# EDGAR Filing Document

**Accession Number:** 0000911507
**File Stem:** 0001752724-23-009360
**Filing Date:** 2023-1
**Character Count:** 144356
**Document Hash:** 3c63e9b69335bcaeb6c2dd73568672a0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-009360.hdr.sgml**: 20230124

**ACCESSION NUMBER**: 0001752724-23-009360

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230124

**DATE AS OF CHANGE**: 20230124

**PERIOD START**: 20221130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LORD ABBETT INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0000911507
- **IRS NUMBER:** 133731507
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07988
- **FILM NUMBER:** 23546503

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

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

## Series and Classes Contracts Data

### Lord Abbett Ultra Short Bond Fund (Series ID: S000055282)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000173880 | Class A      | LUBAX           |
| C000173881 | Class F      | LUBFX           |
| C000173882 | Class I      | LUBYX           |
| C000173883 | Class R5     | LUBVX           |
| C000173884 | Class R6     | LUBWX           |
| C000188258 | Class F3     | LUBOX           |
| C000213736 | Class A1     | LUSNX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 90 HUDSON STREET

  - **City:** JERSEY CITY

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07302

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

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

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

- **b. EDGAR series identifier (if any):** S000055282

- **c. LEI of Series:** 549300RJJ1EPD16IQB51

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $11225682537.02

**Total Liabilities:** $62149942.38

**Net Assets:** $11163532594.64

**Cash Not Reported:** $59715818.02

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -82595.56000000 | **1-Year:** -462042.70000000 | **5-Year:** -101442.37000000 | **10-Year:** -58388.57000000 | **30-Year:** -43353.57000000

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

- **3-Month:** -538.36000000 | **1-Year:** -16441.47000000 | **5-Year:** -2967.97000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000173880 | -0.32%               | 0.02%                | 0.56%                |
| Class ID C000213736 | -0.23%               | -0.09%               | 0.55%                |
| Class ID C000173881 | -0.22%               | -0.08%               | 0.56%                |
| Class ID C000173884 | -0.20%               | -0.07%               | 0.57%                |
| Class ID C000173882 | -0.31%               | 0.03%                | 0.57%                |
| Class ID C000188258 | -0.31%               | 0.03%                | 0.57%                |
| Class ID C000173883 | -0.21%               | -0.07%               | 0.57%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-25780729.15            | $-29206893.89                              |
| Month 2  | $-12157507.78            | $-21241919.21                              |
| Month 3  | $-8144341.97             | $46684158.72                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| DNB BANK ASA                                     | DNB Bank ASA                                                                    | CUSIP: 25601B2D6<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |  22826000 | PA      | $22023365.48  | 0.20%             | 2025-03-28      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2022-R02                                    | CUSIP: 20754BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  24811910 | PA      | $24313473.17  | 0.22%             | 2042-01-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                  | HGI CRE CLO 2021-FL1 Ltd                                                        | CUSIP: 40441LAA4<br>LEI: 549300VYJ293N0KO2L78 | Long             | ABS-CBDO         | CORP              | KY        |  20675548 | PA      | $19772026.66  | 0.18%             | 2036-06-16      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                | NatWest Group PLC                                                               | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  13887000 | PA      | $13518261.27  | 0.12%             | 2025-03-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Hawaiian Electric Industries Inc                 | Hawaiian Electric Industries Inc                                                | CUSIP: 41987LM50<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | STIV             | CORP              | US        |   3655000 | PA      | $3653192.82   | 0.03%             | 2022-12-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                       | Nasdaq Inc                                                                      | CUSIP: 63111XAC5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |  21504000 | PA      | $21456542.39  | 0.19%             | 2022-12-21      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                         | Harley-Davidson Financial Services Inc                                          | CUSIP: 41283LAS4<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |   6530000 | PA      | $6495214.43   | 0.06%             | 2023-02-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAD3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |  36108000 | PA      | $35241854.66  | 0.32%             | 2024-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                             | Verizon Master Trust                                                            | CUSIP: 92348KBC6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |  19900000 | PA      | $19881600.46  | 0.18%             | 2027-11-22      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                   | Galaxy XXIII CLO Ltd                                                            | CUSIP: 36319TAN6<br>LEI: 5493001X8XC4DMSYH466 | Long             | ABS-CBDO         | CORP              | KY        |  52198942 | PA      | $51388295.17  | 0.46%             | 2029-04-24      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                       | GLS Auto Receivables Issuer Trust 2021-3                                        | CUSIP: 36263LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  31525000 | PA      | $30496418.06  | 0.27%             | 2025-11-17      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                         | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAN5<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |  12444000 | PA      | $11550591.61  | 0.10%             | 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        |  22795890 | PA      | $20833385.42  | 0.19%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                              | Bank of Nova Scotia/The                                                         | CUSIP: 064159YN0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  67842000 | PA      | $67729148.90  | 0.61%             | 2023-09-15      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AN2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |  11059000 | PA      | $10368262.16  | 0.09%             | 2024-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust            | OneMain Direct Auto Receivables Trust 2021-1                                    | CUSIP: 682687AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  34347000 | PA      | $29747404.32  | 0.27%             | 2028-07-14      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                | General Motors Co                                                               | CUSIP: 37045VAE0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |  49892000 | PA      | $49670202.12  | 0.44%             | 2023-10-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VASA Trust                                       | VASA Trust 2021-VASA                                                            | CUSIP: 92230AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  45750000 | PA      | $42337338.23  | 0.38%             | 2039-07-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                             | Glencore Funding LLC                                                            | CUSIP: 378272AF5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  18458000 | PA      | $18329131.78  | 0.16%             | 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        | 133230000 | PA      | $133366067.80 | 1.19%             | 2023-02-23      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                              | Eastman Chemical Co                                                             | CUSIP: 27743KM80<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | STIV             | CORP              | US        |  11228000 | PA      | $11218612.16  | 0.10%             | 2022-12-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                          | American Electric Power Co Inc                                                  | CUSIP: 025537AS0<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |  32614000 | PA      | $32420577.78  | 0.29%             | 2023-11-01      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                           | Marlette Funding Trust 2021-1                                                   | CUSIP: 57110NAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5959486 | PA      | $5867223.80   | 0.05%             | 2031-06-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust               | Tricolor Auto Securitization Trust 2021-1                                       | CUSIP: 89615BAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1310090 | PA      | $1307614.47   | 0.01%             | 2024-04-15      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust                | Santander Retail Auto Lease Trust 2022-A                                        | CUSIP: 80287CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  27156357 | PA      | $26452980.51  | 0.24%             | 2025-03-20      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HYE6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  13509000 | PA      | $13282288.31  | 0.12%             | 2024-10-18      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                         | CUSIP: 44891ABR7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  99652000 | PA      | $94518338.53  | 0.85%             | 2024-01-08      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE HLDG LLC                           | GE Healthcare Holding LLC                                                       | CUSIP: 36267VAA1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |  50475000 | PA      | $50722292.17  | 0.45%             | 2024-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                         | CUSIP: 44891ABB2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   9066000 | PA      | $8732483.26   | 0.08%             | 2024-06-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                      | Hertz Vehicle Financing LLC                                                     | CUSIP: 42806MAA7<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |  27730000 | PA      | $25446126.70  | 0.23%             | 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        |   7430000 | PA      | $7159154.28   | 0.06%             | 2023-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| OGE ENERGY CORP                                  | OGE Energy Corp                                                                 | CUSIP: 670837AC7<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |   5434000 | PA      | $5321203.85   | 0.05%             | 2023-05-26      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust            | Westlake Automobile Receivables Trust 2021-1                                    | CUSIP: 96043FAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  87800000 | PA      | $83933323.12  | 0.75%             | 2026-03-16      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                          | BPCE SA                                                                         | CUSIP: 05578QAB9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  34141000 | PA      | $33494366.39  | 0.30%             | 2024-07-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZJ6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  22699000 | PA      | $22296392.83  | 0.20%             | 2025-01-24      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CN0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |  45122000 | PA      | $45055260.50  | 0.40%             | 2023-04-18      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| PELABUHAN INDO PERSERO                           | Pelabuhan Indonesia Persero PT                                                  | CUSIP: 69370TAB9<br>LEI: 254900Y6SH3NRN1A8R64 | Long             | DBT              | CORP              | ID        |  21273000 | PA      | $21151318.44  | 0.19%             | 2023-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                           | Lending Funding Trust 2020-2                                                    | CUSIP: 51507KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19085000 | PA      | $16623180.05  | 0.15%             | 2031-04-21      | Fixed         | 2.32%                 | 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        |   2785316 | PA      | $2776582.37   | 0.02%             | 2024-04-22      | Fixed         | 0.29%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2021-NQM4                                                                  | CUSIP: 12659PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10518674 | PA      | $8586599.53   | 0.08%             | 2066-05-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND INTL/LDN                         | ANZ New Zealand Int'l Ltd/London                                                | CUSIP: 00182EBQ1<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |  17916000 | PA      | $17747884.68  | 0.16%             | 2025-02-18      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATIONAL ENERG                         | Abu Dhabi National Energy Co PJSC                                               | CUSIP: 00386SAL6<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |   5690000 | PA      | $5686199.08   | 0.05%             | 2023-01-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDC7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  41986000 | PA      | $41813475.33  | 0.37%             | 2023-11-17      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-HQA4                                         | CUSIP: 35564KNK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11702040 | PA      | $10983010.55  | 0.10%             | 2041-12-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                    | Aircastle Ltd                                                                   | CUSIP: 00928QAR2<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   8000000 | PA      | $7917771.84   | 0.07%             | 2023-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                    | Discover Bank                                                                   | CUSIP: 25466AAK7<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |  11789000 | PA      | $11751456.51  | 0.11%             | 2023-02-06      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                             | FS RIALTO                                                                       | CUSIP: 30319YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18000000 | PA      | $17480728.80  | 0.16%             | 2038-05-16      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                 | Bank of Montreal                                                                | CUSIP: 06367WYH0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        | 107269000 | PA      | $107308793.58 | 0.96%             | 2023-03-10      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                 | Bank of Montreal                                                                | CUSIP: 06368EA44<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  17097000 | PA      | $16998943.06  | 0.15%             | 2023-12-08      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                 | Bank of Montreal                                                                | CUSIP: 06368LAP1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  18905000 | PA      | $18671266.71  | 0.17%             | 2024-09-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust        | Santander Consumer Auto Receivables Trust 2021-A                                | CUSIP: 80282YAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16408063 | PA      | $16079844.10  | 0.14%             | 2025-10-15      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                             | Bank of America Corp                                                            | CUSIP: 06051GHF9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        | 120681000 | PA      | $120084677.77 | 1.08%             | 2024-03-05      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                             | Targa Resources Corp                                                            | CUSIP: 87613LM14<br>LEI: 5493003QENHHS261UR94 | Long             | STIV             | CORP              | US        |  11000000 | PA      | $11000000.00  | 0.10%             | 2022-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                              | NatWest Markets PLC                                                             | CUSIP: 63906YAF5<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |  40000000 | PA      | $39535647.20  | 0.35%             | 2025-03-22      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                         | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAH8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        | 125220000 | PA      | $124953017.19 | 1.12%             | 2024-01-05      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                              | CommonSpirit Health                                                             | CUSIP: 14918HMM3<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | STIV             | CORP              | US        |  87000000 | PA      | $86754950.58  | 0.78%             | 2022-12-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2021-NQM5 Trust                                                            | CUSIP: 22946DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  40048996 | PA      | $30477302.05  | 0.27%             | 2066-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                             | Bank of America Corp                                                            | CUSIP: 06051GHL6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  95073000 | PA      | $94104452.37  | 0.84%             | 2024-07-23      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                               | Energy Transfer LP                                                              | CUSIP: 29277FM24<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | STIV             | CORP              | US        |  30101000 | PA      | $30097111.85  | 0.27%             | 2022-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                       | GLS Auto Receivables Issuer Trust 2021-2                                        | CUSIP: 36261XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21660000 | PA      | $20620029.76  | 0.18%             | 2026-06-15      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust                            | Theorem Funding Trust 2021-1                                                    | CUSIP: 88339VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2055555 | PA      | $2017949.33   | 0.02%             | 2027-12-15      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                   | Pagaya AI Debt Selection Trust 2021-1                                           | CUSIP: 69547JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16228003 | PA      | $15921637.43  | 0.14%             | 2027-11-15      | Fixed         | 1.18%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                     | Dell Equipment Finance Trust 2020-2                                             | CUSIP: 24704GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24636619 | PA      | $24314946.11  | 0.22%             | 2023-10-23      | Fixed         | 0.57%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | UBS AG                                                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |  31248000 | PA      | $30752062.99  | 0.28%             | 2024-05-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                       | Flagship Credit Auto Trust 2022-3                                               | CUSIP: 33845PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25670000 | PA      | $25415084.07  | 0.23%             | 2025-10-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Metropolitan Edison Co                           | Metropolitan Edison Co                                                          | CUSIP: 591894BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1988744.28   | 0.02%             | 2023-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCF5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   4898000 | PA      | $4832209.28   | 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        |  21255000 | PA      | $20569224.43  | 0.18%             | 2025-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZQ0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  23098000 | PA      | $23128242.21  | 0.21%             | 2024-03-15      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                  | HGI CRE CLO 2021-FL1 Ltd                                                        | CUSIP: 40441LAE6<br>LEI: 549300VYJ293N0KO2L78 | Long             | ABS-CBDO         | CORP              | KY        |   6990000 | PA      | $6611205.54   | 0.06%             | 2036-06-16      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Atrium CDO Corp                                  | Atrium IX                                                                       | CUSIP: 55821CAA2<br>LEI: 549300UTF8S11AHH4P70 | Long             | ABS-CBDO         | CORP              | KY        |  40419546 | PA      | $39636938.41  | 0.36%             | 2030-05-28      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2022-4                                      | CUSIP: 30166BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25750000 | PA      | $25696391.08  | 0.23%             | 2024-08-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAP1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  35300000 | PA      | $35057207.31  | 0.31%             | 2024-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                             | Mercedes-Benz Finance North America LLC                                         | CUSIP: 58769JAA5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   7403000 | PA      | $7457792.64   | 0.07%             | 2024-11-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2021-R01                                    | CUSIP: 20754RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10443473 | PA      | $10343168.32  | 0.09%             | 2041-10-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                          | Metropolitan Life Global Funding I                                              | CUSIP: 59217GEF2<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  70611000 | PA      | $70630111.57  | 0.63%             | 2023-01-13      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                              | PFS Financing Corp                                                              | CUSIP: 69335PDT9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  41275000 | PA      | $39534631.37  | 0.35%             | 2025-10-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2021-4                                               | CUSIP: 92538HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  45087992 | PA      | $34819765.70  | 0.31%             | 2066-07-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                              | CommonSpirit Health                                                             | CUSIP: 14918HM76<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | STIV             | CORP              | US        |  80087000 | PA      | $80021595.35  | 0.72%             | 2022-12-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  45000000 | PA      | $44381167.65  | 0.40%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PARK AEROSPACE HOLDINGS                          | Park Aerospace Holdings Ltd                                                     | CUSIP: 70014LAC4<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |   4092000 | PA      | $4072052.28   | 0.04%             | 2023-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                      | Hertz Vehicle Financing III LLC                                                 | CUSIP: 42806MAJ8<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |  12150000 | PA      | $11128253.04  | 0.10%             | 2026-06-25      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  11166000 | PA      | $11305338.84  | 0.10%             | 2024-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                | NatWest Group PLC                                                               | CUSIP: 780097BJ9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  56995000 | PA      | $56407516.06  | 0.51%             | 2024-06-25      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2022-P3                                          | CUSIP: 14686MAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23820000 | PA      | $23632643.79  | 0.21%             | 2025-12-10      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 30 LTD               | Octagon Investment Partners 30 Ltd                                              | CUSIP: 675920AJ1<br>LEI: 549300CDNDWWERRAUA43 | Long             | ABS-CBDO         | CORP              | KY        |  68340000 | PA      | $67208288.23  | 0.60%             | 2030-03-17      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Sony Capital Corp                                | Sony Capital Corp                                                               | CUSIP: 83570YM24<br>LEI: 549300U02ZVT5SS1W359 | Long             | STIV             | CORP              | US        |  48250000 | PA      | $48244357.65  | 0.43%             | 2022-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust 2021-2                                   | CUSIP: 80286XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15410000 | PA      | $14990328.68  | 0.13%             | 2026-06-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                  | Danske Bank A/S                                                                 | CUSIP: 23636AAQ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   2800000 | PA      | $2799475.62   | 0.03%             | 2023-09-12      | Floating      | 4.30%                 | 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        |  97368950 | PA      | $95999455.84  | 0.86%             | 2025-04-30      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Regatta II Funding LP                            | Regatta Funding LP 2013-2A                                                      | CUSIP: 75885WBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  47661514 | PA      | $47197690.96  | 0.42%             | 2029-01-15      | Floating      | 4.93%                 | 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        |  41120000 | PA      | $39954032.94  | 0.36%             | 2039-06-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                            | CUSIP: 78016EZH3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  28539000 | PA      | $28091803.29  | 0.25%             | 2024-07-26      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                    | Stellantis NV                                                                   | CUSIP: 31562QAF4<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |  48582000 | PA      | $48456415.53  | 0.43%             | 2023-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                         | Comision Federal de Electricidad                                                | CUSIP: 200447AD2<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |  30753000 | PA      | $30419637.48  | 0.27%             | 2024-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp Trust 2018-HULA                                     | CUSIP: 36259AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15002270 | PA      | $14533186.99  | 0.13%             | 2025-07-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                       | Flagship Credit Auto Trust 2022-2                                               | CUSIP: 33844XAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  60706997 | PA      | $59976673.98  | 0.54%             | 2025-08-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                          | GA Global Funding Trust                                                         | CUSIP: 36143L2C8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |  13745000 | PA      | $12517471.30  | 0.11%             | 2024-09-13      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607GKW3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        | 137844000 | PA      | $137904647.22 | 1.24%             | 2023-03-17      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAM3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   6600000 | PA      | $6587451.09   | 0.06%             | 2023-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA6                                         | CUSIP: 35564KKR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2730000 | PA      | $2682332.56   | 0.02%             | 2041-10-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                             | Glencore Funding LLC                                                            | CUSIP: 378272AH1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  55531000 | PA      | $54914455.97  | 0.49%             | 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        |  29308000 | PA      | $28659281.49  | 0.26%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 211248000 | PA      | $211891647.31 | 1.90%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                          | BDS 2020-FL5 LTD                                                                | CUSIP: 05492QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4432744 | PA      | $4380370.49   | 0.04%             | 2037-02-16      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                              | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HAP2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |  33000000 | PA      | $32557604.64  | 0.29%             | 2024-01-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management                              | CBAM 2019-9 Ltd                                                                 | CUSIP: 14987VAA7<br>LEI: 254900Q3N8LV0KJICN72 | Long             | ABS-CBDO         | CORP              | KY        |  20756076 | PA      | $20507305.22  | 0.18%             | 2030-02-12      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 61772BAA1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  64676000 | PA      | $63397562.44  | 0.57%             | 2024-04-05      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                          | ONE 2021-PARK Mortgage Trust                                                    | CUSIP: 682413AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  49520000 | PA      | $47258109.62  | 0.42%             | 2036-03-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                   | CUSIP: 097023DD4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  39426000 | PA      | $39130274.64  | 0.35%             | 2023-02-04      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                         | CUSIP: 44891ABE6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  41268000 | PA      | $41018999.21  | 0.37%             | 2023-02-10      | Fixed         | 2.38%                 | 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        |  24992000 | PA      | $25008934.33  | 0.22%             | 2023-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                     | Dell Equipment Finance Trust 2021-2                                             | CUSIP: 24702VAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6980000 | PA      | $6481041.68   | 0.06%             | 2027-06-22      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp Trust 2021-ROSS                                     | CUSIP: 36264YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  40000000 | PA      | $37655636.00  | 0.34%             | 2026-05-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-HQA1                                         | CUSIP: 35564KBK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2299759 | PA      | $2287822.64   | 0.02%             | 2033-08-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AS7<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   7157000 | PA      | $7171075.39   | 0.06%             | 2023-08-17      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                           | Marlette Funding Trust 2020-2                                                   | CUSIP: 57108RAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2194586 | PA      | $2186708.08   | 0.02%             | 2030-09-16      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                          | BPCE SA                                                                         | CUSIP: 05578QAC7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  13498000 | PA      | $13116382.25  | 0.12%             | 2024-07-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                             | Targa Resources Corp                                                            | CUSIP: 87613LM63<br>LEI: 5493003QENHHS261UR94 | Long             | STIV             | CORP              | US        |  15000000 | PA      | $14990312.55  | 0.13%             | 2022-12-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TCI-Flatiron CLO Ltd                             | TCI-Flatiron Clo 2017-1 Ltd                                                     | CUSIP: 87231BAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  50000000 | PA      | $48997508.50  | 0.44%             | 2030-11-18      | Floating      | 5.61%                 | 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        |  58138950 | PA      | $57029662.25  | 0.51%             | 2029-07-23      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDE3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  23567000 | PA      | $23149791.75  | 0.21%             | 2025-06-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                 | Flatiron Clo 17 Ltd                                                             | CUSIP: 33882GAE8<br>LEI: 549300ZUHE1G4KLVKW25 | Long             | ABS-CBDO         | CORP              | KY        |  15554361 | PA      | $15299723.16  | 0.14%             | 2030-05-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                         | Constellation Brands Inc                                                        | CUSIP: 21037DM50<br>LEI: 5493005GKEG8QCVY7037 | Long             | STIV             | CORP              | US        |   4200000 | PA      | $4197909.32   | 0.04%             | 2022-12-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                          | SCF Equipment Leasing 2021-1 LLC                                                | CUSIP: 783897AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3819778 | PA      | $3811430.43   | 0.03%             | 2026-08-20      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                           | Standard Chartered PLC                                                          | CUSIP: 853254AL4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  30000000 | PA      | $29679641.40  | 0.27%             | 2024-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                         | BXMT 2020-FL2 LTD                                                               | CUSIP: 12434LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  37342570 | PA      | $36738600.53  | 0.33%             | 2038-02-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2J0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  63599000 | PA      | $62809558.33  | 0.56%             | 2024-09-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                       | GLS Auto Receivables Issuer Trust 2021-1                                        | CUSIP: 36261AAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3733416 | PA      | $3722355.67   | 0.03%             | 2025-04-15      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                             | Targa Resources Corp                                                            | CUSIP: 87613LMF3<br>LEI: 5493003QENHHS261UR94 | Long             | STIV             | CORP              | US        |   8000000 | PA      | $7985377.76   | 0.07%             | 2022-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                           | Marvell Technology Inc                                                          | CUSIP: 573874AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  29372000 | PA      | $29209409.83  | 0.26%             | 2023-06-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                 | Crown Castle Inc                                                                | CUSIP: 22823QM65<br>LEI: 54930012H97VSM0I2R19 | Long             | STIV             | CORP              | US        |  51672000 | PA      | $51639561.35  | 0.46%             | 2022-12-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hitachi America Capital Ltd                      | Hitachi America Capital Ltd                                                     | CUSIP: 4335P3M74<br>LEI: 549300FT5PAYBG3RQJ06 | Long             | STIV             | CORP              | US        |  35147000 | PA      | $35122397.10  | 0.31%             | 2022-12-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust     | Arivo Acceptance Auto Loan Receivables Trust 2021-1                             | CUSIP: 04047AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5309652 | PA      | $5114865.58   | 0.05%             | 2027-01-15      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXZ2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  77783000 | PA      | $76637298.41  | 0.69%             | 2024-03-08      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                           | Marlette Funding Trust 2021-2                                                   | CUSIP: 57108TAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12340000 | PA      | $11970667.50  | 0.11%             | 2031-09-15      | Fixed         | 1.06%                 | 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        |  24629929 | PA      | $24506779.36  | 0.22%             | 2023-12-08      | Floating      | 5.19%                 | No            |                  3 | On Loan: No      |
| Standard Chartered PLC                           | Standard Chartered PLC                                                          | CUSIP: 853254AJ9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  47578000 | PA      | $47466872.54  | 0.43%             | 2023-01-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                             | Bank of America Corp                                                            | CUSIP: 06051GHC6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        | 170889000 | PA      | $170691119.08 | 1.53%             | 2023-12-20      | Fixed         | 3.00%                 | 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        |   9215103 | PA      | $9086264.56   | 0.08%             | 2026-12-22      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                           | Standard Chartered PLC                                                          | CUSIP: 853254BJ8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  20000000 | PA      | $19855754.00  | 0.18%             | 2024-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                           | BBVA Bancomer SA/Texas                                                          | CUSIP: 05533UAD0<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   2920000 | PA      | $2883573.00   | 0.03%             | 2024-04-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                           | Tesla Auto Lease Trust 2021-A                                                   | CUSIP: 88161FAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  40000000 | PA      | $38637064.00  | 0.35%             | 2025-03-20      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                           | Aviation Capital Group LLC                                                      | CUSIP: 05369AAC5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   8003000 | PA      | $7909266.86   | 0.07%             | 2023-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                | GreatAmerica Leasing Receivables Funding LLC Series 2021-2                      | CUSIP: 39154TBR8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14000000 | PA      | $12518025.80  | 0.11%             | 2027-09-15      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| PFP III                                          | PFP 2021-7 Ltd                                                                  | CUSIP: 69290LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  18418425 | PA      | $17982261.80  | 0.16%             | 2038-04-14      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                     | Dell Equipment Finance Trust 2021-2                                             | CUSIP: 24702VAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10880000 | PA      | $10150141.31  | 0.09%             | 2026-12-22      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                              | Citizens Bank NA/Providence RI                                                  | CUSIP: 17401QAR2<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |  14500000 | PA      | $14511530.55  | 0.13%             | 2023-03-29      | Floating      | 4.59%                 | 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        |  40000000 | PA      | $39300000.00  | 0.35%             | 2025-01-31      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                             | Westpac Banking Corp                                                            | CUSIP: 961214FH1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  15240000 | PA      | $15375770.11  | 0.14%             | 2024-10-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                 | Bank of Montreal                                                                | CUSIP: 06368D3S1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  15607000 | PA      | $15219016.53  | 0.14%             | 2025-06-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC                         | OBX 2021-NQM3 Trust                                                             | CUSIP: 67114JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  45109380 | PA      | $34075187.85  | 0.31%             | 2061-07-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Nutrition & Biosciences, Inc.                    | Nutrition & Biosciences, Inc. 3 Year Delayed Draw Term Loan                     | CUSIP: 000000000<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | LON              | CORP              | US        |  58398254 | PA      | $58325256.18  | 0.52%             | 2023-01-17      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                   | CPS Auto Receivables Trust 2022-A                                               | CUSIP: 12659WAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15030651 | PA      | $14763171.95  | 0.13%             | 2029-04-16      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Monongahela Power Co                             | Monongahela Power Co                                                            | CUSIP: 610202BN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13665000 | PA      | $13409098.41  | 0.12%             | 2024-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust              | Toyota Auto Receivables 2022-C Owner Trust                                      | CUSIP: 89231CAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  60000000 | PA      | $59284314.00  | 0.53%             | 2025-08-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                          | Simon Property Group LP                                                         | CUSIP: 828807DR5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |  19480000 | PA      | $19348664.28  | 0.17%             | 2024-01-11      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                        | CUSIP: 00206RMH2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  33143000 | PA      | $32908575.25  | 0.29%             | 2024-03-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CQ3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |  13647000 | PA      | $13525692.91  | 0.12%             | 2024-10-18      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCD0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  66295000 | PA      | $64422288.23  | 0.58%             | 2024-03-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                              | Macquarie Group Ltd                                                             | CUSIP: 55608JBL1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |  63562000 | PA      | $63962180.00  | 0.57%             | 2024-11-22      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC COMPANY                           | Tampa Electric Company Term Loan                                                | CUSIP: 87512QAN0<br>LEI: WS423EPRKJIIJUITXD73 | Long             | LON              | CORP              | US        |  49100000 | PA      | $48967430.00  | 0.44%             | 2022-12-16      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2020-P1                                          | CUSIP: 14687AAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7233132 | PA      | $7120919.98   | 0.06%             | 2025-06-09      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                       | GLS Auto Receivables Issuer Trust 2021-1                                        | CUSIP: 36261AAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14600000 | PA      | $14293433.58  | 0.13%             | 2027-01-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| LFT CRE 2021-FL1, LLC                            | LFT CRE 2021-FL1 Ltd                                                            | CUSIP: 50203JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  30570000 | PA      | $29523842.63  | 0.26%             | 2039-06-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                               | Macquarie Bank Ltd                                                              | CUSIP: 55608PBG8<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |  96940000 | PA      | $96797386.72  | 0.87%             | 2022-12-16      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                          | BPCE SA                                                                         | CUSIP: 05578AAW8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  27056000 | PA      | $26408503.92  | 0.24%             | 2025-01-14      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZF2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4700000 | PA      | $4627732.10   | 0.04%             | 2024-09-10      | Floating      | 3.57%                 | No            |                  2 | On Loan: No      |
| Octagon Loan Funding Ltd                         | Octagon Loan Funding Ltd                                                        | CUSIP: 67590RAY1<br>LEI: 549300HJJWTCMWFILG24 | Long             | ABS-CBDO         | CORP              | KY        |  11640000 | PA      | $11466331.20  | 0.10%             | 2031-11-18      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAU0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        | 113585000 | PA      | $112402154.21 | 1.01%             | 2024-07-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2022-4                                      | CUSIP: 30166BAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19895000 | PA      | $19634737.59  | 0.18%             | 2026-02-17      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBV1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  27104000 | PA      | $27083495.01  | 0.24%             | 2023-03-01      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2021-ARIA                                                              | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  53820000 | PA      | $50629964.81  | 0.45%             | 2036-10-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                   | CPS Auto Receivables Trust 2022-C                                               | CUSIP: 12664DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18759121 | PA      | $18557466.23  | 0.17%             | 2030-04-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                              | Dominion Energy Inc                                                             | CUSIP: 25746UDH9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  33869000 | PA      | $33806681.38  | 0.30%             | 2023-09-15      | Floating      | 3.82%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CR1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |  31586000 | PA      | $31461412.81  | 0.28%             | 2023-10-18      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAF8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   9147000 | PA      | $8715590.80   | 0.08%             | 2024-07-01      | Fixed         | 3.95%                 | 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        |  59690383 | PA      | $58970412.41  | 0.53%             | 2029-07-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                  | HGI CRE CLO 2021-FL1 Ltd                                                        | CUSIP: 40441LAC0<br>LEI: 549300VYJ293N0KO2L78 | Long             | ABS-CBDO         | CORP              | KY        |   6177000 | PA      | $5830779.40   | 0.05%             | 2036-06-16      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC      | BBCMS 2017-DELC Mortgage Trust                                                  | CUSIP: 05552EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10660000 | PA      | $10441404.97  | 0.09%             | 2036-08-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust          | Hyundai Auto Lease Securitization Trust 2020-B                                  | CUSIP: 44891PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2819932 | PA      | $2815438.81   | 0.03%             | 2023-09-15      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                   | Galaxy XIX CLO Ltd                                                              | CUSIP: 36319QBN1<br>LEI: 5493000B2531UL3WQV87 | Long             | ABS-CBDO         | CORP              | KY        |  49861931 | PA      | $48900422.07  | 0.44%             | 2030-07-24      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                          | National Australia Bank Ltd                                                     | CUSIP: 63254WAA8<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  59981000 | PA      | $59975327.60  | 0.54%             | 2022-12-13      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                 | Duke Energy Corp                                                                | CUSIP: 26244JM55<br>LEI: I1BZKREC126H0VB1BL91 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1999077.78   | 0.02%             | 2022-12-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                           | Marlette Funding Trust 2021-3                                                   | CUSIP: 57108QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  38745000 | PA      | $36236036.53  | 0.32%             | 2031-12-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                           | Aviation Capital Group LLC                                                      | CUSIP: 05369AAF8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |  16212000 | PA      | $15836780.07  | 0.14%             | 2024-01-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                         | Citigroup Global Markets Holdings Inc/United States                             | CUSIP: 17329FXG4<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |  19291000 | PA      | $18110975.51  | 0.16%             | 2024-06-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                            | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  27670000 | PA      | $26992702.32  | 0.24%             | 2025-04-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                              | Macquarie Group Ltd                                                             | CUSIP: 55608JAL2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |  16643000 | PA      | $16560269.14  | 0.15%             | 2024-03-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                      | Volkswagen Auto Lease Trust 2020-A                                              | CUSIP: 92868VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18955731 | PA      | $18819262.61  | 0.17%             | 2024-01-22      | Fixed         | 0.39%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                            | CUSIP: 78015K7E8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  95792000 | PA      | $95805984.67  | 0.86%             | 2023-01-17      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  24000000 | PA      | $23709298.80  | 0.21%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754KAA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19264309 | PA      | $18908842.13  | 0.17%             | 2041-11-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RDQ4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   7545000 | PA      | $7011780.51   | 0.06%             | 2026-03-20      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAB7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |  21534000 | PA      | $21250420.05  | 0.19%             | 2023-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                             | BlueMountain Fuji US Clo I Ltd                                                  | CUSIP: 09629CAL9<br>LEI: 549300XC3G26BPOECZ28 | Long             | ABS-CBDO         | CORP              | KY        |  59874928 | PA      | $58675223.54  | 0.53%             | 2029-07-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust               | Honda Auto Receivables 2022-2 Owner Trust                                       | CUSIP: 43815PAB5<br>LEI: 549300O8F12G9LCGR139 | Long             | ABS-O            | CORP              | US        |  64800000 | PA      | $64019976.48  | 0.57%             | 2025-03-18      | Fixed         | 3.81%                 | 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        |  25425692 | PA      | $25382000.16  | 0.23%             | 2027-07-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust 2022-2                                   | CUSIP: 80286MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  69306000 | PA      | $67682132.70  | 0.61%             | 2026-10-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                             | Targa Resources Corp                                                            | CUSIP: 87613LMC0<br>LEI: 5493003QENHHS261UR94 | Long             | STIV             | CORP              | US        |  31000000 | PA      | $30955954.27  | 0.28%             | 2022-12-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XCE4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3949000 | PA      | $3946176.43   | 0.04%             | 2023-01-05      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Private Education Refi Loan Trust 2020-E                                | CUSIP: 63941TAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19378350 | PA      | $17227752.00  | 0.15%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 61747YEJ0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  54477000 | PA      | $53621940.45  | 0.48%             | 2025-01-24      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust                | Santander Retail Auto Lease Trust 2021-A                                        | CUSIP: 80286TAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24305000 | PA      | $22929891.15  | 0.21%             | 2026-03-20      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  55387000 | PA      | $54000046.93  | 0.48%             | 2025-04-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  65224000 | PA      | $65603933.06  | 0.59%             | 2024-02-01      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                           | Credit Suisse Group AG                                                          | CUSIP: 225401AG3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |  23000000 | PA      | $22321528.06  | 0.20%             | 2024-06-12      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                  | Nordea Bank Abp                                                                 | CUSIP: 65558RAA7<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   9273000 | PA      | $8990957.25   | 0.08%             | 2025-06-06      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                           | Credit Suisse Group AG                                                          | CUSIP: 225401AD0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |  20157000 | PA      | $19955653.94  | 0.18%             | 2023-12-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust      | MF1 2021-FL6 Ltd                                                                | CUSIP: 55283TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  44800000 | PA      | $42887942.72  | 0.38%             | 2036-07-16      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                             | Verizon Master Trust                                                            | CUSIP: 92348KAL7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        | 118400000 | PA      | $115270759.04 | 1.03%             | 2027-01-20      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Atalaya Equipment Leasing Fund I LP              | Atalaya Equipment Leasing Trust 21-1                                            | CUSIP: 046497AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19004208 | PA      | $18421442.51  | 0.17%             | 2026-05-15      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                              | CommonSpirit Health                                                             | CUSIP: 14918HMF8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | STIV             | CORP              | US        |  15992000 | PA      | $15961215.40  | 0.14%             | 2022-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                      | Ovintiv Inc                                                                     | CUSIP: 69047KMF9<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  66455000 | PA      | $66332243.00  | 0.59%             | 2022-12-15      | None          | 0.00%                 | 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        |  24259378 | PA      | $23686437.35  | 0.21%             | 2031-07-20      | Floating      | 5.22%                 | 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        |   1309821 | PA      | $1299051.82   | 0.01%             | 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        |  13587000 | PA      | $13502162.77  | 0.12%             | 2023-05-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                       | GLS Auto Receivables Issuer Trust 2021-3                                        | CUSIP: 36263LAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25348000 | PA      | $23667835.70  | 0.21%             | 2026-09-15      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Delos Finance Sarl                               | Delos Finance Sarl 2018 Term Loan B                                             | CUSIP: 000000000<br>LEI: 549300HX549YWOJQT076 | Long             | LON              | CORP              | LU        |  87318354 | PA      | $87163800.62  | 0.78%             | 2023-10-06      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| OOREDOO INTL FINANCE                             | Ooredoo International Finance Ltd                                               | CUSIP: 74735K2A9<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |  15894000 | PA      | $15838959.08  | 0.14%             | 2023-02-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                 | Hilton Orlando Trust 2018-ORL                                                   | CUSIP: 432885AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  36955000 | PA      | $35927820.99  | 0.32%             | 2034-12-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                              | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBC0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |  41233000 | PA      | $41113769.42  | 0.37%             | 2023-01-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                         | Angel Oak Mortgage Trust 2021-6                                                 | CUSIP: 03465JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15552318 | PA      | $12399356.24  | 0.11%             | 2066-09-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                           | Tesla Auto Lease Trust 2021-A                                                   | CUSIP: 88161FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  22250000 | PA      | $21191405.08  | 0.19%             | 2025-03-20      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                           | CenterPoint Energy Inc                                                          | CUSIP: 15189TAZ0<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |  43573000 | PA      | $42956767.10  | 0.38%             | 2024-05-13      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| American Express Co                              | American Express Co                                                             | CUSIP: 025816BT5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   5961000 | PA      | $5958638.91   | 0.05%             | 2023-02-27      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                          | BPCE SA                                                                         | CUSIP: 05583JAD4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  18134000 | PA      | $18137558.80  | 0.16%             | 2023-09-12      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                         | BXMT 2021-FL4 Ltd                                                               | CUSIP: 05609GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  27035000 | PA      | $26731707.58  | 0.24%             | 2038-05-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDN3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  44943000 | PA      | $43625434.38  | 0.39%             | 2024-10-15      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| Donlen Fleet Lease Funding                       | Donlen Fleet Lease Funding 2 LLC                                                | CUSIP: 257812AD9<br>LEI: 549300ZWUQETU54FDP26 | Long             | ABS-O            | CORP              | US        |  51298346 | PA      | $49442115.46  | 0.44%             | 2034-12-11      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust | World Omni Automobile Lease Securitization Trust 2022-A                         | CUSIP: 98163NAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23900000 | PA      | $23364176.34  | 0.21%             | 2025-02-18      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge Inc                                                                    | CUSIP: 29250NBM6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  31647000 | PA      | $31343380.26  | 0.28%             | 2024-02-16      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XVII Ltd                                                   | CUSIP: 55818YBN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  39650255 | PA      | $38961149.87  | 0.35%             | 2030-07-21      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                     | Drive Auto Receivables Trust 2019-3                                             | CUSIP: 26209WAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    129018 | PA      | $128873.11    | 0.00%             | 2025-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                 | COLT 2021-3 Mortgage Loan Trust                                                 | CUSIP: 19688FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16543220 | PA      | $13244469.05  | 0.12%             | 2066-09-27      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                  | Danske Bank A/S                                                                 | CUSIP: 23636AAT8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  73404000 | PA      | $73036920.54  | 0.65%             | 2024-01-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                 | CUSIP: 718172CT4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  35794000 | PA      | $35800904.66  | 0.32%             | 2024-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                | General Motors Co                                                               | CUSIP: 37045VAW0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |  35030000 | PA      | $35083467.34  | 0.31%             | 2023-10-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BXHPP TRUST                                      | BXHPP Trust 2021-FILM                                                           | CUSIP: 05609JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  29800000 | PA      | $27946854.22  | 0.25%             | 2036-08-15      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                     | Barclays PLC                                                                    | CUSIP: 06738EBB0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  42129000 | PA      | $41747591.42  | 0.37%             | 2024-05-16      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                          | GSK Consumer Healthcare Capital US LLC                                          | CUSIP: 36264FAJ0<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |  18242000 | PA      | $18163636.75  | 0.16%             | 2024-03-24      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust            | Westlake Automobile Receivables Trust 2021-2                                    | CUSIP: 96042RAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  30025000 | PA      | $27414500.40  | 0.25%             | 2026-12-15      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                         | Octane Receivables Trust 2021-1                                                 | CUSIP: 67571AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8927553 | PA      | $8607184.48   | 0.08%             | 2027-03-22      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                       | BFLD 2019-DPLO                                                                  | CUSIP: 054970AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11780000 | PA      | $11466889.96  | 0.10%             | 2034-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Home & Security Inc               | Fortune Brands Home & Security Inc                                              | CUSIP: 34965HM50<br>LEI: 54930032LHW54PQUJD44 | Long             | STIV             | CORP              | US        |  19432000 | PA      | $19422175.96  | 0.17%             | 2022-12-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                          | GA Global Funding Trust                                                         | CUSIP: 36143L2K0<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |  45784000 | PA      | $44646372.90  | 0.40%             | 2025-04-11      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Encina Equipment Finance                         | Encina Equipment Finance 2021-1 LLC                                             | CUSIP: 29253EAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18132254 | PA      | $17734729.83  | 0.16%             | 2026-12-15      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                    | UniCredit SpA                                                                   | CUSIP: 904678AG4<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |  69639000 | PA      | $69693145.72  | 0.62%             | 2023-12-04      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| Foursight Capital Automobile Receivables Trust   | Foursight Capital Automobile Receivables Trust 2021-2                           | CUSIP: 35105UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10885000 | PA      | $10532140.96  | 0.09%             | 2026-05-15      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                                | KREF 2021-FL2 Ltd                                                               | CUSIP: 48275RAA5<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |  36710000 | PA      | $35356318.75  | 0.32%             | 2039-02-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                          | Brighthouse Financial Global Funding                                            | CUSIP: 10921U2B3<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |  25103000 | PA      | $24826233.40  | 0.22%             | 2024-04-12      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Avid Automobile Receivables Trust                | Avid Automobile Receivables Trust 2021-1                                        | CUSIP: 05369LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2392952 | PA      | $2380992.40   | 0.02%             | 2025-01-15      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                      | Rad CLO 1 Ltd                                                                   | CUSIP: 48661AAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11620000 | PA      | $11412002.00  | 0.10%             | 2031-07-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust 2022-3                                   | CUSIP: 80285UAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  48664019 | PA      | $48395549.62  | 0.43%             | 2025-03-17      | Fixed         | 2.76%                 | 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        |  38535000 | PA      | $37274527.86  | 0.33%             | 2027-05-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 31 LTD               | Octagon Investment Partners 31 Ltd                                              | CUSIP: 67575XAN1<br>LEI: 5493003JSU68UU09PZ63 | Long             | ABS-CBDO         | CORP              | KY        |  50000000 | PA      | $48982484.00  | 0.44%             | 2030-07-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                 | First Investors Auto Owner Trust 2021-2                                         | CUSIP: 32057JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  63517335 | PA      | $61538065.26  | 0.55%             | 2027-03-15      | Fixed         | 0.48%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE (CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1429 | NC      | $746359.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                            | CUSIP: 78016FZR8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  42313000 | PA      | $42855004.57  | 0.38%             | 2024-10-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCE6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  59538000 | PA      | $59538000.00  | 0.53%             | 2022-12-01      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-HQA2                                         | CUSIP: 35564KFN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4960410 | PA      | $4911733.36   | 0.04%             | 2033-12-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                         | CUSIP: 44891ABJ5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  13629000 | PA      | $13646786.25  | 0.12%             | 2023-04-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2A9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  21896000 | PA      | $21318965.08  | 0.19%             | 2025-06-06      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                             | Westpac Banking Corp                                                            | CUSIP: 961214EK5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  41123000 | PA      | $41100365.49  | 0.37%             | 2023-01-13      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                       | Leidos Inc                                                                      | CUSIP: 52533BM58<br>LEI: 5493006I78VIN6J1BQ95 | Long             | STIV             | CORP              | US        |  36039000 | PA      | $36020379.73  | 0.32%             | 2022-12-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                   | Air Lease Corp                                                                  | CUSIP: 00912XAX2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  13719000 | PA      | $13666421.66  | 0.12%             | 2023-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                              | NatWest Markets PLC                                                             | CUSIP: 63906YAC2<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |  22842000 | PA      | $22487725.38  | 0.20%             | 2024-08-12      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                   | Morgan Stanley                                                                  | CUSIP: 61744YAQ1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        | 118215000 | PA      | $117410494.91 | 1.05%             | 2024-04-24      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp Trust 2021-RENT                                     | CUSIP: 36260XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  24496195 | PA      | $23575182.16  | 0.21%             | 2035-11-21      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                      | Humana Inc. Delayed Draw Term Loan                                              | CUSIP: 44485JAM2<br>LEI: 529900YLDW34GJAO4J06 | Long             | LON              | CORP              | US        |   4500000 | PA      | $4474687.50   | 0.04%             | 2024-05-28      | Floating      | 5.32%                 | No            |                  3 | On Loan: No      |
| Cigna Corp                                       | Cigna Corp                                                                      | CUSIP: 125523AC4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |  30112000 | PA      | $30180243.73  | 0.27%             | 2023-07-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-DNA1                                         | CUSIP: 35564KPU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  29874219 | PA      | $28899641.40  | 0.26%             | 2042-01-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust               | Tricolor Auto Securitization Trust 2022-1                                       | CUSIP: 89616BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20419293 | PA      | $20156123.31  | 0.18%             | 2025-02-18      | Fixed         | 3.30%                 | 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        |  35360773 | PA      | $33877176.25  | 0.30%             | 2029-10-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                 | Great Wolf Trust 2019-WOLF                                                      | CUSIP: 39152TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14400000 | PA      | $13911783.84  | 0.12%             | 2036-12-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                          | Carmax Auto Owner Trust 2019-2                                                  | CUSIP: 14316LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    541032 | PA      | $541299.83    | 0.00%             | 2024-03-15      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                            | CUSIP: 06051GKF5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  45370000 | PA      | $44591529.29  | 0.40%             | 2025-02-04      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                          | Jersey Central Power & Light Co                                                 | CUSIP: 476556DB8<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |  14500000 | PA      | $14313942.24  | 0.13%             | 2024-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co                                                             | CUSIP: 025816CR8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  36253000 | PA      | $36270167.61  | 0.32%             | 2025-03-04      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                            | Bank of Ireland Group PLC                                                       | CUSIP: 06279JAA7<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |  69084000 | PA      | $67801635.85  | 0.61%             | 2023-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                             | Glencore Funding LLC                                                            | CUSIP: 378272AT5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  42858000 | PA      | $42183388.94  | 0.38%             | 2024-03-12      | Fixed         | 4.12%                 | 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        |    587753 | PA      | $586601.38    | 0.01%             | 2024-06-20      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2021-5                                               | CUSIP: 92538KAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6621811 | PA      | $5193006.92   | 0.05%             | 2066-09-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                        | Avant Loans Funding Trust 2021-REV1                                             | CUSIP: 05353LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6050000 | PA      | $5731290.84   | 0.05%             | 2030-07-15      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                 | COLT 2021-2 Mortgage Loan Trust                                                 | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  42488530 | PA      | $34679813.77  | 0.31%             | 2066-08-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 6174468W2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  94617000 | PA      | $93711315.67  | 0.84%             | 2024-01-25      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2021-N1                                          | CUSIP: 14687DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14223714 | PA      | $13261316.26  | 0.12%             | 2028-01-10      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAZ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |  17930000 | PA      | $18145788.27  | 0.16%             | 2024-11-07      | Fixed         | 5.90%                 | 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        |  14205225 | PA      | $13562318.80  | 0.12%             | 2041-09-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XCR5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  36347000 | PA      | $36240274.30  | 0.32%             | 2024-01-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                | Atmos Energy Corp                                                               | CUSIP: 049560AV7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |  27228000 | PA      | $27200841.98  | 0.24%             | 2023-03-09      | Floating      | 3.57%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                  | Benefit Street Partners CLO V-B Ltd                                             | CUSIP: 08181JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $14724667.20  | 0.13%             | 2031-04-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                          | Bayer US Finance II LLC                                                         | CUSIP: 07274NAG8<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |  13568000 | PA      | $13544537.13  | 0.12%             | 2023-12-15      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| SAUDI ELEC GLOBAL SUKUK                          | Saudi Electricity Global Sukuk Co 3                                             | CUSIP: 80413MAA2<br>LEI: 549300BJ6IA5S2UFVN71 | Long             | DBT              | CORP              | KY        |  18106000 | PA      | $17863108.01  | 0.16%             | 2024-04-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                      | Volkswagen Auto Lease Trust 2022-A                                              | CUSIP: 92868AAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  39700000 | PA      | $38645488.60  | 0.35%             | 2025-07-21      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                               | Energy Transfer LP                                                              | CUSIP: 29277FM16<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | STIV             | CORP              | US        |  65000000 | PA      | $65000000.00  | 0.58%             | 2022-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZF4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  73785000 | PA      | $73535718.85  | 0.66%             | 2023-12-06      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                                                     | CUSIP: 912796Z69<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 440649000 | PA      | $435287676.49 | 3.90%             | 2023-03-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ovintiv Canada ULC                               | Ovintiv Canada ULC                                                              | CUSIP: 69047NMF3<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | STIV             | CORP              | CA        |  13393000 | PA      | $13368260.18  | 0.12%             | 2022-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                           | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAN0<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |  17322000 | PA      | $17309097.88  | 0.16%             | 2023-03-02      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                         | CUSIP: 44891ABM8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  15532000 | PA      | $15008621.30  | 0.13%             | 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        |  23734000 | PA      | $23545848.00  | 0.21%             | 2024-03-08      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                             | KIND Trust 2021-KIND                                                            | CUSIP: 482606AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  24572407 | PA      | $23228310.88  | 0.21%             | 2038-08-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                         | CUSIP: 44891ABU0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  10481000 | PA      | $10310354.02  | 0.09%             | 2023-04-03      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                     | Dell Equipment Finance Trust 2021-2                                             | CUSIP: 24702VAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7370000 | PA      | $6879140.31   | 0.06%             | 2026-12-22      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| Regatta VIII Funding Ltd                         | Regatta VIII Funding Ltd                                                        | CUSIP: 75888KAA2<br>LEI: 2549002R0TTC87W9EH67 | Long             | ABS-CBDO         | CORP              | KY        |  18000000 | PA      | $17736079.32  | 0.16%             | 2030-10-17      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                          | BPCE SA                                                                         | CUSIP: 05578QAA1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  51130000 | PA      | $50614938.37  | 0.45%             | 2023-10-22      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LATITUDE MANAGEMENT REAL ESTATE CAPITAL INC      | LMREC 2021-CRE4 LLC                                                             | CUSIP: 50210LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18886645 | PA      | $18320920.30  | 0.16%             | 2037-04-22      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| PARK AEROSPACE HOLDINGS                          | Park Aerospace Holdings Ltd                                                     | CUSIP: 70014LAB6<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |  22918000 | PA      | $22589808.97  | 0.20%             | 2024-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                  | Danske Bank A/S                                                                 | CUSIP: 23636AAP6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  45195000 | PA      | $44543194.55  | 0.40%             | 2023-09-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYQ1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  63161000 | PA      | $61956404.78  | 0.55%             | 2024-10-21      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                       | Flagship Credit Auto Trust 2021-2                                               | CUSIP: 33844WAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9468444.00   | 0.08%             | 2027-06-15      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| SAUDI ELECTRICITY GLOBAL                         | Saudi Electricity Global Sukuk Co 2                                             | CUSIP: 804133AA4<br>LEI: 549300NU3VI6NLNU1575 | Long             | DBT              | CORP              | KY        |  41983000 | PA      | $41743528.97  | 0.37%             | 2023-04-08      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                 | Bank of Montreal                                                                | CUSIP: 06368FAH2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  53961000 | PA      | $53714451.65  | 0.48%             | 2024-03-08      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2022-X1                                       | CUSIP: 00834HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  38708855 | PA      | $37571879.61  | 0.34%             | 2027-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                             | Targa Resources Corp                                                            | CUSIP: 87613LM14<br>LEI: 5493003QENHHS261UR94 | Long             | STIV             | CORP              | US        |  52202000 | PA      | $52202000.00  | 0.47%             | 2022-12-01      | None          | 0.00%                 | 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        |  34360000 | PA      | $31581729.43  | 0.28%             | 2028-07-14      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBX7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  57251000 | PA      | $56769690.84  | 0.51%             | 2023-11-03      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Canadian Tire Corp Ltd                           | Canadian Tire Corp Ltd                                                          | CUSIP: 13668MM79<br>LEI: 549300RLHDA7VQYMUB14 | Long             | STIV             | CORP              | CA        |  61389000 | PA      | $61344697.40  | 0.55%             | 2022-12-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                       | GLS Auto Receivables Issuer Trust 2021-2                                        | CUSIP: 36261XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25132560 | PA      | $24777667.75  | 0.22%             | 2025-09-15      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                    | Citigroup Inc                                                                   | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  25361000 | PA      | $24532842.89  | 0.22%             | 2025-04-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AG4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |  81249000 | PA      | $81145867.39  | 0.73%             | 2023-03-10      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                  | Danske Bank A/S                                                                 | CUSIP: 23636AAW1<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  11630000 | PA      | $10794143.88  | 0.10%             | 2024-06-22      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                         | First-Citizens Bank & Trust Co                                                  | CUSIP: 125581HA9<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |  16597000 | PA      | $16382427.18  | 0.15%             | 2024-06-19      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                  | Danske Bank A/S                                                                 | CUSIP: 23636AAY7<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  31766000 | PA      | $31744624.02  | 0.28%             | 2023-12-08      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                   | CPS Auto Receivables Trust 2021-D                                               | CUSIP: 12658VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15243220 | PA      | $15032861.73  | 0.13%             | 2025-10-15      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                       | Apidos CLO XXIV                                                                 | CUSIP: 03759CAS9<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |  60000000 | PA      | $58937928.00  | 0.53%             | 2030-10-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                    | Citigroup Inc                                                                   | CUSIP: 172967LZ2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  56860000 | PA      | $56408577.66  | 0.51%             | 2024-06-01      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-15

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

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer