.71%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                    | Barings CLO Ltd 2019-III                                                                                                                   | CUSIP: 06761KAL5<br>LEI: 549300T40QLO0VJIOB35 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $490986.55    | 0.41%             | 2031-04-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                          | Santander UK Group Holdings PLC                                                                                                            | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $171056.68    | 0.14%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                           | Alcoa Nederland Holding BV                                                                                                                 | CUSIP: 013822AC5<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $197377.00    | 0.17%             | 2028-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Orange Lake Timeshare Trust                       | Orange Lake Timeshare Trust 2019-A                                                                                                         | CUSIP: 68504UAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14061 | PA      | $13329.04     | 0.01%             | 2038-04-09      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                              | Glencore Funding LLC                                                                                                                       | CUSIP: 378272AT5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137820.84    | 0.12%             | 2024-03-12      | Fixed         | 4.12%                 | 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        |    581000 | OU      | $1626.53      | 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      | $198531.66    | 0.17%             | 2026-09-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables VII LLC        | Amur Equipment Finance Receivables VII LLC                                                                                                 | CUSIP: 03237MAB6<br>LEI: 5493008OAETJ1UTO4Q72 | Long             | ABS-O            | CORP              | US        |       821 | PA      | $820.16       | 0.00%             | 2024-06-20      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                                                                                                               | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63430.13     | 0.05%             | 2027-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust             | GM Financial Automobile Leasing Trust 2022-3                                                                                               | CUSIP: 380130AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    263000 | PA      | $258569.95    | 0.22%             | 2025-09-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                            | Toll Brothers Finance Corp                                                                                                                 | CUSIP: 88947EAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $44025.49     | 0.04%             | 2025-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust          | Capital One Prime Auto Receivables Trust 2022-2                                                                                            | CUSIP: 14043GAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $268816.71    | 0.23%             | 2027-05-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                            | Brixmor Operating Partnership LP                                                                                                           | CUSIP: 11120VAF0<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    113000 | PA      | $109588.27    | 0.09%             | 2024-06-15      | Fixed         | 3.65%                 | 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        |    498000 | PA      | $508649.63    | 0.43%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                                                                                       | CUSIP: 85172FAP4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    139000 | PA      | $134760.50    | 0.11%             | 2024-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                       | State of Illinois                                                                                                                          | CUSIP: 452151LE1<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     27818 | PA      | $27834.92     | 0.02%             | 2023-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                                                                                                   | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     82000 | PA      | $81669.68     | 0.07%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                      | Navient Corp                                                                                                                               | CUSIP: 78442FEQ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    194000 | PA      | $193984.48    | 0.16%             | 2023-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUNDING TRUST                           | Alexander Funding Trust                                                                                                                    | CUSIP: 014621AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    217000 | PA      | $207947.99    | 0.17%             | 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        |    115000 | PA      | $113164.17    | 0.09%             | 2026-02-24      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PCM6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    148000 | PA      | $136684.38    | 0.11%             | 2025-08-09      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                             | Brooklyn Union Gas Co/The                                                                                                                  | CUSIP: 114259AV6<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    118000 | PA      | $112760.86    | 0.09%             | 2027-08-05      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| XPO Logistics, Inc.                               | XPO Logistics, Inc. 2018 Term Loan B                                                                                                       | CUSIP: 98379EAE6<br>LEI: 54930096DB9LCLPN7H13 | Long             | LON              | CORP              | US        |    300173 | PA      | $299210.95    | 0.25%             | 2025-02-24      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2013-CCRE12 Mortgage Trust                                                                                                            | CUSIP: 12591KAD7<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |     40926 | PA      | $40460.92     | 0.03%             | 2046-10-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| UBS-BAMLL Trust                                   | UBS-BAMLL Trust 2012-WRM                                                                                                                   | CUSIP: 90269PAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $90473.18     | 0.08%             | 2030-06-10      | Variable      | 4.24%                 | No            |                  3 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                          | Clarios Global LP / Clarios US Finance Co                                                                                                  | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    173000 | PA      | $169290.27    | 0.14%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                 | Hyatt Hotels Corp                                                                                                                          | CUSIP: 448579AL6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    194000 | PA      | $188635.50    | 0.16%             | 2023-10-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust  | World Omni Automobile Lease Securitization Trust 2020-B                                                                                    | CUSIP: 98163GAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45577 | PA      | $45316.91     | 0.04%             | 2024-02-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                          | Fortress Transportation and Infrastructure Investors LLC                                                                                   | CUSIP: 34960PAB7<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     89000 | PA      | $83833.89     | 0.07%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-HQA3                                                                                                    | CUSIP: 35564KJG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    110031 | PA      | $105142.78    | 0.09%             | 2041-09-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XCR5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    132000 | PA      | $131531.47    | 0.11%             | 2024-01-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                                                                                       | CUSIP: 06051GFM6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    248000 | PA      | $242929.18    | 0.20%             | 2025-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                                                                                  | CUSIP: 31300MQZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1767 | PA      | $1779.95      | 0.00%             | 2042-06-01      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                           | Bayer US Finance II LLC                                                                                                                    | CUSIP: 07274NAG8<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    425000 | PA      | $424139.74    | 0.36%             | 2023-12-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                             | KKR Clo 24 Ltd                                                                                                                             | CUSIP: 48252RAL8<br>LEI: 549300LGO0WGOG6NE245 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $244847.26    | 0.21%             | 2032-04-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                           | Bayer US Finance II LLC                                                                                                                    | CUSIP: 07274NAE3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197180.65    | 0.17%             | 2023-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                    | Sabre GLBL Inc                                                                                                                             | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    148000 | PA      | $142478.86    | 0.12%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                                                                              | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    743000 | PA      | $703940.30    | 0.59%             | 2026-04-08      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                           | HCA Inc                                                                                                                                    | CUSIP: 404119BN8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28847.20     | 0.02%             | 2024-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp Trust 2017-GPTX                                                                                                | CUSIP: 36257CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $93425.00     | 0.08%             | 2034-05-10      | Fixed         | 2.86%                 | 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      | $252997.76    | 0.21%             | 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        |    115000 | PA      | $109455.16    | 0.09%             | 2025-03-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                                                                           | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1357000 | PA      | $1349790.94   | 1.13%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BB-UBS Trust                                      | BB-UBS Trust                                                                                                                               | CUSIP: 05490AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $86219.74     | 0.07%             | 2030-06-05      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2015-PC1 Mortgage Trust                                                                                                               | CUSIP: 12593GAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65176 | PA      | $494.44       | 0.00%             | 2050-07-10      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                                                                                        | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    101000 | PA      | $94482.45     | 0.08%             | 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        |    211000 | PA      | $210155.21    | 0.18%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                                                   | CUSIP: 38379RVZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19378 | PA      | $17177.30     | 0.01%             | 2050-11-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                                                    | CUSIP: 44891ABM8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    218000 | PA      | $211339.26    | 0.18%             | 2023-09-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                           | Nationwide Building Society                                                                                                                | CUSIP: 63861VAA5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198917.93    | 0.17%             | 2024-03-08      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                                                                                   | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    350000 | PA      | $335888.59    | 0.28%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                               | Intesa Sanpaolo SpA                                                                                                                        | CUSIP: 46115HBJ5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $189823.70    | 0.16%             | 2024-09-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                                                   | CUSIP: 38378XFF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2810 | PA      | $2532.17      | 0.00%             | 2048-01-16      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                              | KIND Trust 2021-KIND                                                                                                                       | CUSIP: 482606AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    158852 | PA      | $150350.33    | 0.13%             | 2038-08-15      | Floating      | 5.27%                 | 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        |    233545 | PA      | $231056.65    | 0.19%             | 2029-10-16      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp II                                                                                                             | CUSIP: 36192RAA0<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    214000 | PA      | $187560.39    | 0.16%             | 2034-11-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                               | PFS Financing Corp                                                                                                                         | CUSIP: 69335PDX0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    108000 | PA      | $101958.13    | 0.09%             | 2026-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| FNB CORP                                          | FNB Corp/PA                                                                                                                                | CUSIP: 30260NAA9<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52737.01     | 0.04%             | 2023-02-24      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Palisades Center Trust                            | Palisades Center Trust 2016-PLSD                                                                                                           | CUSIP: 69640GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000 | PA      | $6700.00      | 0.01%             | 2033-04-13      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                                                    | CUSIP: 44891ABV8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    160000 | PA      | $149320.90    | 0.13%             | 2024-06-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                            | Toll Brothers Finance Corp                                                                                                                 | CUSIP: 88947EAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29871.91     | 0.03%             | 2023-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nuveen Finance LLC                                | Nuveen Finance LLC                                                                                                                         | CUSIP: 87246YAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    148000 | PA      | $144173.12    | 0.12%             | 2024-11-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                    | Enterprise Fleet Financing 2020-2 LLC                                                                                                      | CUSIP: 29375MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69256 | PA      | $67489.42     | 0.06%             | 2026-07-20      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                     | Aircastle Ltd                                                                                                                              | CUSIP: 00928QAP6<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    107000 | PA      | $106837.60    | 0.09%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                                                    | CUSIP: 44891ABU0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79075.63     | 0.07%             | 2023-04-03      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                           | Bayer US Finance II LLC                                                                                                                    | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291008.95    | 0.24%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2013-G1                                                                                                       | CUSIP: 36197QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52355 | PA      | $52031.92     | 0.04%             | 2031-04-10      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2020-ACE                                                                              | CUSIP: 46591PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9368548 | PA      | $67464.69     | 0.06%             | 2037-01-10      | Variable      | 0.34%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                             | Continental Resources Inc/OK                                                                                                               | CUSIP: 212015AL5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    245000 | PA      | $244969.38    | 0.21%             | 2023-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA4                                                                                                    | CUSIP: 35564KWS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    258563 | PA      | $257886.02    | 0.22%             | 2042-05-25      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| PARK AEROSPACE HOLDINGS                           | Park Aerospace Holdings Ltd                                                                                                                | CUSIP: 70014LAB6<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |    228000 | PA      | $225128.65    | 0.19%             | 2024-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                                                   | CUSIP: 38379RSL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15152 | PA      | $13975.73     | 0.01%             | 2058-08-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                    | CPS Auto Receivables Trust 2019-C                                                                                                          | CUSIP: 12596UAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71964 | PA      | $71746.27     | 0.06%             | 2025-06-16      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                   | LSTAR Commercial Mortgage Trust 2016-4                                                                                                     | CUSIP: 50219QAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    542724 | PA      | $11530.88     | 0.01%             | 2049-03-10      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2012-CCRE3 Mortgage Trust                                                                                                             | CUSIP: 12624PAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $174957.22    | 0.15%             | 2045-10-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280CS6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $185279.93    | 0.16%             | 2025-05-24      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                                    | Romark CLO Ltd                                                                                                                             | CUSIP: 77587UAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    340000 | PA      | $326946.23    | 0.27%             | 2030-10-23      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                            | VICI Properties LP / VICI Note Co Inc                                                                                                      | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              |  | US        |    118000 | PA      | $113285.90    | 0.10%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                                                                                        | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    202000 | PA      | $179830.11    | 0.15%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortgage Trust           | DBJPM 2016-C3 Mortgage Trust                                                                                                               | CUSIP: 23312VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    182248 | PA      | $7096.99      | 0.01%             | 2049-08-10      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                  | Duke Energy Corp                                                                                                                           | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     77000 | PA      | $74233.24     | 0.06%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                                                                              | CUSIP: 172967JT9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    403000 | PA      | $395922.08    | 0.33%             | 2025-06-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                                                             | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    276000 | PA      | $256741.46    | 0.22%             | 2025-05-30      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| ACAM 2019-FL1, Ltd.                               | ACAM 2019-FL1 ltd                                                                                                                          | CUSIP: 000825AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     82112 | PA      | $81585.62     | 0.07%             | 2034-11-17      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                           | Alcoa Nederland Holding BV                                                                                                                 | CUSIP: 013822AE1<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $193076.15    | 0.16%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    258645 | PA      | $240615.30    | 0.20%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HMH Trust                                         | HMH Trust 2017-NSS                                                                                                                         | CUSIP: 40390AAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $93312.50     | 0.08%             | 2031-07-05      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2016-BNK1                                                                                            | CUSIP: 95000GBB9<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |    911551 | PA      | $42786.77     | 0.04%             | 2049-08-15      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                               | DBWF Mortgage Trust                                                                                                                        | CUSIP: 23306NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9006 | PA      | $8290.07      | 0.01%             | 2034-06-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust           | Capital One Multi-Asset Execution Trust                                                                                                    | CUSIP: 14041NGA3<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $535269.52    | 0.45%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                 | CNH Industrial NV                                                                                                                          | CUSIP: 12594KAA0<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |     88000 | PA      | $87465.56     | 0.07%             | 2023-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust       | MF1 2022-FL9 LLC                                                                                                                           | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    490000 | PA      | $485789.50    | 0.41%             | 2037-06-19      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                                                                                        | CUSIP: 83368RBG6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $184088.44    | 0.15%             | 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        |     82000 | PA      | $84527.85     | 0.07%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                       | KeyBank NA/Cleveland OH                                                                                                                    | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244493.07    | 0.21%             | 2025-08-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2013-II Ltd                                                                                                                   | CUSIP: 12549BAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $245889.90    | 0.21%             | 2030-10-18      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BXP Trust 2017-CQHP                                                                                                                        | CUSIP: 12433QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43000 | PA      | $41207.04     | 0.03%             | 2034-11-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                          | Warnermedia Holdings Inc                                                                                                                   | CUSIP: 55903VAU7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     82000 | PA      | $78389.79     | 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        |    133749 | PA      | $127992.53    | 0.11%             | 2036-07-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                           | Imperial Brands Finance PLC                                                                                                                | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $398719.12    | 0.33%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    161000 | PA      | $157933.68    | 0.13%             | 2026-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                      | Barclays PLC                                                                                                                               | CUSIP: 06738EBH7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    307000 | PA      | $297868.59    | 0.25%             | 2025-05-07      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                         | Jabil Inc                                                                                                                                  | CUSIP: 46652MN92<br>LEI: 5493000CGCQY2OQU7669 | Long             | STIV             | CORP              | US        |    517000 | PA      | $516547.62    | 0.43%             | 2023-01-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GYE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    151000 | PA      | $145307.82    | 0.12%             | 2024-09-10      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2013-SFS Mortgage Trust                                                                                                               | CUSIP: 12625EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7731 | PA      | $7663.49      | 0.01%             | 2035-04-12      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                                                                              | CUSIP: 172967MR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93668.14     | 0.08%             | 2024-05-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2021-2                                                                                               | CUSIP: 96042RAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $93979.97     | 0.08%             | 2026-07-15      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                                                                | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130186.37    | 0.11%             | 2028-03-25      | Fixed         | 2.30%                 | 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        |    225000 | PA      | $208170.97    | 0.17%             | 2028-07-14      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                      | Atrium Hotel Portfolio Trust 2018-ATRM                                                                                                     | CUSIP: 04965KAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94195.19     | 0.08%             | 2035-06-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                                                                | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65503.93     | 0.05%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                     | DTE Energy Co                                                                                                                              | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    106000 | PA      | $104268.78    | 0.09%             | 2024-11-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                               | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QBG6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    175000 | PA      | $174515.25    | 0.15%             | 2023-01-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66885.76     | 0.06%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| WP CITYMD BIDCO LLC                               | WP CityMD Bidco LLC 2021 1st Lien Term Loan B                                                                                              | CUSIP: 92940KAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    306699 | PA      | $306447.86    | 0.26%             | 2028-12-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                                                                              | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    233000 | PA      | $226053.50    | 0.19%             | 2025-04-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4                                                                              | CUSIP: 46645UAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    782919 | PA      | $13419.39     | 0.01%             | 2049-12-15      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                            | Anglo American Capital PLC                                                                                                                 | CUSIP: 034863AS9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $193644.06    | 0.16%             | 2024-09-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                 | Cedar Funding X CLO Ltd                                                                                                                    | CUSIP: 15033XAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $245041.67    | 0.21%             | 2032-10-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                  | Duke Energy Corp                                                                                                                           | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     73000 | PA      | $67520.17     | 0.06%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                    | EPR Properties                                                                                                                             | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    206000 | PA      | $185364.58    | 0.16%             | 2026-12-15      | Fixed         | 4.75%                 | 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        |      3699 | PA      | $3609.29      | 0.00%             | 2048-02-10      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| MSCG Trust                                        | MSCG Trust 2015-ALDR                                                                                                                       | CUSIP: 55352NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7067 | PA      | $6666.17      | 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        |     41000 | PA      | $40651.35     | 0.03%             | 2024-06-19      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                     | Aircastle Ltd                                                                                                                              | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    113000 | PA      | $108784.65    | 0.09%             | 2025-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                         | ONEOK Inc                                                                                                                                  | CUSIP: 682680AR4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    116000 | PA      | $117313.16    | 0.10%             | 2023-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XCV6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     54000 | PA      | $51189.90     | 0.04%             | 2025-02-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                       | Ally Auto Receivables Trust 2019-3                                                                                                         | CUSIP: 02007RAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4054 | PA      | $4049.23      | 0.00%             | 2024-05-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                  | AMC Networks Inc                                                                                                                           | CUSIP: 00164VAE3<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26661.25     | 0.02%             | 2025-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                                                                              | CUSIP: 172967LZ2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    106000 | PA      | $105311.37    | 0.09%             | 2024-06-01      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-25

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

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer