# EDGAR Filing Document

**Accession Number:** 0000911507
**File Stem:** 0001752724-23-009364
**Filing Date:** 2023-1
**Character Count:** 580256
**Document Hash:** 14877d26759110e2f6354fbfc867daca
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-009364.hdr.sgml**: 20230124

**ACCESSION NUMBER**: 0001752724-23-009364

**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:** 23546507

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

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

## Series and Classes Contracts Data

### Lord Abbett Short Duration Income Fund (Series ID: S000007279)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000019991 | Class I      | LLDYX           |
| C000019992 | Class A      | LALDX           |
| C000019994 | Class C      | LDLAX           |
| C000054891 | Class F      | LDLFX           |
| C000054892 | Class R2     | LDLQX           |
| C000054893 | Class R3     | LDLRX           |
| C000156626 | Class R4     | LDLKX           |
| C000156627 | Class R5     | LDLTX           |
| C000156628 | Class R6     | LDLVX           |
| C000188238 | Class F3     | LOLDX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** JERSEY CITY

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07302

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

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

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

- **b. EDGAR series identifier (if any):** S000007279

- **c. LEI of Series:** 0O8RLNVRD61T45VNF625

**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:** $51419129655.15

**Total Liabilities:** $901688067.77

**Net Assets:** $50517441587.38

**Delayed Delivery Securities:** $142792886.10

**Cash Not Reported:** $357450547.70

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -145830.32000000 | **1-Year:** -3163865.17000000 | **5-Year:** -2830595.47000000 | **10-Year:** -251732.67000000 | **30-Year:** -71670.04000000

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

- **3-Month:** -15738.96000000 | **1-Year:** -590013.22000000 | **5-Year:** -327959.68000000 | **10-Year:** -20645.84000000 | **30-Year:** -9075.55000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000054891 | -1.75%               | -0.20%               | 0.87%                |
| Class ID C000019994 | -1.79%               | -0.51%               | 1.06%                |
| Class ID C000156627 | -1.49%               | -0.45%               | 1.14%                |
| Class ID C000054892 | -1.79%               | -0.24%               | 1.09%                |
| Class ID C000054893 | -1.78%               | -0.49%               | 1.09%                |
| Class ID C000019991 | -1.74%               | -0.19%               | 0.87%                |
| Class ID C000156626 | -1.75%               | -0.21%               | 0.85%                |
| Class ID C000156628 | -1.73%               | -0.18%               | 0.88%                |
| Class ID C000019992 | -1.76%               | -0.21%               | 1.12%                |
| Class ID C000188238 | -1.73%               | -0.44%               | 1.14%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-73341273.19            | $-661155232.86                             |
| Month 2  | $-131786250.75           | $-94825299.65                              |
| Month 3  | $-76593968.32            | $511034034.11                              |

**Designated Index Information**

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

- **Index Identifier:** BC706T

### Schedule of Portfolio Investments

| Name                                                    | Title                                                                                                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Magnetite CLO Ltd                                       | Magnetite Xxix Ltd                                                                                                                         | CUSIP: 55955KAA2<br>LEI: 549300XSCWZTP19VRZ67 | Long             | ABS-CBDO         | CORP              | KY        |    79670000 | PA      | $77931858.73  | 0.15%             | 2034-01-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2021-A                                                                                                           | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    45515691 | PA      | $40135963.60  | 0.08%             | 2062-04-20      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2015-GC27                                                                                              | CUSIP: 17323CAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    98732053 | PA      | $2112836.31   | 0.00%             | 2048-02-10      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                  | Santander Drive Auto Receivables Trust 2022-6                                                                                              | CUSIP: 802918AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   113645000 | PA      | $112983756.57 | 0.22%             | 2025-05-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2013-GCJ14                                                                                                    | CUSIP: 36198FAE2<br>LEI: 549300ITVQSU1IHX4H03 | Long             | ABS-MBS          | CORP              | US        |    10000000 | PA      | $9871275.00   | 0.02%             | 2046-08-10      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                                                                                    | CUSIP: 05578QAD5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    53678000 | PA      | $51459006.77  | 0.10%             | 2025-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Calpine Corp                                            | Calpine Corp                                                                                                                               | CUSIP: 131347CK0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    32194000 | PA      | $30882657.90  | 0.06%             | 2026-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2022-3                                                                                                 | CUSIP: 30166YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    51653000 | PA      | $50681443.23  | 0.10%             | 2026-12-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                             | Lennar Corp                                                                                                                                | CUSIP: 526057BW3<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    15364000 | PA      | $15281595.19  | 0.03%             | 2023-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                        | AMC Networks Inc                                                                                                                           | CUSIP: 00164VAD5<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    11378000 | PA      | $10876797.96  | 0.02%             | 2024-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                | Ford Credit Auto Owner Trust 2018-REV1                                                                                                     | CUSIP: 34532RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    39589000 | PA      | $37797011.83  | 0.07%             | 2031-07-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                             | Rad CLO 15 Ltd                                                                                                                             | CUSIP: 750103AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    57860000 | PA      | $56476814.46  | 0.11%             | 2034-01-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                  | Mitsubishi UFJ Financial Group Inc                                                                                                         | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    58107000 | PA      | $57779884.90  | 0.11%             | 2025-09-12      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                    | Freeport-McMoRan Inc                                                                                                                       | CUSIP: 35671DAZ8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    26839000 | PA      | $26759422.37  | 0.05%             | 2023-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Estate Notes                  | Greystone CRE Notes 2021-FL3 Ltd                                                                                                           | CUSIP: 39809PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    98670000 | PA      | $93960246.07  | 0.19%             | 2039-07-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2017-SLP                                                                                                 | CUSIP: 36255MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11133758 | PA      | $10824343.93  | 0.02%             | 2032-10-10      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                            | CUSIP: 3138EPM68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4850772 | PA      | $4901283.43   | 0.01%             | 2041-01-01      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                            | Drive Auto Receivables Trust 2021-1                                                                                                        | CUSIP: 262108AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    39725000 | PA      | $38638549.06  | 0.08%             | 2027-06-15      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAD3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    47066000 | PA      | $45936998.21  | 0.09%             | 2024-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                     | Global Payments Inc                                                                                                                        | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    23181000 | PA      | $22562246.49  | 0.04%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                          | Long: SPPG055C1 CDS USD R F  1.50000 F_SPPG055C1 CMBX / Short: SPPG055C1 CDS USD P V 01MEVENT P_SPPG055C1 CMBX                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |    25000000 | OU      | $-63589.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                    | Verizon Master Trust                                                                                                                       | CUSIP: 92348KBC6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    89315000 | PA      | $89232419.35  | 0.18%             | 2027-11-22      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| PDC Energy Inc                                          | PDC Energy Inc                                                                                                                             | CUSIP: 69327RAG6<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |    16511000 | PA      | $16427702.01  | 0.03%             | 2024-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XBW5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    35702000 | PA      | $35112037.30  | 0.07%             | 2024-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2021-3                                                                                                 | CUSIP: 30166AAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    40830000 | PA      | $34648901.45  | 0.07%             | 2028-12-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                                                                              | CUSIP: 46645WAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   155900000 | PA      | $604969.95    | 0.00%             | 2033-07-05      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                | Santander UK Group Holdings PLC                                                                                                            | CUSIP: 80281LAN5<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    13611000 | PA      | $12633807.65  | 0.03%             | 2025-03-15      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                                       | Mountain View CLO 2017-1 LLC                                                                                                               | CUSIP: 62432HAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    36501623 | PA      | $35251093.82  | 0.07%             | 2029-10-16      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2021-3                                                                                                          | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    39377688 | PA      | $31925357.95  | 0.06%             | 2066-06-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                      | Aqua Finance Trust 2021-A                                                                                                                  | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    79367998 | PA      | $72535182.83  | 0.14%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                         | Prestige Auto Receivables Trust 2022-1                                                                                                     | CUSIP: 74113RAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    22620000 | PA      | $22554813.68  | 0.04%             | 2026-05-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                                                                                       | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    28258000 | PA      | $25149271.30  | 0.05%             | 2026-04-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                           | Citigroup Inc                                                                                                                              | CUSIP: 172967KG5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    17120000 | PA      | $16441524.13  | 0.03%             | 2026-01-12      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                       | Hyatt Hotels Corp                                                                                                                          | CUSIP: 448579AN2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    39327000 | PA      | $36870661.54  | 0.07%             | 2024-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                 | American Electric Power Co Inc                                                                                                             | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    36211000 | PA      | $34809544.86  | 0.07%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2021-INV1Trust                                                                                                                        | CUSIP: 12661XBC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13337870 | PA      | $12130526.08  | 0.02%             | 2056-07-25      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| BAFFINLAND IRON CORP/LP                                 | Baffinland Iron Mines Corp / Baffinland Iron Mines LP                                                                                      | CUSIP: 056623AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    13849000 | PA      | $12926701.33  | 0.03%             | 2026-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                    | Freeport-McMoRan Inc                                                                                                                       | CUSIP: 35671DBL8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    50600000 | PA      | $50058074.00  | 0.10%             | 2024-11-14      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                 | GA Global Funding Trust                                                                                                                    | CUSIP: 36143L2J3<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    58346000 | PA      | $55871678.00  | 0.11%             | 2025-04-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                      | Ally Financial Inc                                                                                                                         | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   142452000 | PA      | $140636784.02 | 0.28%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2014-UBS6 Mortgage Trust                                                                                                              | CUSIP: 12592PBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16942045 | PA      | $16256949.36  | 0.03%             | 2047-12-10      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC Trust 2017-PFHP                                                                                                                       | CUSIP: 12595KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18561000 | PA      | $18320208.15  | 0.04%             | 2030-12-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| FIDELITY & GUARANTY LIFE                                | Fidelity & Guaranty Life Holdings Inc                                                                                                      | CUSIP: 315786AC7<br>LEI: 549300WCR5QBFH98VZ75 | Long             | DBT              | CORP              | US        |    49979000 | PA      | $49582087.77  | 0.10%             | 2025-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                | Take-Two Interactive Software Inc                                                                                                          | CUSIP: 874054AE9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    30333000 | PA      | $29539001.88  | 0.06%             | 2024-03-28      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                            | CUSIP: 3138EHVB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2097663 | PA      | $2120350.21   | 0.00%             | 2038-09-01      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage Trust                      | Ready Capital Mortgage Trust 2019-5                                                                                                        | CUSIP: 75575MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1686088 | PA      | $1659490.62   | 0.00%             | 2052-02-25      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                        | GREYWOLF CLO VII Ltd                                                                                                                       | CUSIP: 39809AAA6<br>LEI: 5493005EEKUYF0Q6Z361 | Long             | ABS-CBDO         | CORP              | KY        |    37250000 | PA      | $36561748.14  | 0.07%             | 2031-10-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                 | DCP Midstream Operating LP                                                                                                                 | CUSIP: 23311VAG2<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    17607000 | PA      | $17410993.24  | 0.03%             | 2025-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                            | CUSIP: 31403CXF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4518224 | PA      | $4531461.20   | 0.01%             | 2035-12-01      | Floating      | 2.73%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                            | AES Corp/The                                                                                                                               | CUSIP: 00130HCB9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    75993000 | PA      | $71273862.82  | 0.14%             | 2025-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KEY COMMERCIAL MORTGAGE TRUST 2019-S2                   | Key Commercial Mortgage Securities Trust 2019-S2                                                                                           | CUSIP: 49307XAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   117001205 | PA      | $7180231.73   | 0.01%             | 2052-06-15      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    70417000 | PA      | $67653093.32  | 0.13%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LP                                                                                                             | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   120899000 | PA      | $103564658.55 | 0.21%             | 2027-12-27      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | J.P. Morgan Chase Commercial Mortgage SecuritiesTrust 2018-MINN                                                                            | CUSIP: 46650GAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8746000 | PA      | $8223697.01   | 0.02%             | 2035-11-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                  | Mitsubishi UFJ Financial Group Inc                                                                                                         | CUSIP: 606822CA0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     5000000 | PA      | $4591216.75   | 0.01%             | 2025-10-11      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    79656000 | PA      | $77123666.46  | 0.15%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Palisades Center Trust                                  | Palisades Center Trust 2016-PLSD                                                                                                           | CUSIP: 69640GAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    34071926 | PA      | $16865603.37  | 0.03%             | 2033-04-13      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 55 CLO Ltd                                                                                                                          | CUSIP: 26245MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    20170207 | PA      | $19914942.74  | 0.04%             | 2031-04-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                    | Glencore Funding LLC                                                                                                                       | CUSIP: 378272AF5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    87965000 | PA      | $87350854.76  | 0.17%             | 2023-05-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2016-GS2                                                                                                      | CUSIP: 36252TAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    28917000 | PA      | $26707639.99  | 0.05%             | 2049-05-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GWU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    47398000 | PA      | $47446407.58  | 0.09%             | 2023-02-23      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                  | Santander Drive Auto Receivables Trust 2022-5                                                                                              | CUSIP: 80287HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    57145000 | PA      | $56732447.39  | 0.11%             | 2025-01-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                  | Santander Holdings USA Inc                                                                                                                 | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    35038000 | PA      | $30423411.31  | 0.06%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                   | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |           1 | NC      | $-16092330.95 | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage Trust                      | ReadyCap Commercial Mortgage Trust 2019-6                                                                                                  | CUSIP: 75575QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20120683 | PA      | $18546209.37  | 0.04%             | 2052-10-25      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                             | Aker BP ASA                                                                                                                                | CUSIP: 55037AAA6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    96528000 | PA      | $85027233.22  | 0.17%             | 2026-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                        | Bain Capital Credit CLO 2019-2                                                                                                             | CUSIP: 05682LAJ6<br>LEI: 549300WZ8E2KQS66KT95 | Long             | ABS-CBDO         | CORP              | KY        |    25950000 | PA      | $25385581.79  | 0.05%             | 2032-10-17      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                 | Fidelity National Information Services Inc                                                                                                 | CUSIP: 31620MBV7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    24339000 | PA      | $23998917.72  | 0.05%             | 2025-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd         | Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd                                                                                     | CUSIP: 03880KAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    18530000 | PA      | $17868945.77  | 0.04%             | 2034-08-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                            | CUSIP: 3138EJSF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      716928 | PA      | $720925.25    | 0.00%             | 2038-06-01      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                  | HAT Holdings I LLC / HAT Holdings II LLC                                                                                                   | CUSIP: 418751AB9<br>LEI: N/A                  | Long             | DBT              |  | US        |    19225000 | PA      | $18598841.75  | 0.04%             | 2025-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Non Gold Pool                                                                                                                  | CUSIP: 3128Q3RJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2296039 | PA      | $2348024.97   | 0.00%             | 2035-12-01      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2022-PSB                                                                                                                          | CUSIP: 05606DAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    54511148 | PA      | $54107215.39  | 0.11%             | 2039-08-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2021-5                                                                                                          | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    34265094 | PA      | $27505968.68  | 0.05%             | 2066-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| EQUS 2021-EQAZ Mortgage Trust                           | EQUS 2021-EQAZ Mortgage Trust                                                                                                              | CUSIP: 29478JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4449911 | PA      | $4204200.52   | 0.01%             | 2038-10-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO IV Ltd                                                                                                         | CUSIP: 08180FBG5<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-CBDO         | CORP              | KY        |    77740000 | PA      | $76269545.57  | 0.15%             | 2032-01-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2015-PC1 Mortgage Trust                                                                                                               | CUSIP: 12593GAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    45504000 | PA      | $43570912.72  | 0.09%             | 2050-07-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                           | Long: SPH0028J4 CDS USD R F  1.50000 F_SPH0028J4 CMBX / Short: SPH0028J4 CDS USD P V 01MEVENT P_SPH0028J4 CMBX                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |     2900236 | OU      | $-121048.62   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden Senior Loan Fund                                                                                                                    | CUSIP: 26245EAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    85350259 | PA      | $84469382.51  | 0.17%             | 2028-04-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                 | HCA Inc                                                                                                                                    | CUSIP: 404119BQ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   193688000 | PA      | $193422688.11 | 0.38%             | 2025-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                 | Australia & New Zealand Banking Group Ltd                                                                                                  | CUSIP: 052528AK2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    25108000 | PA      | $23957512.77  | 0.05%             | 2026-05-19      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                            | Atrium Hotel Portfolio Trust 2018-ATRM                                                                                                     | CUSIP: 04965KAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    28355000 | PA      | $26847200.19  | 0.05%             | 2035-06-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2021-DNA6                                                                                                    | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27070000 | PA      | $25358036.35  | 0.05%             | 2041-10-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                                                                                  | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    49775000 | PA      | $50032834.50  | 0.10%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                                    | CUSIP: 44891ABR7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    99441000 | PA      | $94318208.38  | 0.19%             | 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        |     7900000 | PA      | $7938704.47   | 0.02%             | 2024-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17                                                                                | CUSIP: 61763UAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5784540 | PA      | $5604175.52   | 0.01%             | 2047-08-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                                                                             | CUSIP: 46642MAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20772000 | PA      | $4141847.48   | 0.01%             | 2027-06-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Non Gold Pool                                                                                                                  | CUSIP: 31300MAU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1564404 | PA      | $1585628.46   | 0.00%             | 2041-06-01      | Floating      | 3.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Non Gold Pool                                                                                                                  | CUSIP: 31300LWH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3195490 | PA      | $3213348.14   | 0.01%             | 2037-04-01      | Floating      | 3.03%                 | No            |                  2 | On Loan: No      |
| Kemper Corp                                             | Kemper Corp                                                                                                                                | CUSIP: 488401AB6<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    25199000 | PA      | $24705160.58  | 0.05%             | 2025-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                         | Prestige Auto Receivables Trust 2022-1                                                                                                     | CUSIP: 74113RAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    66650000 | PA      | $66534595.53  | 0.13%             | 2025-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing LLC                                                                                                                | CUSIP: 42806MAA7<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    91200000 | PA      | $83688667.68  | 0.17%             | 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        |    39505000 | PA      | $38064924.63  | 0.08%             | 2023-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES                                                                         | CUSIP: 46651CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6460000 | PA      | $6215237.64   | 0.01%             | 2032-05-05      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Non Gold Pool                                                                                                                  | CUSIP: 31300LV85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1348652 | PA      | $1363061.41   | 0.00%             | 2035-09-01      | Floating      | 3.45%                 | No            |                  2 | On Loan: No      |
| Aimco                                                   | AIMCO CLO Series 2018-B                                                                                                                    | CUSIP: 00900PAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    69000000 | PA      | $67794118.74  | 0.13%             | 2032-01-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Waikiki Beach Hotel Trust                               | WAIKIKI BEACH HOTEL TRUST 2019-WBM                                                                                                         | CUSIP: 93065PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    49800000 | PA      | $48040436.52  | 0.10%             | 2033-12-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Signify Health, LLC                                     | Signify Health, LLC 2021 Term Loan B                                                                                                       | CUSIP: 82671JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    29196050 | PA      | $28983210.79  | 0.06%             | 2028-06-22      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                   | Ammc Clo 19 Ltd                                                                                                                            | CUSIP: 00176PAN2<br>LEI: 549300MYS7FLQJZMYD18 | Long             | ABS-CBDO         | CORP              | KY        |    13000000 | PA      | $12752257.44  | 0.03%             | 2028-10-16      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital CLO 4-R Ltd                                                                                                              | CUSIP: 03328LAA0<br>LEI: 549300MP4QPQUMB6AD63 | Long             | ABS-CBDO         | CORP              | KY        |    40048590 | PA      | $39393625.22  | 0.08%             | 2031-01-28      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                              | GLS Auto Receivables Issuer Trust 2022-3                                                                                                   | CUSIP: 38014QAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    35880000 | PA      | $35579842.27  | 0.07%             | 2026-05-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                      | Viterra Finance BV                                                                                                                         | CUSIP: 92852LAC3<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |    36422000 | PA      | $34085210.01  | 0.07%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Waikiki Beach Hotel Trust                               | WAIKIKI BEACH HOTEL TRUST 2019-WBM                                                                                                         | CUSIP: 93065PAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    22200000 | PA      | $21044603.22  | 0.04%             | 2033-12-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                         | Danske Bank A/S                                                                                                                            | CUSIP: 23636AAV3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   137918000 | PA      | $128631572.82 | 0.25%             | 2025-12-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                                                                                    | CUSIP: 05578QAB9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     5000000 | PA      | $4905299.55   | 0.01%             | 2024-07-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                                                                               | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    82247000 | PA      | $77329863.11  | 0.15%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GZJ6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    77022000 | PA      | $75655877.73  | 0.15%             | 2025-01-24      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                              | Hasbro Inc                                                                                                                                 | CUSIP: 418056AX5<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    21329000 | PA      | $20423073.12  | 0.04%             | 2024-11-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS 2019-BWAY Mortgage Trust                                                                                                             | CUSIP: 05492NAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    26023000 | PA      | $24193976.05  | 0.05%             | 2034-11-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                                                                           | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    58311000 | PA      | $53460547.57  | 0.11%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                            | Barclays PLC                                                                                                                               | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    10192000 | PA      | $9351615.68   | 0.02%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                 | Dell International LLC / EMC Corp                                                                                                          | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    19101000 | PA      | $18900417.72  | 0.04%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                                  | Credit Suisse AG/New York NY                                                                                                               | CUSIP: 22546QAP2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |     5668000 | PA      | $5217342.70   | 0.01%             | 2024-09-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                  | Standard Chartered PLC                                                                                                                     | CUSIP: 853254BY5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   100594000 | PA      | $94101805.08  | 0.19%             | 2025-01-12      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| PELABUHAN INDO PERSERO                                  | Pelabuhan Indonesia Persero PT                                                                                                             | CUSIP: 69370TAB9<br>LEI: 254900Y6SH3NRN1A8R64 | Long             | DBT              | CORP              | ID        |    20485000 | PA      | $20367825.80  | 0.04%             | 2023-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SPECIALTY BUILDING PRODU                                | Specialty Building Products Holdings LLC / SBP Finance Corp                                                                                | CUSIP: 84749AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    23956000 | PA      | $19829825.27  | 0.04%             | 2026-09-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2015-GS1                                                                                                      | CUSIP: 36252AAE6<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |    89892257 | PA      | $1681947.06   | 0.00%             | 2048-11-10      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2015-420                                                                                                    | CUSIP: 61765BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    22755595 | PA      | $21286511.61  | 0.04%             | 2050-10-12      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                            | Upstart Securitization Trust 2021-5                                                                                                        | CUSIP: 91679JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    33949442 | PA      | $32403320.28  | 0.06%             | 2031-11-20      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2020-NQM1                                                                                              | CUSIP: 64830VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6810790 | PA      | $6141072.62   | 0.01%             | 2060-01-26      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                     | Starwood Mortgage Residential Trust 2021-2                                                                                                 | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8360689 | PA      | $7741301.23   | 0.02%             | 2065-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Waikiki Beach Hotel Trust                               | WAIKIKI BEACH HOTEL TRUST 2019-WBM                                                                                                         | CUSIP: 93065PAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    31700000 | PA      | $30294951.39  | 0.06%             | 2033-12-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                      | BSPRT 2019-FL5 Issuer Ltd                                                                                                                  | CUSIP: 05587TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2139506 | PA      | $2140997.94   | 0.00%             | 2029-05-15      | Floating      | 5.03%                 | 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        |     9583596 | PA      | $9553545.54   | 0.02%             | 2024-04-22      | Fixed         | 0.29%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                      | CNO Global Funding                                                                                                                         | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    29008000 | PA      | $25571256.89  | 0.05%             | 2026-10-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                   | Bread Financial Holdings Inc                                                                                                               | CUSIP: 018581AL2<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    57232000 | PA      | $49030368.24  | 0.10%             | 2026-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                                                                                   | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   103028000 | PA      | $103463293.30 | 0.20%             | 2025-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust                              | Hudsons Bay Simon JV Trust 2015-HBS                                                                                                        | CUSIP: 44422PAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   171661000 | PA      | $22932.19     | 0.00%             | 2034-08-05      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                    | Bank of America Corp                                                                                                                       | CUSIP: 06051GFP9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    97385000 | PA      | $95241166.61  | 0.19%             | 2025-04-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                        | WFRBS Commercial Mortgage Trust 2014-C22                                                                                                   | CUSIP: 92890KBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    37769102 | PA      | $246367.85    | 0.00%             | 2057-09-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                           | Citigroup Inc                                                                                                                              | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    17272000 | PA      | $16302687.93  | 0.03%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| SABLE BIGHORN LLC UNITS                                 | SABLE BIGHORN LLC UNITS                                                                                                                    | CUSIP: 000000000<br>LEI: 254900IEQ8586NMY0F81 | Long             | EC               | CORP              | US        |       18695 | NS      | $54907.22     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EQT Corp                                                | EQT Corp                                                                                                                                   | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    48500000 | PA      | $44954730.51  | 0.09%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust                  | UBS-Barclays Commercial Mortgage Trust 2013-C5                                                                                             | CUSIP: 90270YAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    64934374 | PA      | $1318.17      | 0.00%             | 2046-03-10      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                            | CUSIP: 31410KRJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      767115 | PA      | $769909.47    | 0.00%             | 2036-11-01      | Floating      | 3.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Non Gold Pool                                                                                                                  | CUSIP: 3128S5J21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1758210 | PA      | $1777745.26   | 0.00%             | 2037-05-01      | Floating      | 3.46%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2021-ARIA                                                                                                                         | CUSIP: 05608RAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    69150000 | PA      | $60842934.44  | 0.12%             | 2036-10-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                | Devon Energy Corp                                                                                                                          | CUSIP: 25179MBC6<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    74848000 | PA      | $74966184.99  | 0.15%             | 2024-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                        | Planet Fitness Master Issuer LLC                                                                                                           | CUSIP: 72703PAB9<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    18200390 | PA      | $17068200.16  | 0.03%             | 2048-09-05      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                                    | Oceaneering International Inc                                                                                                              | CUSIP: 675232AA0<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    28663000 | PA      | $27823317.42  | 0.06%             | 2024-11-15      | Fixed         | 4.65%                 | 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        |   174810032 | PA      | $164068864.49 | 0.32%             | 2041-12-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2021-RISE                                                                                                                         | CUSIP: 12434EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    90700000 | PA      | $86467266.82  | 0.17%             | 2036-11-15      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| NYO Commercial Mortgage Trust                           | NYO Commercial Mortgage Trust 2021-1290                                                                                                    | CUSIP: 62955HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    78460000 | PA      | $72811970.59  | 0.14%             | 2038-11-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| MTK Mortgage Trust                                      | MTK 2021-GRNY Mortgage Trust                                                                                                               | CUSIP: 55379DAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9458500 | PA      | $9008908.74   | 0.02%             | 2038-12-15      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                           | Aircastle Ltd                                                                                                                              | CUSIP: 00928QAR2<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    52900000 | PA      | $52356266.29  | 0.10%             | 2023-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust              | JPMBB Commercial Mortgage Securities Trust 2013-C12                                                                                        | CUSIP: 46639NAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    97073474 | PA      | $73416.67     | 0.00%             | 2045-07-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                           | Long: SPMK01MF8 CDS USD R F  1.50000 SPMK01MF8_FEE CMBX / Short: SPMK01MF8 CDS USD P V 01MEVENT SPMK01MF8_PRO CMBX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |     1450118 | OU      | $-60524.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: SP9U183H2 CDS USD R F  5.00000 F_SP9U183H2 CCPCORPORATE / Short: SP9U183H2 CDS USD P V 03MEVENT P_SP9U183H2 CCPCORPORATE             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    50000000 | OU      | $2074878.50   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2016-C34                                                                                             | CUSIP: 95000DBG5<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |   118634402 | PA      | $5276193.86   | 0.01%             | 2049-06-15      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Non Gold Pool                                                                                                                  | CUSIP: 31300LKM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      307617 | PA      | $306922.62    | 0.00%             | 2040-12-01      | Floating      | 3.39%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397ZQ9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   157148000 | PA      | $155552162.06 | 0.31%             | 2024-03-18      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PFP III                                                 | PFP 2019-6 Ltd                                                                                                                             | CUSIP: 69346WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    29378935 | PA      | $28810061.95  | 0.06%             | 2037-04-14      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                  | Lendmark Funding Trust 2021-2                                                                                                              | CUSIP: 52604DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   137050000 | PA      | $113883081.71 | 0.23%             | 2032-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DCP RIGHTS, LLC                                         | DCP RIGHTS, LLC                                                                                                                            | CUSIP: 82539LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   186000000 | PA      | $186338849.22 | 0.37%             | 2024-01-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                    | Deephaven Residential Mortgage Trust 2021-3                                                                                                | CUSIP: 24381VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    56473692 | PA      | $46658875.01  | 0.09%             | 2066-08-25      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH | Louisiana Local Government Environmental Facilities & Community Development Auth                                                           | CUSIP: 54627RAL4<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    23912000 | PA      | $23201234.93  | 0.05%             | 2029-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2018-PTC                                                                              | CUSIP: 46649GAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10408000 | PA      | $9500167.40   | 0.02%             | 2031-04-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                        | Bank of Montreal                                                                                                                           | CUSIP: 06368LAP1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    81709000 | PA      | $80698785.06  | 0.16%             | 2024-09-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                         | CSAIL 2016-C6 Commercial Mortgage Trust                                                                                                    | CUSIP: 12636MAG3<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |   131368840 | PA      | $6259948.56   | 0.01%             | 2049-01-15      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                | Lloyds Banking Group PLC                                                                                                                   | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    18348000 | PA      | $17448383.98  | 0.03%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                    | Bank of America Corp                                                                                                                       | CUSIP: 06051GHF9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   108010000 | PA      | $107476289.11 | 0.21%             | 2024-03-05      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                    | Bank of America Corp                                                                                                                       | CUSIP: 06051GGT0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    45485000 | PA      | $43424134.24  | 0.09%             | 2025-10-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2014-UBS5 Mortgage Trust                                                                                                              | CUSIP: 12592KBC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    25610000 | PA      | $24705969.56  | 0.05%             | 2047-09-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| KKR Industrial Portfolio Trust                          | KKR Industrial Portfolio Trust 2021-KDIP                                                                                                   | CUSIP: 48254CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15437439 | PA      | $14838106.49  | 0.03%             | 2037-12-15      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2014-GC18                                                                                                     | CUSIP: 36252RAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13252225 | PA      | $12935854.63  | 0.03%             | 2047-01-10      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                            | CUSIP: 31419AZ42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2703402 | PA      | $2737791.23   | 0.01%             | 2040-12-01      | Floating      | 3.47%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                    | Targa Resources Corp                                                                                                                       | CUSIP: 87613LM14<br>LEI: 5493003QENHHS261UR94 | Long             | STIV             | CORP              | US        |    40000000 | PA      | $40000000.00  | 0.08%             | 2022-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                                                                                 | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    34382000 | PA      | $30110487.94  | 0.06%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2020-C7                                                                                                               | CUSIP: 05492VAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13250000 | PA      | $12236506.18  | 0.02%             | 2053-04-15      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                 | BDS 2021-FL10 Ltd                                                                                                                          | CUSIP: 05493FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    74240000 | PA      | $71951011.53  | 0.14%             | 2036-06-16      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                 | SCF Equipment Leasing 2021-1 LLC                                                                                                           | CUSIP: 783897AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14900000 | PA      | $13430608.19  | 0.03%             | 2029-08-20      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                | Santander UK Group Holdings PLC                                                                                                            | CUSIP: 80281LAH8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    60653000 | PA      | $60523681.13  | 0.12%             | 2024-01-05      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                                                                               | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    44123000 | PA      | $40705395.23  | 0.08%             | 2026-05-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Irvine Core Office Trust                                | Irvine Core Office Trust 2013-IRV                                                                                                          | CUSIP: 46361TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3553034 | PA      | $3525000.80   | 0.01%             | 2048-05-15      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                       | Magnetite XXII Ltd                                                                                                                         | CUSIP: 55954HAL6<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |    47750000 | PA      | $46776961.96  | 0.09%             | 2031-04-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| PERIMETER MASTER NOTE BUSINE                            | PERIMETER MASTER NOTE BUSINE                                                                                                               | CUSIP: 71384PAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    90000000 | PA      | $83240820.00  | 0.16%             | 2027-05-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| One Bryant Park Trust                                   | One Bryant Park Trust 2019-OBP                                                                                                             | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3520000 | PA      | $2900652.48   | 0.01%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Corp Series 2019-PCC                                                                        | CUSIP: 46651KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    39509392 | PA      | $39285969.86  | 0.08%             | 2029-09-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                                       | CUSIP: 85172FAF6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    25423000 | PA      | $25452236.45  | 0.05%             | 2023-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Life Financial Services Trust                           | Life 2022-BMR Mortgage Trust                                                                                                               | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    74820000 | PA      | $72714946.78  | 0.14%             | 2039-05-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                  | Mitsubishi UFJ Financial Group Inc                                                                                                         | CUSIP: 606822CH5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    99237000 | PA      | $98251875.29  | 0.19%             | 2025-07-18      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2021-NQM5 Trust                                                                                                                       | CUSIP: 22946DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13024064 | PA      | $9911317.74   | 0.02%             | 2066-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                             | ONE Gas Inc                                                                                                                                | CUSIP: 68235PAJ7<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    10308000 | PA      | $10285422.90  | 0.02%             | 2023-03-11      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2012-CCRE3 Mortgage Trust                                                                                                             | CUSIP: 12624PAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7449000 | PA      | $6743585.66   | 0.01%             | 2045-10-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                                                                                   | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   137126000 | PA      | $136335609.85 | 0.27%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities                  | Natixis Commercial Mortgage Securities Trust 2018-285M                                                                                     | CUSIP: 63874FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    47581000 | PA      | $45366927.60  | 0.09%             | 2032-11-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                    | Bank of America Corp                                                                                                                       | CUSIP: 06051GHL6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   128784000 | PA      | $127472024.59 | 0.25%             | 2024-07-23      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| GREENKO DUTCH BV                                        | Greenko Dutch BV                                                                                                                           | CUSIP: 39530LAD2<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |    30892340 | PA      | $26721874.10  | 0.05%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2013-CCRE6 Mortgage Trust                                                                                                             | CUSIP: 12624XAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2851461 | PA      | $2842899.58   | 0.01%             | 2046-03-10      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                      | Energy Transfer LP                                                                                                                         | CUSIP: 29277FM24<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | STIV             | CORP              | US        |    16516000 | PA      | $16513866.63  | 0.03%             | 2022-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2010-C1 Mortgage Trust                                                                                                                | CUSIP: 12622DAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11419838 | PA      | $11086978.64  | 0.02%             | 2046-07-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                                                                                | CUSIP: 61766EBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18050000 | PA      | $16811344.02  | 0.03%             | 2049-05-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                | Ford Credit Auto Owner Trust 2018-REV2                                                                                                     | CUSIP: 34528HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    97245000 | PA      | $95982370.92  | 0.19%             | 2030-01-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                      | Ellington Financial Mortgage Trust 2017-1                                                                                                  | CUSIP: 31574XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6055274 | PA      | $4795440.06   | 0.01%             | 2066-02-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                      | F&G Global Funding                                                                                                                         | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    29365000 | PA      | $26136489.45  | 0.05%             | 2026-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Corp Series 2019-MARG                                                                       | CUSIP: 56658LAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7900000 | PA      | $7597153.18   | 0.02%             | 2034-05-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | CPS Auto Receivables Trust 2020-A                                                                                                          | CUSIP: 12597JAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11448000 | PA      | $11135436.40  | 0.02%             | 2025-12-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                | Ford Credit Auto Owner Trust 2021-REV1                                                                                                     | CUSIP: 345340AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    76875000 | PA      | $68355881.63  | 0.14%             | 2033-10-17      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                            | CUSIP: 31416BPU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      271403 | PA      | $270237.34    | 0.00%             | 2038-03-01      | Floating      | 2.58%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                          | EPR Properties                                                                                                                             | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    38479000 | PA      | $33408198.13  | 0.07%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                | Comision Federal de Electricidad                                                                                                           | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     9768000 | PA      | $9069978.72   | 0.02%             | 2027-02-23      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                                                                                      | CUSIP: 89788MAH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   105821000 | PA      | $103950330.22 | 0.21%             | 2026-07-28      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                         | Danske Bank A/S                                                                                                                            | CUSIP: 23636AAZ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    46515000 | PA      | $40401409.82  | 0.08%             | 2026-09-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                            | CUSIP: 3138EHY55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      855020 | PA      | $854648.50    | 0.00%             | 2038-08-01      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2016-UB11                                                                                                   | CUSIP: 61767FBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    68818559 | PA      | $2884220.23   | 0.01%             | 2049-08-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2022-LBA6                                                                                                                         | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    54750000 | PA      | $52517667.30  | 0.10%             | 2039-01-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                                                                                 | CUSIP: 14040HCL7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    49606000 | PA      | $48516333.27  | 0.10%             | 2024-12-06      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                                                                                | CUSIP: 61766RBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   228669644 | PA      | $8473810.99   | 0.02%             | 2049-11-15      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | UBS AG                                                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    97473000 | PA      | $95926006.02  | 0.19%             | 2024-05-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CROWNROCK LP/CROWNROCK F                                | CrownRock LP / CrownRock Finance Inc                                                                                                       | CUSIP: 228701AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   120328000 | PA      | $117636262.64 | 0.23%             | 2025-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                        | Great Wolf Trust 2019-WOLF                                                                                                                 | CUSIP: 39152TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    66195939 | PA      | $63152627.04  | 0.13%             | 2036-12-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                   | Toronto-Dominion Bank/The                                                                                                                  | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    58711000 | PA      | $58130993.44  | 0.12%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                      | Wind River 2013-1 CLO Ltd                                                                                                                  | CUSIP: 97316FAA9<br>LEI: 549300HNMTL6LADXI169 | Long             | ABS-CBDO         | CORP              | KY        |   123365073 | PA      | $121513600.16 | 0.24%             | 2030-07-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                          | Air Lease Corp                                                                                                                             | CUSIP: 00914AAA0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    14901000 | PA      | $14641448.12  | 0.03%             | 2024-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                   | Bread Financial Holdings Inc                                                                                                               | CUSIP: 018581AK4<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    86014000 | PA      | $74974243.30  | 0.15%             | 2024-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | CARLYLE US CLO 2019-1 LTD                                                                                                                  | CUSIP: 14316BAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   134350000 | PA      | $131580740.18 | 0.26%             | 2031-04-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                | Svenska Handelsbanken AB                                                                                                                   | CUSIP: 86959LAJ2<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    60474000 | PA      | $58621027.66  | 0.12%             | 2025-06-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                        | WFRBS Commercial Mortgage Trust 2013-C13                                                                                                   | CUSIP: 92937UAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   202742723 | PA      | $138331.36    | 0.00%             | 2045-05-15      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| ELP 2021-ELP                                            | ELP Commercial Mortgage Trust 2021-ELP                                                                                                     | CUSIP: 26863LAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    24200000 | PA      | $22450100.42  | 0.04%             | 2038-11-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-ICON                                                                           | CUSIP: 46650RAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13737000 | PA      | $13108957.82  | 0.03%             | 2034-01-05      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| KEY COMMERCIAL MORTGAGE TRUST 2019-S2                   | Key Commercial Mortgage Securities Trust 2019-S2                                                                                           | CUSIP: 49307XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6337901 | PA      | $6060598.03   | 0.01%             | 2052-06-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | Long: SPKS020Y4 CDS USD R F  2.00000 SPKS020Y4_FEE CMBX / Short: SPKS020Y4 CDS USD P V 01MEVENT SPKS020Y4_PRO CMBX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |    25000000 | OU      | $-1478097.92  | -0.00%            |  |  |  | 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        |    30191000 | PA      | $29216911.54  | 0.06%             | 2025-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                | Microchip Technology Inc                                                                                                                   | CUSIP: 595017AZ7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   126267000 | PA      | $123510189.86 | 0.24%             | 2023-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| TCI-Flatiron CLO Ltd                                    | TCI-Flatiron Clo 2018-1 Ltd                                                                                                                | CUSIP: 87232AAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    32300000 | PA      | $31670039.53  | 0.06%             | 2032-01-29      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| HMH Trust                                               | HMH Trust 2017-NSS                                                                                                                         | CUSIP: 40390AAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16116000 | PA      | $15197618.46  | 0.03%             | 2031-07-05      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                  | Santander Holdings USA Inc                                                                                                                 | CUSIP: 80282KAW6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    33117000 | PA      | $32149745.49  | 0.06%             | 2024-06-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust 2022-LPFL                 | MTN Commercial Mortgage Trust 2022-LPFL                                                                                                    | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    46434000 | PA      | $44773287.99  | 0.09%             | 2039-03-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                                 | Nissan Auto Lease Trust 2020-B                                                                                                             | CUSIP: 65480EAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8496935 | PA      | $8473416.27   | 0.02%             | 2023-10-16      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                    | National Fuel Gas Co                                                                                                                       | CUSIP: 636180BM2<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     9650000 | PA      | $9622887.26   | 0.02%             | 2025-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                | Cheniere Corpus Christi Holdings LLC                                                                                                       | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   176876000 | PA      | $177791124.59 | 0.35%             | 2025-03-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                 | Capital One Multi-Asset Execution Trust                                                                                                    | CUSIP: 14041NGB1<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    95105000 | PA      | $95602513.28  | 0.19%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                | Sabine Pass Liquefaction LLC                                                                                                               | CUSIP: 785592AD8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   101372000 | PA      | $101365330.74 | 0.20%             | 2023-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                               | MSBAM Commercial Mortgage Securities Trust 2012-CKSV                                                                                       | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14966600 | PA      | $12194036.94  | 0.02%             | 2030-10-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CenturyLink, Inc.                                       | CenturyLink, Inc. 2020 Term Loan A                                                                                                         | CUSIP: 15669GAF1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   124307014 | PA      | $121807821.29 | 0.24%             | 2025-01-31      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2014-CCRE19 Mortgage Trust                                                                                                            | CUSIP: 12592GBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    68475002 | PA      | $794262.09    | 0.00%             | 2047-08-10      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                 | Structured Asset Securities Corp Series 2006-3H                                                                                            | CUSIP: 86359DYL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1816450 | PA      | $1719211.75   | 0.00%             | 2035-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                   | Ammc Clo 19 Ltd                                                                                                                            | CUSIP: 00176PAL6<br>LEI: 549300MYS7FLQJZMYD18 | Long             | ABS-CBDO         | CORP              | KY        |    29854271 | PA      | $29565712.75  | 0.06%             | 2028-10-16      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                | Sabine Pass Liquefaction LLC                                                                                                               | CUSIP: 785592AJ5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   134798000 | PA      | $135047601.41 | 0.27%             | 2024-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                                   | CUSIP: 38378XX30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2297903 | PA      | $2210552.03   | 0.00%             | 2050-04-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                            | CUSIP: 3138EHSG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2164063 | PA      | $2172509.59   | 0.00%             | 2039-03-01      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                                                                                | CUSIP: 61766EBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   109657362 | PA      | $4172703.85   | 0.01%             | 2049-05-15      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                              | Affirm Asset Securitization Trust 2021-B                                                                                                   | CUSIP: 00834DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    89250000 | PA      | $84152584.43  | 0.17%             | 2026-08-17      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                                          | Romark CLO Ltd                                                                                                                             | CUSIP: 77587UAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    57250000 | PA      | $56214273.08  | 0.11%             | 2030-10-23      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                      | Discover Card Execution Note Trust                                                                                                         | CUSIP: 254683CX1<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |   123665000 | PA      | $124333063.06 | 0.25%             | 2027-10-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company, Inc.                 | Hilton Domestic Operating Company, Inc. 2019 Term Loan B2                                                                                  | CUSIP: 43289DAH6<br>LEI: 549300406TN7EY0NPH20 | Long             | LON              | CORP              | US        |    60528230 | PA      | $60148112.48  | 0.12%             | 2026-06-22      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                   | Westlake Automobile Receivables Trust 2019-2                                                                                               | CUSIP: 96041LAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    20976620 | PA      | $20923792.69  | 0.04%             | 2024-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                  | Credit Suisse Group AG                                                                                                                     | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    42530000 | PA      | $35841359.21  | 0.07%             | 2026-06-05      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                     | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PAP1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    29056000 | PA      | $28856153.41  | 0.06%             | 2024-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2014-GC26                                                                                                     | CUSIP: 36250HAG8<br>LEI: 549300V3F4KBEWHAZP46 | Long             | ABS-MBS          | CORP              | US        |    73546360 | PA      | $1064487.94   | 0.00%             | 2047-11-10      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2012-CCRE4 Mortgage Trust                                                                                                             | CUSIP: 12624QAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    53126889 | PA      | $2002.88      | 0.00%             | 2045-10-15      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                    | Mercedes-Benz Finance North America LLC                                                                                                    | CUSIP: 58769JAA5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    33376000 | PA      | $33623029.46  | 0.07%             | 2024-11-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                            | Atrium Hotel Portfolio Trust 2017-ATRM                                                                                                     | CUSIP: 04965JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    30936000 | PA      | $29515025.99  | 0.06%             | 2036-12-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2018-PTC                                                                              | CUSIP: 46649GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    25048000 | PA      | $22827695.18  | 0.05%             | 2031-04-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                      | Credit Agricole SA                                                                                                                         | CUSIP: 225313AF2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    89787000 | PA      | $86466407.38  | 0.17%             | 2025-03-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                          | Newday Funding Master Issuer PLC - Series 2021-1                                                                                           | CUSIP: 65120LAA9<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |    19600000 | PA      | $19357817.11  | 0.04%             | 2029-03-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                                                                             | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    13505000 | PA      | $12408198.45  | 0.02%             | 2026-06-09      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                | Aon Corp                                                                                                                                   | CUSIP: 037389AK9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    62792000 | PA      | $65580278.76  | 0.13%             | 2027-01-01      | Fixed         | 8.21%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2014-USA OA LLC                                                                                                                       | CUSIP: 12649AAE9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   113021624 | PA      | $1333406.51   | 0.00%             | 2037-09-15      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                | Octane Receivables Trust 2022-2                                                                                                            | CUSIP: 67578XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    59637901 | PA      | $58874184.11  | 0.12%             | 2028-02-22      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2021-GATE                                                                                                                             | CUSIP: 12662UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11386000 | PA      | $10983898.86  | 0.02%             | 2036-12-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2021-BPNY                                                                                                                             | CUSIP: 12659XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    64750000 | PA      | $63344413.48  | 0.13%             | 2023-08-15      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| TCW Gem Ltd                                             | TCW CLO 2022-1 Ltd                                                                                                                         | CUSIP: 871969AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    55200000 | PA      | $53801303.76  | 0.11%             | 2033-04-22      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                  | Santander Drive Auto Receivables Trust 2021-1                                                                                              | CUSIP: 80286NAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    53613441 | PA      | $52739574.41  | 0.10%             | 2026-02-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                | Microchip Technology Inc                                                                                                                   | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    95426000 | PA      | $90314388.94  | 0.18%             | 2024-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                         | MVW Owner Trust 2017-1                                                                                                                     | CUSIP: 553896AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2760532 | PA      | $2689341.94   | 0.01%             | 2034-12-20      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2016-GC36                                                                                              | CUSIP: 17324TAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    91519968 | PA      | $2652083.94   | 0.01%             | 2049-02-10      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                  | Aviation Capital Group LLC                                                                                                                 | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    27395000 | PA      | $23910841.99  | 0.05%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust                | Capital One Prime Auto Receivables Trust 2022-2                                                                                            | CUSIP: 14043GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   125395000 | PA      | $123847124.12 | 0.25%             | 2025-09-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                            | TICP CLO XIV Ltd                                                                                                                           | CUSIP: 87250CAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    58170000 | PA      | $56948430.00  | 0.11%             | 2032-10-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                        | OneMain Financial Issuance Trust 2018-2                                                                                                    | CUSIP: 68269CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7689000 | PA      | $7519445.25   | 0.01%             | 2033-03-14      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                     | PFS Financing Corp                                                                                                                         | CUSIP: 69335PDT9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    71520000 | PA      | $68504344.90  | 0.14%             | 2025-10-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2014-GC21                                                                                              | CUSIP: 17322MBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   154387997 | PA      | $1902446.09   | 0.00%             | 2047-05-10      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                                       | CUSIP: 06051GJY6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    78938000 | PA      | $76615911.64  | 0.15%             | 2024-06-14      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754KAB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    18765000 | PA      | $16936911.82  | 0.03%             | 2041-11-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2019-70P                                                                                                 | CUSIP: 36257MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    80163670 | PA      | $77242794.45  | 0.15%             | 2036-10-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                | Huntington National Bank/The                                                                                                               | CUSIP: 44644MAD3<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    16781000 | PA      | $16431104.07  | 0.03%             | 2025-05-16      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                        | BAT Capital Corp                                                                                                                           | CUSIP: 05526DAZ8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   166397000 | PA      | $160542577.81 | 0.32%             | 2024-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 2022-FL8 Ltd                                                                                                                           | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5000000 | PA      | $4787500.00   | 0.01%             | 2037-02-19      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                         | Danske Bank A/S                                                                                                                            | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    37345000 | PA      | $34203305.94  | 0.07%             | 2028-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2012-WLDN                                                                             | CUSIP: 46637TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    67527360 | PA      | $54438166.77  | 0.11%             | 2030-05-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                            | Navient Corp                                                                                                                               | CUSIP: 63938CAB4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    80407000 | PA      | $78217380.70  | 0.15%             | 2024-10-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2013-GCJ12                                                                                                    | CUSIP: 36197XAM6<br>LEI: 549300SSCQUZ3RRV2T53 | Long             | ABS-MBS          | CORP              | US        |   353415386 | PA      | $369389.76    | 0.00%             | 2046-06-10      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd         | Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd                                                                                     | CUSIP: 03880KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    60510000 | PA      | $58141657.36  | 0.12%             | 2034-08-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                  | HAT Holdings I LLC / HAT Holdings II LLC                                                                                                   | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              |  | US        |    24613000 | PA      | $21441245.76  | 0.04%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                            | Drive Auto Receivables Trust 2019-2                                                                                                        | CUSIP: 26208RAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    20454052 | PA      | $20291430.51  | 0.04%             | 2026-08-17      | Fixed         | 3.69%                 | 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        |    27911000 | PA      | $27527172.67  | 0.05%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                         | Venture 33 CLO Ltd                                                                                                                         | CUSIP: 92330YAN3<br>LEI: 549300NQPL9XHZ20E278 | Long             | ABS-CBDO         | CORP              | KY        |    68200000 | PA      | $66820329.00  | 0.13%             | 2031-07-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                            | CUSIP: 3138EGST2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2942861 | PA      | $2974861.40   | 0.01%             | 2038-11-01      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2021-R2                                                                                                         | CUSIP: 92538DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8608042 | PA      | $7840218.17   | 0.02%             | 2064-02-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                        | WFRBS Commercial Mortgage Trust 2014-C19                                                                                                   | CUSIP: 92938VAQ8<br>LEI: 549300FCX3YXSYSLU895 | Long             | ABS-MBS          | CORP              | US        |    25388286 | PA      | $24819946.37  | 0.05%             | 2047-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PARK AEROSPACE HOLDINGS                                 | Park Aerospace Holdings Ltd                                                                                                                | CUSIP: 70014LAC4<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |    54041000 | PA      | $53777560.39  | 0.11%             | 2023-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2016-GC36                                                                                              | CUSIP: 17324TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16900000 | PA      | $15816645.78  | 0.03%             | 2049-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Newark BSL CLO 1 Ltd.                                   | Newark BSL CLO 1 Ltd                                                                                                                       | CUSIP: 65023TAJ1<br>LEI: 549300R0C043JWD1XY94 | Long             | ABS-CBDO         | CORP              | KY        |    64820531 | PA      | $64091378.88  | 0.13%             | 2029-12-21      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    26358000 | PA      | $26686917.53  | 0.05%             | 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        |    24877000 | PA      | $24620576.84  | 0.05%             | 2024-06-25      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | Credit Suisse Mortgage Capital Certificates 2019-ICE4                                                                                      | CUSIP: 12653VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    50884000 | PA      | $50259795.80  | 0.10%             | 2036-05-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2020-6                                                                                                            | CUSIP: 03465AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11957330 | PA      | $10171036.85  | 0.02%             | 2065-05-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                                                                             | CUSIP: 46642MAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14352000 | PA      | $1431169.96   | 0.00%             | 2027-06-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                 | GLP Capital LP / GLP Financing II Inc                                                                                                      | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11000000 | PA      | $10677480.00  | 0.02%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2021-ADV                                                                                                                              | CUSIP: 12660WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    40940000 | PA      | $38936511.03  | 0.08%             | 2038-07-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                      | Viterra Finance BV                                                                                                                         | CUSIP: 92852LAA7<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |    47780000 | PA      | $41195153.91  | 0.08%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 30 LTD                      | Octagon Investment Partners 30 Ltd                                                                                                         | CUSIP: 675920AJ1<br>LEI: 549300CDNDWWERRAUA43 | Long             | ABS-CBDO         | CORP              | KY        |    34550000 | PA      | $33977851.31  | 0.07%             | 2030-03-17      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2021-RISE                                                                                                                         | CUSIP: 12434EAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    49250000 | PA      | $46849569.78  | 0.09%             | 2036-11-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                         | CFCRE Commercial Mortgage Trust 2016-C4                                                                                                    | CUSIP: 12531YAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    59210875 | PA      | $2405394.44   | 0.00%             | 2058-05-10      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | J.P. Morgan Chase Commercial Mortgage SecuritiesTrust 2018-MINN                                                                            | CUSIP: 46650GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13730000 | PA      | $13109431.46  | 0.03%             | 2035-11-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                                                                           | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    55036000 | PA      | $47553071.54  | 0.09%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                             | Rad CLO 2 Ltd                                                                                                                              | CUSIP: 48661TAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   100220000 | PA      | $98054530.42  | 0.19%             | 2031-10-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                         | CFCRE Commercial Mortgage Trust 2018-TAN                                                                                                   | CUSIP: 12528DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9907000 | PA      | $9765733.11   | 0.02%             | 2033-02-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                     | SOUND POINT CLO III-R LTD                                                                                                                  | CUSIP: 83611LAC4<br>LEI: 5493006VH6ZUE3FHGC30 | Long             | ABS-CBDO         | CORP              | KY        |    10000000 | PA      | $9560281.90   | 0.02%             | 2029-04-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                  | VICI Properties LP / VICI Note Co Inc                                                                                                      | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              |  | US        |    40353000 | PA      | $36455101.97  | 0.07%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                  | Orbia Advance Corp SAB de CV                                                                                                               | CUSIP: 68560EAA6<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    36739000 | PA      | $32079025.24  | 0.06%             | 2026-05-11      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                 | Nationwide Building Society                                                                                                                | CUSIP: 63859WAE9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    19128000 | PA      | $17479640.58  | 0.03%             | 2026-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2021-c                                                                                           | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   112160265 | PA      | $96971869.25  | 0.19%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                   | Charter Communications Operating, LLC 2019 Term Loan B1                                                                                    | CUSIP: 16117LBW8<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   253872382 | PA      | $250301666.56 | 0.50%             | 2025-04-30      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| LUXE Commercial Mortgage Trust                          | LUXE Trust 2021-TRIP                                                                                                                       | CUSIP: 55066WAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18750000 | PA      | $17392897.50  | 0.03%             | 2038-10-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                 | SCF Equipment Leasing 2019-2 LLC                                                                                                           | CUSIP: 784034AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    51124940 | PA      | $50259859.52  | 0.10%             | 2026-04-20      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                | Americredit Automobile Receivables Trust 2019-1                                                                                            | CUSIP: 03066GAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    22833406 | PA      | $22731737.89  | 0.04%             | 2025-02-18      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust                  | UBS-Barclays Commercial Mortgage Trust 2013-C5                                                                                             | CUSIP: 90270YAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12000000 | PA      | $11863381.20  | 0.02%             | 2046-03-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| LAREDO PETROLEUM INC                                    | Laredo Petroleum Inc                                                                                                                       | CUSIP: 516806AF3<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    71104000 | PA      | $71208167.36  | 0.14%             | 2025-01-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| PEACHTREE FUNDING TRUST                                 | Peachtree Corners Funding Trust                                                                                                            | CUSIP: 70466WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    21890000 | PA      | $21236811.59  | 0.04%             | 2025-02-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Verde CLO Ltd                                           | VERDE CLO Ltd                                                                                                                              | CUSIP: 92338BAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    19355000 | PA      | $18948545.00  | 0.04%             | 2032-04-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Halcyon Loan Advisors Funding Ltd                       | Halcyon Loan Advisors Funding 2015-2 Ltd                                                                                                   | CUSIP: 40538KAN2<br>LEI: 5493006GMMSBMRMTK635 | Long             | ABS-CBDO         | CORP              | KY        |     4498022 | PA      | $4512509.15   | 0.01%             | 2027-07-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                        | OneMain Financial Issuance Trust 2020-2                                                                                                    | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    21084000 | PA      | $18433422.83  | 0.04%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust                  | UBS-Barclays Commercial Mortgage Trust 2012-C2                                                                                             | CUSIP: 90269CAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12471643 | PA      | $172.11       | 0.00%             | 2063-05-10      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2021-NQM7                                                                                                                             | CUSIP: 12662QAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17213952 | PA      | $13843086.76  | 0.03%             | 2066-10-25      | Variable      | 2.06%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                                        | Triton Container International Ltd                                                                                                         | CUSIP: 89680YAB1<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    32498000 | PA      | $30023855.76  | 0.06%             | 2024-06-07      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                    | Royal Bank of Canada                                                                                                                       | CUSIP: 78016EZH3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    39737000 | PA      | $39114334.32  | 0.08%             | 2024-07-26      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                           | Stellantis NV                                                                                                                              | CUSIP: 31562QAF4<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |    22137000 | PA      | $22079775.86  | 0.04%             | 2023-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd.                         | LoanCore 2019-CRE3 Issuer Ltd                                                                                                              | CUSIP: 53947DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    19960054 | PA      | $19935333.56  | 0.04%             | 2034-04-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Cowen Inc                                               | Cowen Inc Term Loan B                                                                                                                      | CUSIP: 22362KAB7<br>LEI: 5493008QI0EFC5WBED75 | Long             | LON              | CORP              | US        |     9974619 | PA      | $9949682.74   | 0.02%             | 2028-03-24      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS 2018-TALL Mortgage Trust                                                                                                             | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    43808000 | PA      | $40998785.72  | 0.08%             | 2037-03-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR ENERGY RESOURCE                                | Endeavor Energy Resources LP / EER Finance Inc                                                                                             | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    23047000 | PA      | $22715238.44  | 0.04%             | 2028-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-BOLT                                                                           | CUSIP: 46653HAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    37430000 | PA      | $37346624.68  | 0.07%             | 2033-08-15      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                                                                             | CUSIP: 46642MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   163798100 | PA      | $76166116.50  | 0.15%             | 2027-06-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    77683000 | PA      | $75927034.82  | 0.15%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                | Comision Federal de Electricidad                                                                                                           | CUSIP: 200447AD2<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    26403000 | PA      | $26116791.48  | 0.05%             | 2024-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JPMCC Commercial Mortgage Securities Trust 2017-JP7                                                                                        | CUSIP: 465968AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10000000 | PA      | $9572876.00   | 0.02%             | 2050-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | Carlyle US Clo 2017-2 Ltd                                                                                                                  | CUSIP: 14315JAQ2<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |    90210000 | PA      | $88223597.45  | 0.17%             | 2031-07-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust                            | World Omni Select Auto Trust 2019-A                                                                                                        | CUSIP: 98163BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    25464000 | PA      | $25016401.45  | 0.05%             | 2025-12-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                             | Equinor ASA                                                                                                                                | CUSIP: 24820RAA6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     7000000 | PA      | $7001805.09   | 0.01%             | 2022-12-09      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                         | Fontainebleau Miami Beach Trust 2019-FBLU                                                                                                  | CUSIP: 34461LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    53308590 | PA      | $49931821.34  | 0.10%             | 2036-12-10      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                          | Mariner Finance Issuance Trust 2021-B                                                                                                      | CUSIP: 56847JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    63990000 | PA      | $53998089.48  | 0.11%             | 2036-11-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                | Lloyds Banking Group PLC                                                                                                                   | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    29589000 | PA      | $28154842.77  | 0.06%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                 | GA Global Funding Trust                                                                                                                    | CUSIP: 36143L2C8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    50588000 | PA      | $46070122.81  | 0.09%             | 2024-09-13      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                  | VICI Properties LP / VICI Note Co Inc                                                                                                      | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              |  | US        |    54255000 | PA      | $53797835.43  | 0.11%             | 2024-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                                       | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    77426000 | PA      | $75949222.93  | 0.15%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                      | Macquarie Bank Ltd                                                                                                                         | CUSIP: 55608XAB3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    32811000 | PA      | $31884943.32  | 0.06%             | 2025-06-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Connecticut Avenue Securities Trust 2022-R04                                                                                               | CUSIP: 20753YCH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23248136 | PA      | $22969951.23  | 0.05%             | 2042-03-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    19759000 | PA      | $17975899.23  | 0.04%             | 2026-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                    | Glencore Funding LLC                                                                                                                       | CUSIP: 378272AH1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    93206000 | PA      | $92171161.74  | 0.18%             | 2024-04-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2020-NQM1 Trust                                                                                                                       | CUSIP: 126401AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14677847 | PA      | $13370709.65  | 0.03%             | 2065-05-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                    | Parker-Hannifin Corp                                                                                                                       | CUSIP: 701094AQ7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    23011000 | PA      | $22501662.56  | 0.04%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP Clo 2019-17 Ltd                                                                                                                        | CUSIP: 67113LAL0<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | KY        |   157030000 | PA      | $152943088.54 | 0.30%             | 2032-07-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Note/Bond                                                                                                           | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   652021000 | PA      | $654007629.74 | 1.29%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                        | WFRBS Commercial Mortgage Trust 2014-C22                                                                                                   | CUSIP: 92890KBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    73251882 | PA      | $731507.95    | 0.00%             | 2057-09-15      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-XL2                                                                                                      | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    49366111 | PA      | $47163010.36  | 0.09%             | 2038-10-15      | Floating      | 4.56%                 | 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        |     3800000 | PA      | $3626430.06   | 0.01%             | 2036-03-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                                       | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    60488000 | PA      | $57867256.39  | 0.11%             | 2026-01-23      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Perimeter Master Note Business Trust                    | Perimeter Master Note Business Trust                                                                                                       | CUSIP: 71384PAE1<br>LEI: 5493005H6EB040833X54 | Long             | ABS-O            | CORP              | US        |    31250000 | PA      | $30888000.00  | 0.06%             | 2024-05-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                            | CUSIP: 3138EMK42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1744991 | PA      | $1758359.72   | 0.00%             | 2036-09-01      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                                    | CUSIP: 44891ABE6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    39278000 | PA      | $39041006.37  | 0.08%             | 2023-02-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS 2018-TALL Mortgage Trust                                                                                                             | CUSIP: 05548WAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    36419000 | PA      | $27527494.17  | 0.05%             | 2037-03-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                                                                                   | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    53518000 | PA      | $49463226.93  | 0.10%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                            | CUSIP: 31419AWS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1122665 | PA      | $1136178.76   | 0.00%             | 2040-12-01      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                                                                                         | CUSIP: 29278NAL7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    65435000 | PA      | $65233223.98  | 0.13%             | 2023-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GATES GLOBAL/GATES CORP                                 | Gates Global LLC / Gates Corp                                                                                                              | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9979000 | PA      | $9635622.61   | 0.02%             | 2026-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | CARLYLE US CLO 2017-3 Ltd                                                                                                                  | CUSIP: 14314FAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    24773798 | PA      | $24434839.51  | 0.05%             | 2029-07-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                                       | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    40584000 | PA      | $37288094.22  | 0.07%             | 2025-12-06      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                    | Royal Bank of Canada                                                                                                                       | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    70098000 | PA      | $67992225.94  | 0.13%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LP                                | Viper Energy Partners LP                                                                                                                   | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |    48216000 | PA      | $45783356.22  | 0.09%             | 2027-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Note/Bond                                                                                                           | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   921941000 | PA      | $900315002.30 | 1.78%             | 2024-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                 | BDS 2021-FL8                                                                                                                               | CUSIP: 05493JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    48374974 | PA      | $46575596.30  | 0.09%             | 2036-01-18      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                        | WFRBS Commercial Mortgage Trust 2013-C11                                                                                                   | CUSIP: 92937EAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4316598 | PA      | $4305607.95   | 0.01%             | 2045-03-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                   | Reynolds American Inc                                                                                                                      | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    41974000 | PA      | $41247894.71  | 0.08%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WFLD Mortgage Trust                                     | WFLD 2014-MONT Mortgage Trust                                                                                                              | CUSIP: 92939GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7750000 | PA      | $7233430.73   | 0.01%             | 2031-08-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                       | Newell Brands Inc                                                                                                                          | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    34136000 | PA      | $32245548.32  | 0.06%             | 2026-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Vornado Realty LP                                       | Vornado Realty LP                                                                                                                          | CUSIP: 929043AJ6<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |    23249000 | PA      | $21674926.22  | 0.04%             | 2025-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                 | Dell International LLC / EMC Corp                                                                                                          | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    38178000 | PA      | $38203869.03  | 0.08%             | 2023-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                       | GreatAmerica Leasing Receivables Funding LLC Series 2019-1                                                                                 | CUSIP: 39154TAX6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3720011 | PA      | $3717036.08   | 0.01%             | 2025-02-18      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                                                                                 | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    31220000 | PA      | $31961365.11  | 0.06%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection, LLC                          | Caesars Resort Collection, LLC 2017 1st Lien Term Loan B                                                                                   | CUSIP: 12769LAB5<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |    81322602 | PA      | $80897691.64  | 0.16%             | 2024-12-23      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                    | Chase Issuance Trust                                                                                                                       | CUSIP: 161571HS6<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |    71400000 | PA      | $69954999.66  | 0.14%             | 2027-09-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2021-ROSS                                                                                                | CUSIP: 36264YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    47760000 | PA      | $44960829.38  | 0.09%             | 2026-05-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                          | Carvana Auto Receivables Trust 2022-P1                                                                                                     | CUSIP: 14688DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   178760000 | PA      | $171549465.14 | 0.34%             | 2027-02-10      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| LUXE Commercial Mortgage Trust                          | LUXE Trust 2021-TRIP                                                                                                                       | CUSIP: 55066WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15922349 | PA      | $15129127.85  | 0.03%             | 2038-10-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty Ltd                                 | Ausgrid Finance Pty Ltd                                                                                                                    | CUSIP: 052113AA5<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |    74470000 | PA      | $73936698.73  | 0.15%             | 2023-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2020-ACE                                                                              | CUSIP: 46591PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    97700000 | PA      | $90427583.26  | 0.18%             | 2037-01-10      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                   | Ammc Clo 19 Ltd                                                                                                                            | CUSIP: 00176PAJ1<br>LEI: 549300MYS7FLQJZMYD18 | Long             | ABS-CBDO         | CORP              | KY        |    18952745 | PA      | $18903509.08  | 0.04%             | 2028-10-16      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                        | OneMain Financial Issuance Trust 2020-2                                                                                                    | CUSIP: 682696AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14375000 | PA      | $12032243.00  | 0.02%             | 2035-09-14      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                      | Ellington Financial Mortgage Trust 2021-3                                                                                                  | CUSIP: 31573JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    26138796 | PA      | $21093733.92  | 0.04%             | 2066-09-25      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2013-GAM                                                                                                                              | CUSIP: 12624UAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12313956 | PA      | $12197898.55  | 0.02%             | 2028-02-10      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                    | Mercedes-Benz Auto Receivables Trust 2022-1                                                                                                | CUSIP: 58768PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    48220000 | PA      | $48290319.23  | 0.10%             | 2027-08-16      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                                                                                    | CUSIP: 05578QAE3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    22232000 | PA      | $21231631.36  | 0.04%             | 2026-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust                  | UBS-Barclays Commercial Mortgage Trust 2013-C6                                                                                             | CUSIP: 90349GAG0<br>LEI: 549300G1IXWLFE766Q13 | Long             | ABS-MBS          | CORP              | US        |   290683456 | PA      | $68310.61     | 0.00%             | 2046-04-10      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2021-GATE                                                                                                                             | CUSIP: 12662UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11443000 | PA      | $11034487.19  | 0.02%             | 2036-12-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                            | CUSIP: 31419AUD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5382007 | PA      | $5459279.52   | 0.01%             | 2040-11-01      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust                              | Hudsons Bay Simon JV Trust 2015-HBS                                                                                                        | CUSIP: 44422PAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    61926000 | PA      | $55110306.78  | 0.11%             | 2034-08-05      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Applied Systems, Inc.                                   | Applied Systems, Inc. 2017 1st Lien Term Loan                                                                                              | CUSIP: 03827FAX9<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    42889128 | PA      | $42840234.15  | 0.08%             | 2024-09-19      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B23 Mortgage Trust                                                                                                          | CUSIP: 08162RAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    28550000 | PA      | $25620573.01  | 0.05%             | 2054-02-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                                                                             | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    76023000 | PA      | $76656203.17  | 0.15%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                             | Long: BLF506C68 IRS USD R V 12MUSCPI INF_SLF506C68 CCPINFLATIONZERO / Short: BLF506C68 IRS USD P F  2.39900 FIX_SLF506C68 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   270511787 | OU      | $1028323.51   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2014-CCRE21 Mortgage Trust                                                                                                            | CUSIP: 12592RBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    99738339 | PA      | $1339416.07   | 0.00%             | 2047-12-10      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd         | Arbor Realty Commercial Real Estate Notes 2022-FL2 Ltd                                                                                     | CUSIP: 03881JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    67630000 | PA      | $66082377.40  | 0.13%             | 2037-05-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Granite Holdings US Acquisition Co.                     | Granite Holdings US Acquisition Co. 2021 Term Loan B                                                                                       | CUSIP: 38740TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     9185251 | PA      | $9185251.49   | 0.02%             | 2026-09-30      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                 | Hyundai Auto Lease Securitization Trust 2022-C                                                                                             | CUSIP: 448978AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    73200000 | PA      | $72520821.12  | 0.14%             | 2025-01-15      | Fixed         | 4.34%                 | 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        |    58190000 | PA      | $57023300.39  | 0.11%             | 2030-11-18      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| VMC Finance LLC                                         | VMC Finance 2019-FL3 LLC                                                                                                                   | CUSIP: 91834PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    18130933 | PA      | $17856553.64  | 0.04%             | 2036-09-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                      | Realty Income Corp                                                                                                                         | CUSIP: 75611NM25<br>LEI: 549300CUWDAUZSH43859 | Long             | STIV             | CORP              | US        |    40600000 | PA      | $40595206.76  | 0.08%             | 2022-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fairstone Financial Issuance Trust I                    | Fairstone Financial Issuance Trust I                                                                                                       | CUSIP: 30575PAN6<br>LEI: 549300LY2ZF7LX6T3F37 | Long             | ABS-O            | CORP              | CA        |    35080000 | PA      | $25465039.20  | 0.05%             | 2039-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2021-NQM6                                                                                                                             | CUSIP: 12662KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    39228141 | PA      | $31427036.58  | 0.06%             | 2066-07-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2020-F                                                                                           | CUSIP: 63941XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    45783183 | PA      | $40614738.10  | 0.08%             | 2069-07-15      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XI Ltd                                                                                                                | CUSIP: 55818KAV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    13691723 | PA      | $13430485.46  | 0.03%             | 2029-07-23      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                            | CUSIP: 3138LURV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1292473 | PA      | $1312751.47   | 0.00%             | 2042-06-01      | Floating      | 3.81%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PDE3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    95901000 | PA      | $94203257.88  | 0.19%             | 2025-06-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                               | Qorvo Inc                                                                                                                                  | CUSIP: 74739DAA2<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    30312000 | PA      | $27818686.44  | 0.06%             | 2024-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                     | Ashtead Capital Inc                                                                                                                        | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    52077000 | PA      | $48383178.39  | 0.10%             | 2027-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                    | IHO Verwaltungs GmbH                                                                                                                       | CUSIP: 80627DAC0<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    32349055 | PA      | $27680346.86  | 0.05%             | 2026-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20755DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38977534 | PA      | $38748143.38  | 0.08%             | 2042-07-25      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                   | Continental Resources Inc/OK                                                                                                               | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    65334000 | PA      | $60154811.14  | 0.12%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                   | Jackson Financial Inc                                                                                                                      | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    37759000 | PA      | $37025774.22  | 0.07%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                            | CUSIP: 31419AZ75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1801156 | PA      | $1814912.95   | 0.00%             | 2041-01-01      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                    | Eleven Madison Trust 2015-11MD Mortgage Trust                                                                                              | CUSIP: 556227AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    26534000 | PA      | $24579012.03  | 0.05%             | 2035-09-10      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                     | Intesa Sanpaolo SpA                                                                                                                        | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    82517000 | PA      | $79752842.23  | 0.16%             | 2026-01-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                             | Netflix Inc                                                                                                                                | CUSIP: 64110LAN6<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   159741000 | PA      | $154429193.23 | 0.31%             | 2026-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                | Microchip Technology Inc                                                                                                                   | CUSIP: 595017AP9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    64279000 | PA      | $64014527.91  | 0.13%             | 2023-06-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                     | DBWF Mortgage Trust                                                                                                                        | CUSIP: 23306NAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17624363 | PA      | $139170.07    | 0.00%             | 2034-06-10      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| Slide 2018-Fun                                          | SLIDE 2018-FUN                                                                                                                             | CUSIP: 831350AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    25302354 | PA      | $24941496.39  | 0.05%             | 2031-06-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                                | OZLM XVII Ltd                                                                                                                              | CUSIP: 67111NAA2<br>LEI: 549300EERMFPZ487P195 | Long             | ABS-CBDO         | CORP              | KY        |    14086732 | PA      | $13805751.39  | 0.03%             | 2030-07-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                                            | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14180000 | PA      | $12947063.61  | 0.03%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                  | Standard Chartered PLC                                                                                                                     | CUSIP: 853254AL4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    15029000 | PA      | $14868511.02  | 0.03%             | 2024-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NBM US Holdings Inc                                     | NBM US Holdings Inc                                                                                                                        | CUSIP: 62877VAA9<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |    43000000 | PA      | $42650319.27  | 0.08%             | 2026-05-14      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Resorts World Las Vegas LLC                             | Resorts World Las Vegas LLC Term Loan A                                                                                                    | CUSIP: 76120KAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    25375000 | PA      | $25121250.00  | 0.05%             | 2024-04-16      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| GRANITE US HOLDINGS CORP                                | Granite US Holdings Corp                                                                                                                   | CUSIP: 38748YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16193000 | PA      | $16997792.10  | 0.03%             | 2027-10-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Citibank N.A.                                           | Long: SPGK021B5 CDS USD R F  1.50000 F_SPGK021B5 CMBX / Short: SPGK021B5 CDS USD P V 01MEVENT P_SPGK021B5 CMBX                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |     2900236 | OU      | $-121048.62   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                            | ARES L CLO Ltd                                                                                                                             | CUSIP: 04018LAJ4<br>LEI: 549300S7Y78W7UJHZZ39 | Long             | ABS-CBDO         | CORP              | KY        |   117390000 | PA      | $114596105.09 | 0.23%             | 2032-01-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| OVINTIV EXPLORATION INC                                 | Ovintiv Exploration Inc                                                                                                                    | CUSIP: 651290AR9<br>LEI: T8W3X1PFLPW2YE0UIP44 | Long             | DBT              | CORP              | US        |    70306000 | PA      | $69978223.59  | 0.14%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                                       | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   104583000 | PA      | $92885093.39  | 0.18%             | 2026-10-24      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                 | HCA Inc                                                                                                                                    | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     8520000 | PA      | $8509963.18   | 0.02%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                | Project Alpha Intermediate Holding, Inc. 2021 Term Loan B                                                                                  | CUSIP: 74339DAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    26262736 | PA      | $25671824.83  | 0.05%             | 2024-04-26      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2014-UBS5 Mortgage Trust                                                                                                              | CUSIP: 12592KBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   184504201 | PA      | $2185673.67   | 0.00%             | 2047-09-10      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                      | Ally Financial Inc                                                                                                                         | CUSIP: 02005NAV2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    91001000 | PA      | $90333323.84  | 0.18%             | 2024-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                            | CUSIP: 3138EL2T9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4283856 | PA      | $4347953.37   | 0.01%             | 2042-01-01      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                 | CNO Financial Group Inc                                                                                                                    | CUSIP: 12621EAK9<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    90846000 | PA      | $90421730.10  | 0.18%             | 2025-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENVIVA PARTNERS LP/FIN C                                | Enviva Partners LP / Enviva Partners Finance Corp                                                                                          | CUSIP: 29413XAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    42824000 | PA      | $40900170.34  | 0.08%             | 2026-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                | Take-Two Interactive Software Inc                                                                                                          | CUSIP: 874054AF6<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     7786000 | PA      | $7513254.63   | 0.01%             | 2025-04-14      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Non Gold Pool                                                                                                                  | CUSIP: 31300LJQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2442963 | PA      | $2463260.28   | 0.00%             | 2040-12-01      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                     | Intesa Sanpaolo SpA                                                                                                                        | CUSIP: 46115HAT4<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   165445000 | PA      | $159455606.43 | 0.32%             | 2024-06-26      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2014-CCRE19 Mortgage Trust                                                                                                            | CUSIP: 12592GBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10150000 | PA      | $9785258.74   | 0.02%             | 2047-08-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                    | M&T Bank Corp                                                                                                                              | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    43711000 | PA      | $41941578.72  | 0.08%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                        | OneMain Financial Issuance Trust 2021-1                                                                                                    | CUSIP: 68269MAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18835000 | PA      | $15930974.50  | 0.03%             | 2036-06-16      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2021-NQM3                                                                                                                             | CUSIP: 12660LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    27740740 | PA      | $22690754.91  | 0.04%             | 2066-04-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                       | Suncor Energy Inc                                                                                                                          | CUSIP: 71644EAE2<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    23572000 | PA      | $25436021.19  | 0.05%             | 2026-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2021-INV1Trust                                                                                                                        | CUSIP: 12661XBH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15613630 | PA      | $12195339.18  | 0.02%             | 2056-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                | Microchip Technology Inc                                                                                                                   | CUSIP: 595017BA1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    54763000 | PA      | $53313466.65  | 0.11%             | 2025-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 49, Ltd.                    | Octagon Investment Partners 49 Ltd                                                                                                         | CUSIP: 67578FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    44600000 | PA      | $43970188.24  | 0.09%             | 2033-01-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                      | Ellington Financial Mortgage Trust 2020-2                                                                                                  | CUSIP: 31573WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9902245 | PA      | $8812377.04   | 0.02%             | 2065-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BRCCAP~-10~20220901                                                                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |    -1263173 | PA      | $-1263173.19  | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                 | SCF Equipment Leasing 2022-1 LLC                                                                                                           | CUSIP: 784033AS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   111160000 | PA      | $104561342.31 | 0.21%             | 2029-07-20      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                         | CFCRE Commercial Mortgage Trust 2016-C6                                                                                                    | CUSIP: 12532ABD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   146389082 | PA      | $4770512.75   | 0.01%             | 2049-11-10      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                       | Kinross Gold Corp                                                                                                                          | CUSIP: 496902AN7<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |    43332000 | PA      | $43503994.67  | 0.09%             | 2024-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                | Corebridge Financial Inc                                                                                                                   | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $23956992.00  | 0.05%             | 2025-04-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                                       | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    19293000 | PA      | $17683560.77  | 0.04%             | 2025-09-25      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2012-GCJ9                                                                                                     | CUSIP: 36192PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    45956064 | PA      | $41.36        | 0.00%             | 2045-11-10      | Variable      | 0.31%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    74459000 | PA      | $70149415.83  | 0.14%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                   | Continental Resources Inc/OK                                                                                                               | CUSIP: 212015AN1<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   153490000 | PA      | $149529046.27 | 0.30%             | 2024-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC                                | Evergy Missouri West Inc                                                                                                                   | CUSIP: 30037FAA8<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |    12035000 | PA      | $12083418.73  | 0.02%             | 2027-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                                        | CUSIP: 87612BBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    85876000 | PA      | $86453945.48  | 0.17%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                        | Kilroy Realty LP                                                                                                                           | CUSIP: 49427RAL6<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     7275000 | PA      | $7016671.15   | 0.01%             | 2025-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                             | SREIT Trust 2021-MFP                                                                                                                       | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    25100000 | PA      | $24025494.10  | 0.05%             | 2038-11-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust              | JPMBB Commercial Mortgage Securities Trust 2014-C26                                                                                        | CUSIP: 46643TBC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   130651671 | PA      | $1828914.35   | 0.00%             | 2048-01-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GXZ2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    35345000 | PA      | $34824387.24  | 0.07%             | 2024-03-08      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                            | Illumina Inc                                                                                                                               | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    23323000 | PA      | $23457656.51  | 0.05%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX 2021-MFM1                                                                                                                               | CUSIP: 05608VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11340000 | PA      | $10965140.42  | 0.02%             | 2034-01-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                            | CUSIP: 31418MTE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1909634 | PA      | $1921684.29   | 0.00%             | 2036-12-01      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| HMH Trust                                               | HMH Trust 2017-NSS                                                                                                                         | CUSIP: 40390AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    33687000 | PA      | $32517707.39  | 0.06%             | 2031-07-05      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                            | CUSIP: 3138ELDZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2183267 | PA      | $2201387.15   | 0.00%             | 2038-03-01      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                | Huntington Ingalls Industries Inc                                                                                                          | CUSIP: 446413AS5<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    26743000 | PA      | $25811411.87  | 0.05%             | 2025-05-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Diamond Resorts Owner Trust                             | Diamond Resorts Owner Trust 2018-1                                                                                                         | CUSIP: 252724AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6478620 | PA      | $6336457.30   | 0.01%             | 2031-01-21      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                | FactSet Research Systems Inc                                                                                                               | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    30768000 | PA      | $28135394.23  | 0.06%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                              | American Tower Corporation 2021 First Lien Delayed Draw Term loan                                                                          | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | LON              | CORP              | US        |    71504483 | PA      | $71146960.59  | 0.14%             | 2023-12-08      | Floating      | 5.19%                 | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    34934000 | PA      | $33650443.44  | 0.07%             | 2025-09-29      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Corp Series 2019-MARG                                                                       | CUSIP: 56658LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    23269000 | PA      | $22845448.35  | 0.05%             | 2034-05-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                       | Kinder Morgan Inc                                                                                                                          | CUSIP: 49456BAN1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    11775000 | PA      | $11774928.64  | 0.02%             | 2023-01-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAA9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    27137000 | PA      | $27059316.27  | 0.05%             | 2023-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                     | Starwood Mortgage Residential Trust 2020-1                                                                                                 | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1444437 | PA      | $1387785.30   | 0.00%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                  | Canadian Imperial Bank of Commerce                                                                                                         | CUSIP: 13607H6M9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    77817000 | PA      | $75759897.49  | 0.15%             | 2025-08-04      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                    | Bank of America Corp                                                                                                                       | CUSIP: 06051GHC6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    51569000 | PA      | $51509285.68  | 0.10%             | 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        |    32947375 | PA      | $32486730.85  | 0.06%             | 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        |    21000000 | PA      | $20848541.70  | 0.04%             | 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        |    25931000 | PA      | $25607510.78  | 0.05%             | 2024-04-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-ACNT                                                                                                     | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    63820000 | PA      | $61305951.50  | 0.12%             | 2038-11-15      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                                                                             | CUSIP: 09659W2J2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    36837000 | PA      | $34683134.72  | 0.07%             | 2025-11-19      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                           | Ballyrock CLO 2019-1 Ltd                                                                                                                   | CUSIP: 05875JAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   138960000 | PA      | $135750299.14 | 0.27%             | 2032-07-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                   | GM Financial Automobile Leasing Trust 2022-3                                                                                               | CUSIP: 380130AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   133815000 | PA      | $132489107.45 | 0.26%             | 2024-10-21      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                        | Bain Capital Credit CLO 2020-5 Ltd                                                                                                         | CUSIP: 05683FAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    72770000 | PA      | $71338379.05  | 0.14%             | 2032-01-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                      | Ally Financial Inc                                                                                                                         | CUSIP: 02005NBH2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    68920000 | PA      | $67083116.59  | 0.13%             | 2024-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                  | Aviation Capital Group LLC                                                                                                                 | CUSIP: 05369AAC5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    59242000 | PA      | $58548142.89  | 0.12%             | 2023-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2021-GATE                                                                                                                             | CUSIP: 12662UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    23751000 | PA      | $22931835.14  | 0.05%             | 2036-12-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                            | SK Hynix Inc                                                                                                                               | CUSIP: 78392BAB3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    19257000 | PA      | $16682597.34  | 0.03%             | 2026-01-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PFP III                                                 | PFP 2021-7 Ltd                                                                                                                             | CUSIP: 69290LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1755808 | PA      | $1714228.96   | 0.00%             | 2038-04-14      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage Trust                      | ReadyCap Commercial Mortgage Trust 2018-4                                                                                                  | CUSIP: 75575KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4865723 | PA      | $4647045.64   | 0.01%             | 2051-02-27      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                 | SCF Equipment Leasing 2022-1 LLC                                                                                                           | CUSIP: 784033AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    45560000 | PA      | $42149884.12  | 0.08%             | 2030-10-21      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Comcast Hulu Holdings, LLC                              | Comcast Hulu Holdings, LLC Term Loan A                                                                                                     | CUSIP: 20030YAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   259815091 | PA      | $256731085.87 | 0.51%             | 2024-03-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| ACREC 2021-FL1 Ltd                                      | ACREC 2021-FL1 Ltd                                                                                                                         | CUSIP: 00500RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   102830000 | PA      | $98075546.98  | 0.19%             | 2036-10-16      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                     | Citizens Bank NA/Providence RI                                                                                                             | CUSIP: 17401QAR2<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    22245000 | PA      | $22262689.45  | 0.04%             | 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        |   251281186 | PA      | $246883765.25 | 0.49%             | 2025-01-31      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                 | MPLX LP                                                                                                                                    | CUSIP: 55336VAA8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    14400000 | PA      | $13990677.12  | 0.03%             | 2025-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Non Gold Pool                                                                                                                  | CUSIP: 31326GDC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      402187 | PA      | $397204.78    | 0.00%             | 2043-11-01      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| Newark BSL CLO 2 Ltd.                                   | Newark BSL CLO 2 Ltd                                                                                                                       | CUSIP: 65023PAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    47945089 | PA      | $47154561.74  | 0.09%             | 2030-07-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                  | CUSIP: 00774MAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    30354000 | PA      | $28749271.74  | 0.06%             | 2024-08-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                        | Bank of Montreal                                                                                                                           | CUSIP: 06368D3S1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    56322000 | PA      | $54921858.74  | 0.11%             | 2025-06-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                            | Upstart Securitization Trust 2021-2                                                                                                        | CUSIP: 91680FAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    19054526 | PA      | $18649958.00  | 0.04%             | 2031-06-20      | Fixed         | 0.91%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                                                                                  | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    50731000 | PA      | $50207074.58  | 0.10%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Waikiki Beach Hotel Trust                               | WAIKIKI BEACH HOTEL TRUST 2019-WBM                                                                                                         | CUSIP: 93065PAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14900000 | PA      | $13987597.01  | 0.03%             | 2033-12-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Commercial Mortgage Securities LLC       | Ladder Capital Commercial Mortgage 2013-GCP Mortgage Trust                                                                                 | CUSIP: 50184BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5604187 | PA      | $5191506.67   | 0.01%             | 2036-02-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                            | Drive Auto Receivables Trust 2019-4                                                                                                        | CUSIP: 26209AAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    43254414 | PA      | $42474718.66  | 0.08%             | 2027-02-16      | Fixed         | 2.70%                 | 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        |    36436659 | PA      | $36391113.18  | 0.07%             | 2023-01-17      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                  | NextEra Energy Capital Holdings Inc                                                                                                        | CUSIP: 65339KCG3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    18401000 | PA      | $18296300.33  | 0.04%             | 2025-06-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Golden Credit Card Trust                                | Golden Credit Card Trust                                                                                                                   | CUSIP: 380881ER9<br>LEI: 549300BEDPMEONLTJX58 | Long             | ABS-O            | CORP              | CA        |    53161000 | PA      | $52499517.68  | 0.10%             | 2025-08-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                             | Rad CLO 7 Ltd                                                                                                                              | CUSIP: 48661CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7750000 | PA      | $7588067.01   | 0.02%             | 2033-04-17      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                 | American Electric Power Co Inc                                                                                                             | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    30708000 | PA      | $31546010.57  | 0.06%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2018-B2                                                                                                | CUSIP: 17327FAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5605000 | PA      | $5569031.59   | 0.01%             | 2051-03-10      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                            | CUSIP: 31402RUL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3682809 | PA      | $3716177.12   | 0.01%             | 2035-10-01      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                           | Long: SP9J5E8Y8 CDS USD R F  1.50000 SP9J5E8Y8_FEE CMBX / Short: SP9J5E8Y8 CDS USD P V 01MEVENT SP9J5E8Y8_PRO CMBX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |    25000000 | OU      | $-753010.25   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                      | F&G Global Funding                                                                                                                         | CUSIP: 30321L2B7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    31336000 | PA      | $28616273.35  | 0.06%             | 2024-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | J.P. Morgan Chase Commercial Mortgage SecuritiesTrust 2018-MINN                                                                            | CUSIP: 46650GAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10053000 | PA      | $9605634.16   | 0.02%             | 2035-11-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9                                                                                 | CUSIP: 61762DAX9<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |   144493948 | PA      | $34548.50     | 0.00%             | 2046-05-15      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| BB-UBS Trust                                            | BB-UBS Trust                                                                                                                               | CUSIP: 05490AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    27702546 | PA      | $26808623.77  | 0.05%             | 2030-06-05      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                          | Enterprise Fleet Financing 2022-3 LLC                                                                                                      | CUSIP: 29374FAB9<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    40650000 | PA      | $39613091.67  | 0.08%             | 2029-07-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust                              | Hudsons Bay Simon JV Trust 2015-HBS                                                                                                        | CUSIP: 44422PBS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   150785000 | PA      | $20336.37     | 0.00%             | 2034-08-05      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Master Credit Card Trust                                | Master Credit Card Trust II                                                                                                                | CUSIP: 576339CF0<br>LEI: 549300G7G68IV2D8IM76 | Long             | ABS-O            | CORP              | CA        |    12223000 | PA      | $12102368.77  | 0.02%             | 2024-09-21      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                 | Metropolitan Life Global Funding I                                                                                                         | CUSIP: 59217GFC8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    29100000 | PA      | $28516422.20  | 0.06%             | 2025-08-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                                    | CUSIP: 44891ABK2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    13781000 | PA      | $13806830.69  | 0.03%             | 2025-04-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                  | Santander Holdings USA Inc                                                                                                                 | CUSIP: 80282KBE5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    27800000 | PA      | $27696280.98  | 0.05%             | 2026-09-09      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                | FirstEnergy Transmission LLC                                                                                                               | CUSIP: 33767BAB5<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   125751000 | PA      | $122730523.86 | 0.24%             | 2025-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2019-SMP                                                                                                 | CUSIP: 36259NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    22000000 | PA      | $21496365.00  | 0.04%             | 2032-08-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                | Ford Credit Auto Owner Trust 2019-REV1                                                                                                     | CUSIP: 34532PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    89401000 | PA      | $87310205.63  | 0.17%             | 2030-07-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                               | CUSIP: 3137BQC21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    68132957 | PA      | $43441.57     | 0.00%             | 2023-03-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                                              | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    27692000 | PA      | $27188043.81  | 0.05%             | 2025-05-24      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2021-1                                                                                                 | CUSIP: 30165XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    29900000 | PA      | $28541601.14  | 0.06%             | 2026-06-15      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                     | Macquarie Group Ltd                                                                                                                        | CUSIP: 55608JBA5<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    40033000 | PA      | $36574771.31  | 0.07%             | 2025-10-14      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-12298494.33 | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                                   | CUSIP: 38378NQB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       47315 | PA      | $15637.22     | 0.00%             | 2054-08-16      | Variable      | 0.59%                 | No            |                  3 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                | Plains All American Pipeline LP / PAA Finance Corp                                                                                         | CUSIP: 72650RBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    50709000 | PA      | $49968991.90  | 0.10%             | 2025-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Non Gold Pool                                                                                                                  | CUSIP: 3128S5QA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1898021 | PA      | $1915863.56   | 0.00%             | 2038-10-01      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2022-NQM1                                                                                                                             | CUSIP: 126416AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    65100363 | PA      | $52990796.77  | 0.10%             | 2066-11-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2013-GC11                                                                                              | CUSIP: 17320DAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   261530528 | PA      | $294117.23    | 0.00%             | 2046-04-10      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                 | Structured Asset Securities Corp Series 2006-3H                                                                                            | CUSIP: 86359DYK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3027110 | PA      | $2865197.61   | 0.01%             | 2035-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                                | Tengizchevroil Finance Co International Ltd                                                                                                | CUSIP: 88034QAB3<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    60401000 | PA      | $51642855.00  | 0.10%             | 2025-08-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                             | Southern Co/The                                                                                                                            | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    63530000 | PA      | $63389002.15  | 0.13%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    22567000 | PA      | $20489131.29  | 0.04%             | 2026-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust                  | UBS-Barclays Commercial Mortgage Trust 2012-C2                                                                                             | CUSIP: 90269CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        4822 | PA      | $4833.73      | 0.00%             | 2063-05-10      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280CU1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    29988000 | PA      | $28712104.16  | 0.06%             | 2024-08-17      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2014-CCRE19 Mortgage Trust                                                                                                            | CUSIP: 12592GBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11256012 | PA      | $10756226.99  | 0.02%             | 2047-08-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                                                                                        | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    39615000 | PA      | $41154825.94  | 0.08%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 2021-FL7 Ltd                                                                                                                           | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   112342000 | PA      | $107665331.73 | 0.21%             | 2036-10-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2016-GC37                                                                                              | CUSIP: 17290XAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    46275000 | PA      | $43323376.89  | 0.09%             | 2049-04-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| RBSCF Trust                                             | RBS Commercial Funding Inc 2013-SMV Trust                                                                                                  | CUSIP: 74932BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    57896000 | PA      | $57313867.30  | 0.11%             | 2031-03-11      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                         | CSAIL 2016-C7 Commercial Mortgage Trust                                                                                                    | CUSIP: 12637UAW9<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |    26777993 | PA      | $24923852.63  | 0.05%             | 2049-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Popular Inc                                             | Popular Inc                                                                                                                                | CUSIP: 733174AK2<br>LEI: 5493008CARDZMVQ3LO89 | Long             | DBT              | CORP              | PR        |    10727000 | PA      | $10766850.81  | 0.02%             | 2023-09-14      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                   | Bank of Ireland Group PLC                                                                                                                  | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    56942000 | PA      | $47325887.29  | 0.09%             | 2027-09-30      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                     | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PAU0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    52372000 | PA      | $51826611.09  | 0.10%             | 2024-07-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                       | General Motors Co                                                                                                                          | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    48531000 | PA      | $49199628.09  | 0.10%             | 2025-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2021-R3                                                                                                         | CUSIP: 92538EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    26556246 | PA      | $23027104.19  | 0.05%             | 2064-04-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2021-7                                                                                                            | CUSIP: 03464JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    58331465 | PA      | $46808696.66  | 0.09%             | 2066-10-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                  | Standard Chartered PLC                                                                                                                     | CUSIP: 853254CB4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    10244000 | PA      | $9666424.64   | 0.02%             | 2025-03-23      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2021-ROSS                                                                                                | CUSIP: 36264YAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    19706000 | PA      | $16498202.14  | 0.03%             | 2026-05-15      | Floating      | 9.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                            | CUSIP: 3138EJ5C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1054856 | PA      | $1063152.80   | 0.00%             | 2038-01-01      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                              | Affirm Asset Securitization Trust 2022-A                                                                                                   | CUSIP: 00834WAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    30000000 | PA      | $28451133.00  | 0.06%             | 2027-05-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BankUnited Inc                                          | BankUnited Inc                                                                                                                             | CUSIP: 06652KAA1<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |    66202000 | PA      | $65686855.76  | 0.13%             | 2025-11-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXI Ltd                     | Octagon Investment Partners XXI Ltd                                                                                                        | CUSIP: 67590QBK2<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |    73440000 | PA      | $72075722.01  | 0.14%             | 2031-02-14      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                          | NRG Energy Inc                                                                                                                             | CUSIP: 629377CK6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    90412000 | PA      | $87422811.11  | 0.17%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CS Master Trust                                         | CS Master Trust                                                                                                                            | CUSIP: 12598DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    83500000 | PA      | $83157232.50  | 0.16%             | 2025-04-15      | Floating      | 7.80%                 | No            |                  3 | On Loan: No      |
| ALLY FINANCIAL INC                                      | Ally Financial Inc                                                                                                                         | CUSIP: 02005NBL3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    11837000 | PA      | $11433168.79  | 0.02%             | 2023-10-02      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                            | CUSIP: 3138EHHS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3078094 | PA      | $3096974.37   | 0.01%             | 2037-08-01      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| JAPAN TREASURY DISC BILL                                | Japan Treasury Discount Bill                                                                                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 34450000000 | PA      | $249528120.75 | 0.49%             | 2023-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SMRT                                                    | SMRT 2022-MINI                                                                                                                             | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   196210000 | PA      | $188578235.46 | 0.37%             | 2039-01-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Trust 2015-MSQ                                                                                                                       | CUSIP: 05490VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    19174000 | PA      | $19129782.84  | 0.04%             | 2032-09-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Halcyon Loan Advisors Funding Ltd                       | Halcyon Loan Advisors Funding 2017-2 Ltd                                                                                                   | CUSIP: 40490BAC2<br>LEI: 549300IKIM3YK4H3N895 | Long             | ABS-CBDO         | CORP              | KY        |    23027000 | PA      | $22499630.35  | 0.04%             | 2030-01-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| HONO 2021-LULU Mortgage Trust                           | HONO 2021-LULU Mortgage Trust                                                                                                              | CUSIP: 40390MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    54660000 | PA      | $52225541.99  | 0.10%             | 2036-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                | AmeriCredit Automobile Receivables Trust 2020-1                                                                                            | CUSIP: 03067DAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    27958750 | PA      | $27710135.14  | 0.05%             | 2025-01-21      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                   | KKR CLO 30 Ltd                                                                                                                             | CUSIP: 48250EAN5<br>LEI: 549300NB16RGUJOZXI16 | Long             | ABS-CBDO         | CORP              | KY        |    18250000 | PA      | $17801166.62  | 0.04%             | 2031-10-17      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                            | Ford Credit Auto Owner Trust 2020-C                                                                                                        | CUSIP: 34533YAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    60583515 | PA      | $58972799.40  | 0.12%             | 2025-07-15      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2018-RIVR                                                                                                | CUSIP: 36255WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    47601011 | PA      | $44522300.99  | 0.09%             | 2035-07-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust                  | UBS-Barclays Commercial Mortgage Trust 2013-C5                                                                                             | CUSIP: 90270YBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2414221 | PA      | $2406533.36   | 0.00%             | 2046-03-10      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                                    | CUSIP: 44891ABS5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    39188000 | PA      | $34087106.52  | 0.07%             | 2026-01-08      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAF8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    20307000 | PA      | $19349240.45  | 0.04%             | 2024-07-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2012-GC8                                                                                               | CUSIP: 17318UAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   153281878 | PA      | $137.95       | 0.00%             | 2045-09-10      | Variable      | 0.17%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                                | PVH Corp                                                                                                                                   | CUSIP: 693656AC4<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    19872000 | PA      | $19305418.08  | 0.04%             | 2025-07-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PDC Energy Inc                                          | PDC Energy Inc                                                                                                                             | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |    43576000 | PA      | $41676957.92  | 0.08%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XIV LTD                     | Octagon Investment Partners XIV Ltd                                                                                                        | CUSIP: 67590ABP6<br>LEI: 549300QEN35HTPJ3BX33 | Long             | ABS-CBDO         | CORP              | KY        |    40947603 | PA      | $40453702.91  | 0.08%             | 2029-07-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                               | TransCanada PipeLines Ltd                                                                                                                  | CUSIP: 89355QM78<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | STIV             | CORP              | CA        |    23419000 | PA      | $23401826.14  | 0.05%             | 2022-12-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                     | BHMS 2018-ATLS                                                                                                                             | CUSIP: 05549GAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    39450000 | PA      | $36025246.88  | 0.07%             | 2035-07-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                     | DBGS 2018-5BP Mortgage Trust                                                                                                               | CUSIP: 33830CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16500000 | PA      | $15753668.70  | 0.03%             | 2033-06-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2014-GC19                                                                                              | CUSIP: 17322AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3995041 | PA      | $3913818.26   | 0.01%             | 2047-03-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital CLO 3-R Ltd                                                                                                              | CUSIP: 03330AAA0<br>LEI: 549300V7DN3VJ8H1GE96 | Long             | ABS-CBDO         | CORP              | KY        |    30658809 | PA      | $30079408.55  | 0.06%             | 2031-01-28      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust                       | Santander Retail Auto Lease Trust 2021-A                                                                                                   | CUSIP: 80286TAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   159370000 | PA      | $154664234.20 | 0.31%             | 2024-07-22      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                         | HGI CRE CLO 2021-FL2 Ltd                                                                                                                   | CUSIP: 40390JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    26520000 | PA      | $25559846.85  | 0.05%             | 2036-09-17      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                     | Citizens Bank NA/Providence RI                                                                                                             | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    54348000 | PA      | $52806231.48  | 0.10%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL                    | BX Commercial Mortgage Trust 2019-XL                                                                                                       | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20115483 | PA      | $19777582.87  | 0.04%             | 2036-10-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-1B PTT                                  | Air Canada 2015-1 Class B Pass Through Trust                                                                                               | CUSIP: 009090AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     6103667 | PA      | $6041019.30   | 0.01%             | 2023-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PRIMA Capital LTD                                       | Prima Capital CRE Securitization 2013-III Ltd                                                                                              | CUSIP: 74190AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    35011000 | PA      | $32849385.85  | 0.07%             | 2035-10-24      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| AMERICAN AIRLINES GROUP                                 | American Airlines Group Inc                                                                                                                | CUSIP: 02376RAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    51959000 | PA      | $45551436.90  | 0.09%             | 2025-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                    | Bank of America Corp                                                                                                                       | CUSIP: 06051GFH7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    39902000 | PA      | $39357980.12  | 0.08%             | 2024-08-26      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2015-GC35                                                                                              | CUSIP: 17324KAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   151495810 | PA      | $2527162.20   | 0.01%             | 2048-11-10      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Bill                                                                                                                | CUSIP: 912796Y60<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   568647000 | PA      | $563293296.54 | 1.12%             | 2023-02-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2015-UBS8                                                                                                   | CUSIP: 61691ABJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5566567 | PA      | $5388686.06   | 0.01%             | 2048-12-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust                              | Hudsons Bay Simon JV Trust 2015-HBS                                                                                                        | CUSIP: 44422PBC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4196684.00   | 0.01%             | 2034-08-05      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                         | LSTAR Commercial Mortgage Trust 2017-5                                                                                                     | CUSIP: 54910TAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    55578530 | PA      | $55580299.49  | 0.11%             | 2050-03-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                  | Credit Suisse Group AG                                                                                                                     | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    27460000 | PA      | $24340375.40  | 0.05%             | 2025-09-11      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                                                                                   | CUSIP: 05377RDC5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    22004000 | PA      | $21570673.03  | 0.04%             | 2025-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                | Octane Receivables Trust 2022-1                                                                                                            | CUSIP: 67571EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    80831628 | PA      | $78917187.47  | 0.16%             | 2028-03-20      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-BOLT                                                                           | CUSIP: 46653HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    41740000 | PA      | $41710281.12  | 0.08%             | 2033-08-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                     | BWAY 2013-1515 Mortgage Trust                                                                                                              | CUSIP: 05604FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3908287 | PA      | $3739843.37   | 0.01%             | 2033-03-10      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                                                                                         | CUSIP: 29278NAM5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    87329000 | PA      | $87689912.42  | 0.17%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                                                    | CUSIP: 35564KMA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    28997114 | PA      | $28286513.32  | 0.06%             | 2041-11-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                            | CUSIP: 3140EUEM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3564960 | PA      | $3684467.38   | 0.01%             | 2045-12-01      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2014-LC17 Mortgage Trust                                                                                                              | CUSIP: 12592MBL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    82630234 | PA      | $773832.14    | 0.00%             | 2047-10-10      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TR                                  | Fells Point Funding Trust                                                                                                                  | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    80973000 | PA      | $73758266.02  | 0.15%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2022-DNA3                                                                                                    | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30906333 | PA      | $30522300.61  | 0.06%             | 2042-04-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11                                                                             | CUSIP: 46639YAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    70799789 | PA      | $69815.67     | 0.00%             | 2046-04-15      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                 | Imperial Brands Finance PLC                                                                                                                | CUSIP: 45262BAA1<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   166275000 | PA      | $158669152.51 | 0.31%             | 2024-07-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                          | Galaxy XIX CLO Ltd                                                                                                                         | CUSIP: 36319QBN1<br>LEI: 5493000B2531UL3WQV87 | Long             | ABS-CBDO         | CORP              | KY        |    54140084 | PA      | $53096078.28  | 0.11%             | 2030-07-24      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| BB-UBS Trust                                            | BB-UBS Trust 2012-SHOW                                                                                                                     | CUSIP: 05538UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    39264000 | PA      | $36500022.50  | 0.07%             | 2036-11-05      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                                                                             | CUSIP: 958667AD9<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    38884000 | PA      | $38806910.91  | 0.08%             | 2023-01-13      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                | Citigroup Global Markets Holdings Inc/United States                                                                                        | CUSIP: 17329FXG4<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |    46806000 | PA      | $43942891.49  | 0.09%             | 2024-06-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                            | Illumina Inc                                                                                                                               | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    19227000 | PA      | $19372798.15  | 0.04%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd         | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                                                                                     | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   173500000 | PA      | $168375762.52 | 0.33%             | 2036-11-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                           | AIB Group PLC                                                                                                                              | CUSIP: 00135TAB0<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   103827000 | PA      | $100006495.53 | 0.20%             | 2025-04-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    23269000 | PA      | $19925641.44  | 0.04%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PCH7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    91927000 | PA      | $85530335.09  | 0.17%             | 2025-06-01      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust            | American Express Credit Account Master Trust                                                                                               | CUSIP: 02582JJV3<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   197319000 | PA      | $192171203.80 | 0.38%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust                | Capital One Prime Auto Receivables Trust 2022-1                                                                                            | CUSIP: 14043QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    82900000 | PA      | $79970653.89  | 0.16%             | 2027-04-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                | Devon Energy Corp                                                                                                                          | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    27374000 | PA      | $27398225.17  | 0.05%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                                       | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    77275000 | PA      | $75383486.51  | 0.15%             | 2025-04-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2015-GC31                                                                                              | CUSIP: 17323YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   224634525 | PA      | $1645313.11   | 0.00%             | 2048-06-10      | Variable      | 0.46%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                  | Standard Chartered PLC                                                                                                                     | CUSIP: 85325WAA6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     8168000 | PA      | $7558008.86   | 0.01%             | 2026-01-30      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                     | Macquarie Group Ltd                                                                                                                        | CUSIP: 55608JAL2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    45740000 | PA      | $45512630.58  | 0.09%             | 2024-03-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Bank of America Credit Card Trust                       | BA Credit Card Trust                                                                                                                       | CUSIP: 05522RDF2<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |    45660000 | PA      | $45714531.74  | 0.09%             | 2028-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                        | Bain Capital Credit CLO 2017-1 Ltd                                                                                                         | CUSIP: 05682QAQ9<br>LEI: 549300GUKNMHLHIJO049 | Long             | ABS-CBDO         | CORP              | KY        |    92348951 | PA      | $90873206.04  | 0.18%             | 2030-07-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                              | Zoetis Inc                                                                                                                                 | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    22604000 | PA      | $22951664.44  | 0.05%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                  | Aviation Capital Group LLC                                                                                                                 | CUSIP: 05369AAH4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    56550000 | PA      | $55400346.42  | 0.11%             | 2024-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                                | Jackson National Life Global Funding                                                                                                       | CUSIP: 46849LUV1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    30601000 | PA      | $28373855.24  | 0.06%             | 2025-01-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                                                                            | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    39207000 | PA      | $39309816.44  | 0.08%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC                   | New Economy Assets Phase 1 Sponsor LLC                                                                                                     | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    70550000 | PA      | $59784274.60  | 0.12%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754KAA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    27551804 | PA      | $27043415.24  | 0.05%             | 2041-11-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Towd Point Asset Trust 2018-SL1                         | Towd Point Asset Trust 2018-SL1                                                                                                            | CUSIP: 89174UAA4<br>LEI: 54930022FYEFQVX02P24 | Long             | ABS-O            | CORP              | US        |    17766323 | PA      | $17649477.86  | 0.03%             | 2046-01-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAB7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   112721000 | PA      | $111236583.91 | 0.22%             | 2023-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CS Master Trust                                         | CS Master Trust                                                                                                                            | CUSIP: 12657KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    47600000 | PA      | $47168125.20  | 0.09%             | 2023-04-15      | Floating      | 8.03%                 | No            |                  3 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS 2019-BWAY Mortgage Trust                                                                                                             | CUSIP: 05492NAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    57710000 | PA      | $54717419.10  | 0.11%             | 2034-11-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                  | Lendmark Funding Trust 2022-1                                                                                                              | CUSIP: 52608JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    82215000 | PA      | $79616767.58  | 0.16%             | 2032-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd         | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                                                                                     | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   112840000 | PA      | $109736900.00 | 0.22%             | 2037-01-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Non Gold Pool                                                                                                                  | CUSIP: 31300LV69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4601469 | PA      | $4654812.58   | 0.01%             | 2036-12-01      | Floating      | 3.82%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                   | Oglethorpe Power Corp                                                                                                                      | CUSIP: 67705BM66<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | STIV             | CORP              | US        |    17521000 | PA      | $17510049.38  | 0.03%             | 2022-12-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                    | BlueMountain Fuji US Clo I Ltd                                                                                                             | CUSIP: 09629CAL9<br>LEI: 549300XC3G26BPOECZ28 | Long             | ABS-CBDO         | CORP              | KY        |    69574666 | PA      | $68180609.76  | 0.13%             | 2029-07-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                        | First Investors Auto Owner Trust 2022-2                                                                                                    | CUSIP: 32058KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   110002370 | PA      | $109813341.74 | 0.22%             | 2027-07-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2019-IMC                                                                                                      | CUSIP: 05608BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3690000 | PA      | $3594796.89   | 0.01%             | 2034-04-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                  | VICI Properties LP / VICI Note Co Inc                                                                                                      | CUSIP: 92564RAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |    77732000 | PA      | $73264905.20  | 0.15%             | 2025-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2021-4SZN                                                                                                                             | CUSIP: 12663FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   135000000 | PA      | $128856798.00 | 0.26%             | 2023-11-15      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                    | Royal Bank of Canada                                                                                                                       | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    35670000 | PA      | $37134066.95  | 0.07%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2021-ARIA                                                                                                                         | CUSIP: 05608RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   194985000 | PA      | $176661577.10 | 0.35%             | 2036-10-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                            | CUSIP: 31410GQL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2032407 | PA      | $2059729.51   | 0.00%             | 2036-10-01      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                                    | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    47772000 | PA      | $41250894.13  | 0.08%             | 2026-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                  | Mitsubishi UFJ Financial Group Inc                                                                                                         | CUSIP: 606822BW3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    58686000 | PA      | $54446437.09  | 0.11%             | 2025-07-19      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 32 Ltd                      | Octagon Investment Partners 32 Ltd                                                                                                         | CUSIP: 67578BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   117614739 | PA      | $116101272.73 | 0.23%             | 2029-07-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                        | WFRBS Commercial Mortgage Trust 2013-C15                                                                                                   | CUSIP: 92938CAC1<br>LEI: 5493003CHVRASC16O965 | Long             | ABS-MBS          | CORP              | US        |     1837496 | PA      | $1822559.32   | 0.00%             | 2046-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2020-1                                                                                                            | CUSIP: 03464RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6226256 | PA      | $5837197.34   | 0.01%             | 2059-12-25      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                       | 1211 Avenue of the Americas Trust 2015-1211                                                                                                | CUSIP: 90117PAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   214200000 | PA      | $1320971.40   | 0.00%             | 2035-08-10      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                             | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    46263000 | PA      | $45104522.20  | 0.09%             | 2025-04-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2014-UBS3 Mortgage Trust                                                                                                              | CUSIP: 12591YBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5797822 | PA      | $5610418.42   | 0.01%             | 2047-06-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Corp Series 2019-PCC                                                                        | CUSIP: 46651KAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11384000 | PA      | $11298443.55  | 0.02%             | 2029-09-15      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                      | BSPRT 2021-FL7 Issuer Ltd                                                                                                                  | CUSIP: 05602CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    58340000 | PA      | $55967473.22  | 0.11%             | 2038-12-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                                       | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   109223000 | PA      | $104043390.85 | 0.21%             | 2026-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                  | Westinghouse Air Brake Technologies Corp                                                                                                   | CUSIP: 960386AH3<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    25687000 | PA      | $25401674.46  | 0.05%             | 2023-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                            | CD 2016-CD1 Mortgage Trust                                                                                                                 | CUSIP: 12514MBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    99348635 | PA      | $3628122.73   | 0.01%             | 2049-08-10      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2017-SMP                                                                                             | CUSIP: 95001CAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16322000 | PA      | $15684795.65  | 0.03%             | 2034-12-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing LLC                                                                                                                | CUSIP: 42806MAD1<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    25000000 | PA      | $22458165.00  | 0.04%             | 2025-12-26      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                    | Glencore Funding LLC                                                                                                                       | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    50850000 | PA      | $48435451.31  | 0.10%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                            | VeriSign Inc                                                                                                                               | CUSIP: 92343EAH5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     2167000 | PA      | $2178058.24   | 0.00%             | 2025-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co                                    | Matador Resources Co                                                                                                                       | CUSIP: 576485AE6<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   104601000 | PA      | $103758961.95 | 0.21%             | 2026-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP                      | One New York Plaza Trust 2020-1NYP                                                                                                         | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    90000000 | PA      | $84949749.00  | 0.17%             | 2036-01-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                     | American Tower Corp                                                                                                                        | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     3972000 | PA      | $3655900.06   | 0.01%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2016-GS2                                                                                                      | CUSIP: 36252TAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   161030334 | PA      | $7287749.83   | 0.01%             | 2049-05-10      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                             | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    98685000 | PA      | $92840739.10  | 0.18%             | 2025-01-22      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| IPALCO Enterprises Inc                                  | IPALCO Enterprises Inc                                                                                                                     | CUSIP: 462613AM2<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    18119000 | PA      | $17557151.92  | 0.03%             | 2024-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                    | BAT International Finance PLC                                                                                                              | CUSIP: 05530QAK6<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    19560000 | PA      | $18863479.35  | 0.04%             | 2025-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                     | NatWest Markets PLC                                                                                                                        | CUSIP: 63906YAG3<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    56794000 | PA      | $54448048.86  | 0.11%             | 2025-03-22      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                  | Credit Suisse Group AG                                                                                                                     | CUSIP: 225401AG3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    17160000 | PA      | $16653800.94  | 0.03%             | 2024-06-12      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                           | Discover Bank                                                                                                                              | CUSIP: 25466AAE1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    17999000 | PA      | $17156104.13  | 0.03%             | 2026-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2015-C29                                                                                             | CUSIP: 94989KAY9<br>LEI: 549300NYO16WLNMVJJ46 | Long             | ABS-MBS          | CORP              | US        |   124430360 | PA      | $1561215.28   | 0.00%             | 2048-06-15      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                         | Nordea Bank Abp                                                                                                                            | CUSIP: 65558RAA7<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    37771000 | PA      | $36622176.90  | 0.07%             | 2025-06-06      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1                                 | Pricoa Global Funding I                                                                                                                    | CUSIP: 74153WCR8<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    16334000 | PA      | $16076503.31  | 0.03%             | 2025-08-28      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                            | CUSIP: 31418MTA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4603169 | PA      | $4646574.08   | 0.01%             | 2034-08-01      | Floating      | 3.45%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                   | GM Financial Automobile Leasing Trust 2022-2                                                                                               | CUSIP: 36266FAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    91915000 | PA      | $89658872.79  | 0.18%             | 2025-06-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                   | Continental Resources Inc/OK                                                                                                               | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    67465000 | PA      | $58421316.75  | 0.12%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2018-PTC                                                                              | CUSIP: 46649GAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14359000 | PA      | $13138296.90  | 0.03%             | 2031-04-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| JAPAN TREASURY DISC BILL                                | Japan Treasury Discount Bill                                                                                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 40406450000 | PA      | $292657526.76 | 0.58%             | 2023-01-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                           | Citigroup Inc                                                                                                                              | CUSIP: 172967JL6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    33016000 | PA      | $32301950.09  | 0.06%             | 2025-03-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                   | Huntington Bancshares Inc/OH                                                                                                               | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    33784000 | PA      | $32115790.00  | 0.06%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                         | Residential Mortgage Loan Trust 2020-1                                                                                                     | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4082562 | PA      | $3817560.03   | 0.01%             | 2060-01-26      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                            | CUSIP: 3140EUEP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2839736 | PA      | $2934083.53   | 0.01%             | 2045-12-01      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                | Devon Energy Corp                                                                                                                          | CUSIP: 25179MBB8<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    26781000 | PA      | $27225595.40  | 0.05%             | 2023-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: BPKK09R19 CDS USD R V 03MEVENT P_SPKK09R19 CCPCDX / Short: BPKK09R19 CDS USD P F  5.00000 F_SPKK09R19 CCPCDX                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    80150000 | OU      | $-2296203.72  | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUS 2021-EQAZ Mortgage Trust                           | EQUS 2021-EQAZ Mortgage Trust                                                                                                              | CUSIP: 29478JAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    26030478 | PA      | $24716313.90  | 0.05%             | 2038-10-15      | Floating      | 4.97%                 | 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        |    78014043 | PA      | $76171562.30  | 0.15%             | 2031-07-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    77862000 | PA      | $76288686.17  | 0.15%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                 | CarMax Auto Owner Trust 2020-2                                                                                                             | CUSIP: 14315VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3467567 | PA      | $3439056.72   | 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        |    18333000 | PA      | $18218528.75  | 0.04%             | 2023-05-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                        | ABN AMRO Bank NV                                                                                                                           | CUSIP: 00084DAL4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    48000000 | PA      | $45767830.56  | 0.09%             | 2026-04-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                            | Ford Credit Auto Owner Trust 2022-D                                                                                                        | CUSIP: 345295AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    54685000 | PA      | $54917843.26  | 0.11%             | 2027-05-17      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                           | Long: SPNG01EZ1 CDS USD R F  1.50000 SPNG01EZ1_FEE CMBX / Short: SPNG01EZ1 CDS USD P V 01MEVENT SPNG01EZ1_PRO CMBX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |     2900236 | OU      | $-121048.62   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    92567000 | PA      | $87819645.86  | 0.17%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                        | OneMain Financial Issuance Trust 2019-2                                                                                                    | CUSIP: 68269BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    75865000 | PA      | $67950232.15  | 0.13%             | 2036-10-14      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Delos Finance Sarl                                      | Delos Finance Sarl 2018 Term Loan B                                                                                                        | CUSIP: 000000000<br>LEI: 549300HX549YWOJQT076 | Long             | LON              | CORP              | LU        |    38538618 | PA      | $38470404.55  | 0.08%             | 2023-10-06      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA/France                                                                                                                    | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   126739000 | PA      | $120904570.14 | 0.24%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                            | Navient Corp                                                                                                                               | CUSIP: 78442FET1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   100605000 | PA      | $100363044.98 | 0.20%             | 2024-03-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-2B PTT                                  | Air Canada 2015-2 Class B Pass Through Trust                                                                                               | CUSIP: 009088AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     4992667 | PA      | $4887895.12   | 0.01%             | 2023-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2019-70P                                                                                                 | CUSIP: 36257MAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    31297668 | PA      | $29543893.78  | 0.06%             | 2036-10-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust              | JPMBB Commercial Mortgage Securities Trust 2015-C30                                                                                        | CUSIP: 46644UBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   108796871 | PA      | $1034832.32   | 0.00%             | 2048-07-15      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                | Devon Energy Corp                                                                                                                          | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    78874000 | PA      | $79189354.03  | 0.16%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                 | HCA Inc                                                                                                                                    | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    26757000 | PA      | $26563391.70  | 0.05%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                          | Carvana Auto Receivables Trust 2021-N1                                                                                                     | CUSIP: 14687DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14828812 | PA      | $13879747.48  | 0.03%             | 2028-01-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BRCCAP~3.74~20221201                                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |   299999700 | PA      | $299999700.00 | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                            | CUSIP: 31419AJU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      594522 | PA      | $596611.88    | 0.00%             | 2040-07-01      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                                   | CUSIP: 38378N4W0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9101763 | PA      | $36871.24     | 0.00%             | 2056-03-16      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                     | CNH Equipment Trust 2022-B                                                                                                                 | CUSIP: 12663JAB7<br>LEI: 549300BIZ8MA1TOD5D46 | Long             | ABS-O            | CORP              | US        |    56750000 | PA      | $55940824.45  | 0.11%             | 2025-12-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corp Ltd                                | Israel Electric Corp Ltd                                                                                                                   | CUSIP: 46507MAE2<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    31698000 | PA      | $31939221.78  | 0.06%             | 2023-06-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Irvine Core Office Trust                                | Irvine Core Office Trust 2013-IRV                                                                                                          | CUSIP: 46361TAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7240119 | PA      | $12309.65     | 0.00%             | 2048-05-15      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Corp Series 2019-MARG                                                                       | CUSIP: 56658LAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11000000 | PA      | $10691657.79  | 0.02%             | 2034-05-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                 | GLP Capital LP / GLP Financing II Inc                                                                                                      | CUSIP: 361841AJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    25105000 | PA      | $24632130.50  | 0.05%             | 2025-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE HLDG LLC                                  | GE Healthcare Holding LLC                                                                                                                  | CUSIP: 36267VAC7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    45212000 | PA      | $45682690.38  | 0.09%             | 2025-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                                    | CUSIP: 44891ABY2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    24328000 | PA      | $22354849.34  | 0.04%             | 2024-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2013-CCRE8 Mortgage Trust                                                                                                             | CUSIP: 12625KAF2<br>LEI: 549300NGGFIEJ2ER3D22 | Long             | ABS-MBS          | CORP              | US        |   316621624 | PA      | $104833.42    | 0.00%             | 2046-06-10      | Variable      | 0.36%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                | International Flavors & Fragrances Inc                                                                                                     | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    54746000 | PA      | $48430493.23  | 0.10%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                 | GLP Capital LP / GLP Financing II Inc                                                                                                      | CUSIP: 361841AF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11954000 | PA      | $11851076.06  | 0.02%             | 2023-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                            | CUSIP: 31419APE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      667705 | PA      | $678262.16    | 0.00%             | 2040-10-01      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                            | CUSIP: 3138EJER5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1643219 | PA      | $1663307.36   | 0.00%             | 2041-08-01      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP                                                                            | CUSIP: 466317AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    44500000 | PA      | $41366844.00  | 0.08%             | 2037-04-15      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                   | Westlake Automobile Receivables Trust 2021-2                                                                                               | CUSIP: 96042RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    46363226 | PA      | $45770578.83  | 0.09%             | 2025-04-15      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2018-C47                                                                                             | CUSIP: 95002DAX7<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |    22988000 | PA      | $22636426.13  | 0.04%             | 2061-09-15      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2018-C44                                                                                             | CUSIP: 95001JAT4<br>LEI: 549300AGZIS1CJS4RM30 | Long             | ABS-MBS          | CORP              | US        |    20000000 | PA      | $19776456.00  | 0.04%             | 2051-05-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                                              | CUSIP: 172967NL1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    15948000 | PA      | $15166120.27  | 0.03%             | 2026-03-17      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                 | Nationwide Building Society                                                                                                                | CUSIP: 63861VAG2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    40000000 | PA      | $37350556.00  | 0.07%             | 2028-02-16      | Floating      | 5.12%                 | 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        |    80838325 | PA      | $64449761.50  | 0.13%             | 2066-09-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                            | Navient Corp                                                                                                                               | CUSIP: 63938CAE8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    31922000 | PA      | $31968490.56  | 0.06%             | 2023-09-25      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                                                                                 | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    53941000 | PA      | $52761554.68  | 0.10%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2013-WWP Mortgage Trust                                                                                                               | CUSIP: 12625CAG8<br>LEI: 549300CJNWCNIHR7IT87 | Long             | ABS-MBS          | CORP              | US        |   265903000 | PA      | $1781.55      | 0.00%             | 2031-03-10      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9                                                                                 | CUSIP: 61762DAE1<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |   107177251 | PA      | $171721.54    | 0.00%             | 2046-05-15      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                | Santander UK Group Holdings PLC                                                                                                            | CUSIP: 80281LAJ4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    10000000 | PA      | $9814777.30   | 0.02%             | 2024-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO X Ltd                                       | Elmwood CLO X Ltd                                                                                                                          | CUSIP: 29002VAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    64360000 | PA      | $62554851.96  | 0.12%             | 2034-10-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2021-1                                                                                                 | CUSIP: 30165XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    52760000 | PA      | $47496767.92  | 0.09%             | 2027-04-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp II                                                                                                             | CUSIP: 36266CAA4<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   119190000 | PA      | $115113737.76 | 0.23%             | 2036-11-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                                                                                        | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    48086000 | PA      | $47117393.60  | 0.09%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                                | BXMT 2021-FL4 Ltd                                                                                                                          | CUSIP: 05609GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    57000000 | PA      | $56360544.93  | 0.11%             | 2038-05-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                        | Great Wolf Trust 2019-WOLF                                                                                                                 | CUSIP: 39152TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    38043000 | PA      | $36383115.43  | 0.07%             | 2036-12-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                      | Discover Card Execution Note Trust                                                                                                         | CUSIP: 254683CE3<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |     5100000 | PA      | $5099840.37   | 0.01%             | 2025-08-15      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2021-NQM1                                                                                                                             | CUSIP: 126407AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15273248 | PA      | $13621312.04  | 0.03%             | 2065-05-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| CSN Resources SA                                        | CSN Resources SA                                                                                                                           | CUSIP: 12644VAC2<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |     5530000 | PA      | $5502101.15   | 0.01%             | 2026-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Latitude Management Real Estate Capital Inc             | LMREC 2019-CRE3 Inc                                                                                                                        | CUSIP: 50209TAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    31854833 | PA      | $31712607.21  | 0.06%             | 2035-12-22      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Four Seasons Hotels Limited                             | Four Seasons Hotels Limited New 1st Lien Term Loan                                                                                         | CUSIP: 35100DAR7<br>LEI: 5493009FUVX8LHYY2202 | Long             | LON              | CORP              | CA        |    78010600 | PA      | $77992657.88  | 0.15%             | 2023-11-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 2021-FL6 Ltd                                                                                                                           | CUSIP: 55283TAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    66840000 | PA      | $62998335.57  | 0.12%             | 2036-07-16      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2014-GC23                                                                                              | CUSIP: 17322VAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   120131000 | PA      | $375157.10    | 0.00%             | 2047-07-10      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                              | Apidos CLO XXII                                                                                                                            | CUSIP: 03765XAG1<br>LEI: 5493003SQW0Q40KVFQ19 | Long             | ABS-CBDO         | CORP              | KY        |    79418000 | PA      | $77648258.82  | 0.15%             | 2031-04-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| ACAM 2019-FL1, Ltd.                                     | ACAM 2019-FL1 ltd                                                                                                                          | CUSIP: 000825AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    25000000 | PA      | $24707850.75  | 0.05%             | 2034-11-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-BCON                                                                           | CUSIP: 46590WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    27681000 | PA      | $27575604.59  | 0.05%             | 2031-01-05      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                  | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    23021000 | PA      | $23275798.04  | 0.05%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                     | Macquarie Group Ltd                                                                                                                        | CUSIP: 55608JAR9<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    33697000 | PA      | $29148419.89  | 0.06%             | 2027-01-12      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                                                                             | CUSIP: 46642MAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    25795381 | PA      | $1286358.90   | 0.00%             | 2027-06-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                                 | Nissan Auto Lease Trust 2022-A                                                                                                             | CUSIP: 65480LAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    77680000 | PA      | $76321244.74  | 0.15%             | 2025-05-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                        | ABN AMRO Bank NV                                                                                                                           | CUSIP: 00080QAF2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    91639000 | PA      | $88056419.11  | 0.17%             | 2025-07-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                 | CarMax Auto Owner Trust 2020-2                                                                                                             | CUSIP: 14315VAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    35731000 | PA      | $34612937.71  | 0.07%             | 2025-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                  | Santander Holdings USA Inc                                                                                                                 | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    38058000 | PA      | $34994844.40  | 0.07%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                        | WFRBS Commercial Mortgage Trust 2014-C19                                                                                                   | CUSIP: 92938VAP0<br>LEI: 549300FCX3YXSYSLU895 | Long             | ABS-MBS          | CORP              | US        |    11111633 | PA      | $10894400.30  | 0.02%             | 2047-03-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                     | LCM XXII Ltd                                                                                                                               | CUSIP: 50189GAK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     9723959 | PA      | $9598359.23   | 0.02%             | 2028-10-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | Long: SPH0018M9 CDS USD R F  1.50000 SPH0018M9_FEE CMBX / Short: SPH0018M9 CDS USD P V 01MEVENT SPH0018M9_PRO CMBX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |     8700707 | OU      | $-363145.86   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GRP NY                                | Australia & New Zealand Banking Group Ltd/New York NY                                                                                      | CUSIP: 05254JAA8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    37689000 | PA      | $38021649.52  | 0.08%             | 2025-12-08      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                                                                                 | CUSIP: 14040HCQ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    44309000 | PA      | $43124706.83  | 0.09%             | 2025-05-09      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust              | JPMBB Commercial Mortgage Securities Trust 2015-C29                                                                                        | CUSIP: 46644RBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    51155955 | PA      | $571304.59    | 0.00%             | 2048-05-15      | Variable      | 0.71%                 | 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        |    29341188 | PA      | $28831250.90  | 0.06%             | 2030-07-21      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                             | Netflix Inc                                                                                                                                | CUSIP: 64110LAY2<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    57545000 | PA      | $55315131.25  | 0.11%             | 2025-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                       | Vornado Realty LP                                                                                                                          | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |    17704000 | PA      | $14970519.75  | 0.03%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                                                    | CUSIP: 35564KMH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    46980000 | PA      | $43667783.15  | 0.09%             | 2041-11-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                              | Sprint LLC                                                                                                                                 | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    15050000 | PA      | $15395247.00  | 0.03%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                           | Long: SPHG01505 CDS USD R F  1.50000 SPHG01505_FEE CMBX / Short: SPHG01505 CDS USD P V 01MEVENT SPHG01505_PRO CMBX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |     5800472 | OU      | $-242097.24   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                         | Danske Bank A/S                                                                                                                            | CUSIP: 23636AAT8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    66319000 | PA      | $65987351.28  | 0.13%             | 2024-01-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                 | TRTX 2019-FL3 Issuer Ltd                                                                                                                   | CUSIP: 87276VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2358845 | PA      | $2353175.25   | 0.00%             | 2034-10-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                       | Cedar Funding XIV CLO Ltd                                                                                                                  | CUSIP: 15034AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    96630000 | PA      | $94696452.06  | 0.19%             | 2033-07-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                                 | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                                                                           | CUSIP: 983130AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15580529 | PA      | $14978575.26  | 0.03%             | 2025-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO                                  | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand                                                           | CUSIP: 05969BAD5<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    28016000 | PA      | $27840479.76  | 0.06%             | 2025-04-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                | Huntington National Bank/The                                                                                                               | CUSIP: 44644MAH4<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    80138000 | PA      | $80283131.52  | 0.16%             | 2025-11-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Corp Series 2019-PCC                                                                        | CUSIP: 46651KAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8338000 | PA      | $8283489.49   | 0.02%             | 2029-09-15      | Floating      | 9.26%                 | No            |                  3 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2016-C32                                                                                             | CUSIP: 94989YAZ6<br>LEI: 549300VOKB4Z9J8DIM89 | Long             | ABS-MBS          | CORP              | US        |    18500000 | PA      | $17410905.00  | 0.03%             | 2059-01-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                                       | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    81286000 | PA      | $73374173.50  | 0.15%             | 2026-06-19      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                         | Fontainebleau Miami Beach Trust 2019-FBLU                                                                                                  | CUSIP: 34461LAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16564190 | PA      | $15436422.09  | 0.03%             | 2036-12-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2016-GC37                                                                                              | CUSIP: 17290XAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    51477116 | PA      | $2154219.48   | 0.00%             | 2049-04-10      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2016-UB11                                                                                                   | CUSIP: 61767FBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   121222774 | PA      | $3526903.88   | 0.01%             | 2049-08-15      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                            | CUSIP: 31410GQH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1806652 | PA      | $1828947.77   | 0.00%             | 2036-10-01      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                            | CUSIP: 3138EJJ41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1416359 | PA      | $1439254.58   | 0.00%             | 2038-12-01      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                 | SCF Equipment Leasing 2021-1 LLC                                                                                                           | CUSIP: 783897AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   136635000 | PA      | $129292918.28 | 0.26%             | 2028-08-21      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust 2019-MAUI                            | Hawaii Hotel Trust 2019-MAUI                                                                                                               | CUSIP: 41975AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    35079000 | PA      | $33571427.36  | 0.07%             | 2038-05-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Fifth Third Auto Trust                                  | Fifth Third Auto Trust 2019-1                                                                                                              | CUSIP: 31680YAE7<br>LEI: 549300EMGYBMVWMPNI56 | Long             | ABS-O            | CORP              | US        |    18075917 | PA      | $18034342.00  | 0.04%             | 2026-11-16      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| LoanCore 2022-CRE7 Issuer Ltd.                          | LoanCore 2022-CRE7 Issuer Ltd                                                                                                              | CUSIP: 53946PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   106030000 | PA      | $101924253.33 | 0.20%             | 2037-01-17      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust                            | World Omni Select Auto Trust 2019-A                                                                                                        | CUSIP: 98163BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8886000 | PA      | $8755288.72   | 0.02%             | 2025-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                                             | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    24180000 | PA      | $23786954.10  | 0.05%             | 2026-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                     | Macquarie Group Ltd                                                                                                                        | CUSIP: 55608JBF4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    83107000 | PA      | $82461826.23  | 0.16%             | 2026-08-09      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2013-GCJ12                                                                                                    | CUSIP: 36197XAQ7<br>LEI: 549300SSCQUZ3RRV2T53 | Long             | ABS-MBS          | CORP              | US        |     5809261 | PA      | $5711042.08   | 0.01%             | 2046-06-10      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                       | General Motors Co                                                                                                                          | CUSIP: 37045VAW0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    24769000 | PA      | $24806805.67  | 0.05%             | 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        |   154270000 | PA      | $144676550.35 | 0.29%             | 2036-08-15      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                        | WFRBS Commercial Mortgage Trust 2012-C10                                                                                                   | CUSIP: 92890NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14901197 | PA      | $453.00       | 0.00%             | 2045-12-15      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd         | Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd                                                                                     | CUSIP: 03881EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    40530000 | PA      | $39435062.19  | 0.08%             | 2036-05-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Trust 2015-VFM                                                                                                                       | CUSIP: 05546JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14610713 | PA      | $13550890.14  | 0.03%             | 2036-03-10      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                            | Barclays PLC                                                                                                                               | CUSIP: 06738EBB0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    23103000 | PA      | $22893840.45  | 0.05%             | 2024-05-16      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust                              | Hudsons Bay Simon JV Trust 2015-HBS                                                                                                        | CUSIP: 44422PBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $3408466.00   | 0.01%             | 2034-08-05      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| JFIN CLO Ltd                                            | JFIN CLO 2013 Ltd                                                                                                                          | CUSIP: 46616KAN4<br>LEI: 254900FKAMPTOJBLLD47 | Long             | ABS-CBDO         | CORP              | KY        |    37290505 | PA      | $36852960.96  | 0.07%             | 2030-01-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                                                                                   | CUSIP: 92840VAK8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    59198000 | PA      | $57895644.00  | 0.11%             | 2024-05-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                                                                            | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    26177000 | PA      | $26166706.42  | 0.05%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending                   | CF Trust 2019-BOSS                                                                                                                         | CUSIP: 15725PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    63488000 | PA      | $58143650.00  | 0.12%             | 2024-12-15      | Floating      | 4.75%                 | No            |                  3 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2020-GC45                                                                                                     | CUSIP: 36258YBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15180000 | PA      | $14340626.45  | 0.03%             | 2053-02-13      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                                                                           | CUSIP: 05526DBG9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    27255000 | PA      | $26072566.35  | 0.05%             | 2024-09-06      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| BXHPP TRUST                                             | BXHPP Trust 2021-FILM                                                                                                                      | CUSIP: 05609JAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    38250000 | PA      | $35348733.68  | 0.07%             | 2036-08-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Nutrition & Biosciences, Inc.                           | Nutrition & Biosciences, Inc. 5 Year Delayed Draw Term Loan                                                                                | CUSIP: 000000000<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | LON              | CORP              | US        |    47764407 | PA      | $47704701.49  | 0.09%             | 2025-01-17      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Irvine Core Office Trust                                | Irvine Core Office Trust 2013-IRV                                                                                                          | CUSIP: 46361TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    40462264 | PA      | $39834961.34  | 0.08%             | 2048-05-15      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                                   | CUSIP: 38379KAP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1821600 | PA      | $1779472.77   | 0.00%             | 2055-10-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Perimeter Master Note Business Trust                    | Perimeter Master Note Business Trust                                                                                                       | CUSIP: 71384PAJ0<br>LEI: 5493005H6EB040833X54 | Long             | ABS-O            | CORP              | US        |    46000000 | PA      | $43810533.40  | 0.09%             | 2024-05-15      | Fixed         | 3.19%                 | No            |                  3 | On Loan: No      |
| Octane Receivables Trust                                | Octane Receivables Trust 2021-1                                                                                                            | CUSIP: 67571AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18577010 | PA      | $17910366.72  | 0.04%             | 2027-03-22      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Non Gold Pool                                                                                                                  | CUSIP: 3128S5PA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2078482 | PA      | $2076971.43   | 0.00%             | 2038-02-01      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Non Gold Pool                                                                                                                  | CUSIP: 31300LV36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4997541 | PA      | $5056517.83   | 0.01%             | 2036-09-01      | Floating      | 3.57%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Corp Series 2019-PCC                                                                        | CUSIP: 46651KAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14048000 | PA      | $13915089.06  | 0.03%             | 2029-09-15      | Floating      | 8.26%                 | No            |                  3 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc            | BAMLL Commercial Mortgage Securities Trust 2019-AHT                                                                                        | CUSIP: 05525DAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10221000 | PA      | $9859626.32   | 0.02%             | 2034-03-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                     | BWAY 2013-1515 Mortgage Trust                                                                                                              | CUSIP: 05604FAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   103040000 | PA      | $806143.74    | 0.00%             | 2033-03-10      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                  | Westinghouse Air Brake Technologies Corp                                                                                                   | CUSIP: 960386AN0<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    52901000 | PA      | $52063136.50  | 0.10%             | 2024-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners, L.P.                                  | Buckeye Partners, L.P. 2021 Term Loan B                                                                                                    | CUSIP: 11823LAK1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |    40554984 | PA      | $40126520.87  | 0.08%             | 2026-11-01      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                 | Adani Ports & Special Economic Zone Ltd                                                                                                    | CUSIP: 00652MAF9<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    30600000 | PA      | $28862192.95  | 0.06%             | 2024-07-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                           | UniCredit SpA                                                                                                                              | CUSIP: 904678AG4<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    38610000 | PA      | $38640020.05  | 0.08%             | 2023-12-04      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 2021-FL7 Ltd                                                                                                                           | CUSIP: 55284AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    57330000 | PA      | $53854793.57  | 0.11%             | 2036-10-16      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust                  | UBS-Barclays Commercial Mortgage Trust 2013-C5                                                                                             | CUSIP: 90270YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    23805246 | PA      | $23686224.53  | 0.05%             | 2046-03-10      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                                                                                  | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    60280000 | PA      | $53037232.01  | 0.10%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                           | Long: SPH001N18 CDS USD R F  1.50000 SPH001N18_FEE CMBX / Short: SPH001N18 CDS USD P V 01MEVENT SPH001N18_PRO CMBX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |     1450118 | OU      | $-60524.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                  | VICI Properties LP / VICI Note Co Inc                                                                                                      | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              |  | US        |    12193000 | PA      | $11431973.91  | 0.02%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXV Ltd                                                                                                               | CUSIP: 55820RAJ1<br>LEI: 254900B0583OW8RQ8N33 | Long             | ABS-CBDO         | CORP              | KY        |    52721836 | PA      | $51840570.35  | 0.10%             | 2029-04-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BRCCAP~-10~20220726                                                                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |     -861000 | PA      | $-861000.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                                                                                   | CUSIP: 05377RDY7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    22560000 | PA      | $20277767.23  | 0.04%             | 2027-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                        | WFRBS Commercial Mortgage Trust 2014-C21                                                                                                   | CUSIP: 92939FAT6<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |    12121750 | PA      | $11711552.18  | 0.02%             | 2047-08-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2011-GC5                                                                                                      | CUSIP: 36191YAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    39534760 | PA      | $35396285.04  | 0.07%             | 2044-08-10      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2020-AFC1 Trust                                                                                                                       | CUSIP: 12597MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    19361446 | PA      | $17852858.46  | 0.04%             | 2050-02-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PCY0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    38901000 | PA      | $37579037.43  | 0.07%             | 2028-02-24      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                                       | KREF 2021-FL2 Ltd                                                                                                                          | CUSIP: 48275RAA5<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |    74690000 | PA      | $71935806.25  | 0.14%             | 2039-02-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                             | ONE Gas Inc                                                                                                                                | CUSIP: 68235PAL2<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    22804000 | PA      | $21706614.51  | 0.04%             | 2024-03-11      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                   | Freeport Indonesia PT                                                                                                                      | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    31203000 | PA      | $30142098.00  | 0.06%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC                   | New Economy Assets Phase 1 Sponsor LLC                                                                                                     | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    28890000 | PA      | $23868065.75  | 0.05%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                     | DBGS 2021-W52 Mortgage Trust                                                                                                               | CUSIP: 23308LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    86290000 | PA      | $81843717.91  | 0.16%             | 2036-10-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2022-A                                                                                           | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    99715244 | PA      | $86867383.12  | 0.17%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2014-CCRE17 Mortgage Trust                                                                                                            | CUSIP: 12631DBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7751000 | PA      | $7539889.89   | 0.01%             | 2047-05-10      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                             | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    34700000 | PA      | $35523988.98  | 0.07%             | 2026-10-16      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                         | Danske Bank A/S                                                                                                                            | CUSIP: 23636ABA8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    46616000 | PA      | $42259593.09  | 0.08%             | 2025-09-10      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust            | American Express Credit Account Master Trust                                                                                               | CUSIP: 02582JJT8<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   191055000 | PA      | $184805629.16 | 0.37%             | 2027-05-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                           | SFO Commercial Mortgage Trust 2021-555                                                                                                     | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    65000000 | PA      | $59997145.00  | 0.12%             | 2038-05-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                                | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    37283000 | PA      | $35283505.63  | 0.07%             | 2025-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                            | CUSIP: 3140E7A91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2468447 | PA      | $2535877.33   | 0.01%             | 2045-10-01      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                  | CUSIP: 00774MBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    31795000 | PA      | $29201182.66  | 0.06%             | 2024-10-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                       | Credit Acceptance Auto Loan Trust 2021-3                                                                                                   | CUSIP: 22535GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    48200000 | PA      | $45477745.94  | 0.09%             | 2030-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                    | National Fuel Gas Co                                                                                                                       | CUSIP: 63618EAM3<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     3993000 | PA      | $3997408.87   | 0.01%             | 2023-03-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       85137 | NC      | $44467304.97  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JPMCC Commercial Mortgage Securities Trust 2017-JP7                                                                                        | CUSIP: 465968AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   263949826 | PA      | $8654466.07   | 0.02%             | 2050-09-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| CS Master Trust                                         | Charming Shoppes Master Trust                                                                                                              | CUSIP: 12662WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    62700000 | PA      | $63103499.58  | 0.12%             | 2023-08-15      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                        | FirstEnergy Corp                                                                                                                           | CUSIP: 337932AK3<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    71006000 | PA      | $65636909.71  | 0.13%             | 2025-03-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                            | Atrium Hotel Portfolio Trust 2017-ATRM                                                                                                     | CUSIP: 04965JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    19170000 | PA      | $18629544.02  | 0.04%             | 2036-12-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| BHP Trust                                               | BHP Trust 2019-BXHP                                                                                                                        | CUSIP: 05550TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    75429108 | PA      | $73230455.32  | 0.14%             | 2036-08-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                              | Apidos CLO XXXI                                                                                                                            | CUSIP: 03767VAG3<br>LEI: 549300IG6PHVJ3WBR394 | Long             | ABS-CBDO         | CORP              | KY        |    86400000 | PA      | $84672000.00  | 0.17%             | 2031-04-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | Long: SP3G00262 CDS USD R F  1.50000 SP3G00262_FEE CMBX / Short: SP3G00262 CDS USD P V 01MEVENT SP3G00262_PRO CMBX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |    10000000 | OU      | $-110470.80   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage Trust                      | Ready Capital Mortgage Financing 2022-FL8 LLC                                                                                              | CUSIP: 75574PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    84630000 | PA      | $81962193.28  | 0.16%             | 2037-01-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2014-UBS3 Mortgage Trust                                                                                                              | CUSIP: 12591YBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13342000 | PA      | $12912012.69  | 0.03%             | 2047-06-10      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                          | Carvana Auto Receivables Trust 2022-P3                                                                                                     | CUSIP: 14686MAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    34269000 | PA      | $33404564.48  | 0.07%             | 2027-11-10      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                            | CUSIP: 3138EGYN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      989882 | PA      | $998130.78    | 0.00%             | 2040-04-01      | Floating      | 2.44%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2018-BILT                                                                                                                         | CUSIP: 05606JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    21628000 | PA      | $20949404.20  | 0.04%             | 2030-05-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -10024 | NC      | $-6110474.24  | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| KKR Financial CLO Ltd                                   | KKR CLO 38 Ltd                                                                                                                             | CUSIP: 48259BAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    98040000 | PA      | $95989333.59  | 0.19%             | 2033-04-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| BB-UBS Trust                                            | BB-UBS Trust                                                                                                                               | CUSIP: 05490AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7850000 | PA      | $7034115.75   | 0.01%             | 2030-06-05      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2015-GC34                                                                                                     | CUSIP: 36250VAD4<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |    36577000 | PA      | $34457655.47  | 0.07%             | 2048-10-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| JFIN CLO Ltd                                            | JFIN CLO 2013 Ltd                                                                                                                          | CUSIP: 46616KAJ3<br>LEI: 254900FKAMPTOJBLLD47 | Long             | ABS-CBDO         | CORP              | KY        |    50316684 | PA      | $49655462.14  | 0.10%             | 2030-01-20      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                      | Aqua Finance Trust 2019-A                                                                                                                  | CUSIP: 038370AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12409670 | PA      | $11678234.93  | 0.02%             | 2040-07-16      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                           | Long: SP4C00914 CDS USD R F  1.50000 SP4C00914_FEE CMBX / Short: SP4C00914 CDS USD P V 01MEVENT SP4C00914_PRO CMBX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |    20000000 | OU      | $-602408.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                   | Toronto-Dominion Bank/The                                                                                                                  | CUSIP: 89115A2A9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    90096000 | PA      | $87721660.47  | 0.17%             | 2025-06-06      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2020-4                                                                                                          | CUSIP: 92538LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12950973 | PA      | $11620950.98  | 0.02%             | 2065-05-25      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                | Santander UK Group Holdings PLC                                                                                                            | CUSIP: 80281LAA3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    42889000 | PA      | $40819279.79  | 0.08%             | 2025-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2020-1                                                                                                          | CUSIP: 92536PAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5578125 | PA      | $5263753.23   | 0.01%             | 2060-01-25      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2021-AFC1 Trust                                                                                                                       | CUSIP: 12657LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    21719991 | PA      | $16951062.56  | 0.03%             | 2056-03-25      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                      | F&G Global Funding                                                                                                                         | CUSIP: 30321L2D3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    58675000 | PA      | $51406109.23  | 0.10%             | 2027-04-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GVR2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    25439000 | PA      | $24962021.80  | 0.05%             | 2025-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Life Time Fitness Inc                                   | Life Time Fitness Inc 2021 Term Loan B                                                                                                     | CUSIP: 50218KAG3<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |    16940926 | PA      | $16875279.89  | 0.03%             | 2024-12-16      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| MTK Mortgage Trust                                      | MTK 2021-GRNY Mortgage Trust                                                                                                               | CUSIP: 55379DAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    22648900 | PA      | $21671405.41  | 0.04%             | 2038-12-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP                      | One New York Plaza Trust 2020-1NYP                                                                                                         | CUSIP: 68249DAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    59595000 | PA      | $55979127.01  | 0.11%             | 2036-01-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Cash Management Bill                                                                                                         | CUSIP: 912796ZL6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   524930000 | PA      | $521768609.08 | 1.03%             | 2023-01-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | Morgan Stanley                                                                                                                             | CUSIP: 61744YAQ1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   199105000 | PA      | $197750002.87 | 0.39%             | 2024-04-24      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| GREENKO MAURITIUS LTD                                   | Greenko Mauritius Ltd                                                                                                                      | CUSIP: 39531LAA7<br>LEI: 2138005EDWGI4914B264 | Long             | DBT              | CORP              | MU        |    23190000 | PA      | $23074050.00  | 0.05%             | 2023-02-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                     | NatWest Markets PLC                                                                                                                        | CUSIP: 63906YAB4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    23409000 | PA      | $21612129.61  | 0.04%             | 2024-08-12      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                                                                           | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    27628000 | PA      | $27252847.40  | 0.05%             | 2026-07-24      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                          | Carvana Auto Receivables Trust 2022-P2                                                                                                     | CUSIP: 14686JAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    70922000 | PA      | $68372893.11  | 0.14%             | 2028-02-10      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 72 CLO Ltd                                                                                                                          | CUSIP: 26252NAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    98100000 | PA      | $95855238.52  | 0.19%             | 2032-05-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2015-SG1                                                                                             | CUSIP: 94989QAY6<br>LEI: 549300ZJL46M82UL2Z22 | Long             | ABS-MBS          | CORP              | US        |   143190125 | PA      | $1996027.39   | 0.00%             | 2048-09-15      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| HMH Trust                                               | HMH Trust 2017-NSS                                                                                                                         | CUSIP: 40390AAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    21685000 | PA      | $20670595.22  | 0.04%             | 2031-07-05      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2014-CCRE21 Mortgage Trust                                                                                                            | CUSIP: 12592RBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4568209 | PA      | $4380947.40   | 0.01%             | 2047-12-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                             | Humana Inc. Delayed Draw Term Loan                                                                                                         | CUSIP: 44485JAM2<br>LEI: 529900YLDW34GJAO4J06 | Long             | LON              | CORP              | US        |    39204132 | PA      | $38983608.76  | 0.08%             | 2024-05-28      | Floating      | 5.32%                 | No            |                  3 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-ICON                                                                           | CUSIP: 46650RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12800000 | PA      | $12185849.47  | 0.02%             | 2034-01-05      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                      | Honda Auto Receivables 2021-2 Owner Trust                                                                                                  | CUSIP: 43811JAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3616233 | PA      | $3609087.80   | 0.01%             | 2023-11-15      | Fixed         | 0.17%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                              | Cigna Corp                                                                                                                                 | CUSIP: 125523AC4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    43170000 | PA      | $43267837.47  | 0.09%             | 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        |    46431015 | PA      | $44916310.13  | 0.09%             | 2042-01-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                      | Discover Card Execution Note Trust                                                                                                         | CUSIP: 254683CW3<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |   143875000 | PA      | $138206022.86 | 0.27%             | 2027-07-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2021-3                                                                                                 | CUSIP: 30166AAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    61755000 | PA      | $54454787.06  | 0.11%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2014-USA OA LLC                                                                                                                       | CUSIP: 12649AAA7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     8931112 | PA      | $8091503.33   | 0.02%             | 2037-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2021-RNT2                                                                                                | CUSIP: 36266JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    83880910 | PA      | $83631113.10  | 0.17%             | 2023-11-21      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2015-LC21 Mortgage Trust                                                                                                              | CUSIP: 12593FBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17723000 | PA      | $16890135.97  | 0.03%             | 2048-07-10      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| VASA Trust                                              | VASA Trust 2021-VASA                                                                                                                       | CUSIP: 92230AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20502000 | PA      | $18917775.61  | 0.04%             | 2039-07-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| NOVA GAS TRANSMISSION                                   | NOVA Gas Transmission Ltd                                                                                                                  | CUSIP: 669771AS6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    11089000 | PA      | $11145554.01  | 0.02%             | 2023-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                         | CSAIL 2016-C7 Commercial Mortgage Trust                                                                                                    | CUSIP: 12637UAY5<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |   204506548 | PA      | $5352733.94   | 0.01%             | 2049-11-15      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| Earthstone Energy Inc                                   | Earthstone Energy Inc                                                                                                                      | CUSIP: 27032D304<br>LEI: 54930081UTV7CK45XG14 | Long             | EC               | CORP              | US        |        9084 | NS      | $143890.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                             | Netflix Inc                                                                                                                                | CUSIP: 64110LAL0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    83995000 | PA      | $84965683.18  | 0.17%             | 2025-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                                                                                 | CUSIP: 034863AP5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    50235000 | PA      | $49325520.94  | 0.10%             | 2025-05-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                | Ford Credit Auto Owner Trust 2022-REV1                                                                                                     | CUSIP: 34528EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   115555000 | PA      | $110650348.91 | 0.22%             | 2034-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE                                                                           | CUSIP: 46646GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10000000 | PA      | $8892454.00   | 0.02%             | 2038-09-06      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2021-SRDC                                                                                                                             | CUSIP: 12662RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    25000000 | PA      | $25129057.50  | 0.05%             | 2023-11-15      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                                                                               | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    20066000 | PA      | $16895134.56  | 0.03%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                          | Pagaya AI Debt Trust 2022-1                                                                                                                | CUSIP: 69546MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   127767221 | PA      | $122406619.39 | 0.24%             | 2029-10-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XAL0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    17554000 | PA      | $17493554.91  | 0.03%             | 2023-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                                 | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                                                                           | CUSIP: 983130AU9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8311000 | PA      | $8240605.83   | 0.02%             | 2023-05-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities                  | Natixis Commercial Mortgage Securities Trust 2018-285M                                                                                     | CUSIP: 63874FAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17029000 | PA      | $15732539.66  | 0.03%             | 2032-11-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                              | GLS Auto Receivables Issuer Trust 2021-3                                                                                                   | CUSIP: 36263LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    24561803 | PA      | $24388251.38  | 0.05%             | 2025-01-15      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                           | UBS Commercial Mortgage Trust 2017-C6                                                                                                      | CUSIP: 90276UAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   274500857 | PA      | $11756432.49  | 0.02%             | 2050-12-15      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Non Gold Pool                                                                                                                  | CUSIP: 3128S5GH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2544575 | PA      | $2580180.20   | 0.01%             | 2037-02-01      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                                               | CUSIP: 914906AS1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    69012000 | PA      | $66688711.02  | 0.13%             | 2025-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    24825000 | PA      | $23974837.59  | 0.05%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                      | Southwest Gas Corp                                                                                                                         | CUSIP: 845011AF2<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    38498000 | PA      | $38889077.31  | 0.08%             | 2027-12-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                                                                                   | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    55944000 | PA      | $54335314.06  | 0.11%             | 2024-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                         | CFCRE Commercial Mortgage Trust 2016-C7                                                                                                    | CUSIP: 12532BAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   136583337 | PA      | $3000189.57   | 0.01%             | 2054-12-10      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                                                                           | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $10100458.50  | 0.02%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    99142000 | PA      | $86845984.83  | 0.17%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                                               | CUSIP: 902613AM0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    24578000 | PA      | $23962047.30  | 0.05%             | 2026-05-12      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                 | Jersey Central Power & Light Co                                                                                                            | CUSIP: 476556DB8<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    62463000 | PA      | $61661501.64  | 0.12%             | 2024-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2021-4                                                                                                            | CUSIP: 03464EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    41528427 | PA      | $32618100.12  | 0.06%             | 2065-01-20      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                            | CUSIP: 3138ELS95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2152225 | PA      | $2177681.25   | 0.00%             | 2042-03-01      | Floating      | 3.52%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                          | Barings CLO Ltd 2019-III                                                                                                                   | CUSIP: 06761KAL5<br>LEI: 549300T40QLO0VJIOB35 | Long             | ABS-CBDO         | CORP              | KY        |    21710000 | PA      | $21271616.70  | 0.04%             | 2031-04-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                            | Barclays PLC                                                                                                                               | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    93499000 | PA      | $90700623.55  | 0.18%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2019-RP                                                                                                                           | CUSIP: 05607VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17480000 | PA      | $16951431.02  | 0.03%             | 2034-06-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | Long: SPCC003O1 CDS USD R F  1.50000 SPCC003O1_FEE CMBX / Short: SPCC003O1 CDS USD P V 01MEVENT SPCC003O1_PRO CMBX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |    25000000 | OU      | $-62547.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                | Santander UK Group Holdings PLC                                                                                                            | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    37697000 | PA      | $32120860.89  | 0.06%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2021-ROSS                                                                                                | CUSIP: 36264YAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15000000 | PA      | $12588544.50  | 0.02%             | 2026-05-15      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                                 | Alcoa Nederland Holding BV                                                                                                                 | CUSIP: 013822AC5<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    12615000 | PA      | $12261516.60  | 0.02%             | 2028-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Orange Lake Timeshare Trust                             | Orange Lake Timeshare Trust 2019-A                                                                                                         | CUSIP: 68504UAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5629254 | PA      | $5330909.07   | 0.01%             | 2038-04-09      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                   | Bank of Ireland Group PLC                                                                                                                  | CUSIP: 06279JAA7<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    35213000 | PA      | $34559362.56  | 0.07%             | 2023-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Houston Galleria Mall Trust                             | Houston Galleria Mall Trust 2015-HGLR                                                                                                      | CUSIP: 44217NAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    54825000 | PA      | $50375222.08  | 0.10%             | 2037-03-05      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                    | Glencore Funding LLC                                                                                                                       | CUSIP: 378272AT5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    83462000 | PA      | $82148257.21  | 0.16%             | 2024-03-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                 | WaMu Mortgage Pass-Through Certificates Series 2005-AR18 Trust                                                                             | CUSIP: 92922F8K7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1480080 | PA      | $1366749.18   | 0.00%             | 2036-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                             | Long: BLF506C35 IRS USD R V 12MUSCPI INF_SLF506C35 CCPINFLATIONZERO / Short: BLF506C35 IRS USD P F  4.14500 FIX_SLF506C35 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   261224873 | OU      | $896795.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                                                                             | CUSIP: 46642MAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    45476000 | PA      | $9456.28      | 0.00%             | 2027-06-10      | Variable      | 0.16%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                  | CUSIP: 00774MAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    19000000 | PA      | $18336729.38  | 0.04%             | 2024-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2013-CCRE7 Mortgage Trust                                                                                                             | CUSIP: 12625FAF3<br>LEI: 549300FVY7JUBJ0PIH53 | Long             | ABS-MBS          | CORP              | US        |   106567968 | PA      | $35487.13     | 0.00%             | 2046-03-10      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                   | Bank of Ireland Group PLC                                                                                                                  | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    28691000 | PA      | $28131707.11  | 0.06%             | 2026-09-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables VII LLC              | Amur Equipment Finance Receivables VII LLC                                                                                                 | CUSIP: 03237MAB6<br>LEI: 5493008OAETJ1UTO4Q72 | Long             | ABS-O            | CORP              | US        |     1692155 | PA      | $1688839.77   | 0.00%             | 2024-06-20      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                                                                               | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    26843000 | PA      | $27672410.58  | 0.05%             | 2027-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                   | GM Financial Automobile Leasing Trust 2022-3                                                                                               | CUSIP: 380130AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   121646000 | PA      | $119415182.66 | 0.24%             | 2025-09-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                  | Toll Brothers Finance Corp                                                                                                                 | CUSIP: 88947EAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    24292000 | PA      | $23342354.54  | 0.05%             | 2025-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                   | AMMC CLO 23 Ltd                                                                                                                            | CUSIP: 00177JAS4<br>LEI: 549300ICO4ZE2FVC2Y46 | Long             | ABS-CBDO         | CORP              | KY        |   116150000 | PA      | $113296310.65 | 0.22%             | 2031-10-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust                | Capital One Prime Auto Receivables Trust 2022-2                                                                                            | CUSIP: 14043GAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   127880000 | PA      | $124035684.23 | 0.25%             | 2027-05-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                               | CUSIP: 3137BTUP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   513927653 | PA      | $3163584.45   | 0.01%             | 2026-11-25      | Variable      | 0.28%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                  | Brixmor Operating Partnership LP                                                                                                           | CUSIP: 11120VAF0<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    39260000 | PA      | $38056116.05  | 0.08%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                             | Oracle Corp                                                                                                                                | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    15402000 | PA      | $14196235.02  | 0.03%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                 | Dell International LLC / EMC Corp                                                                                                          | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    87487000 | PA      | $89393820.28  | 0.18%             | 2026-06-15      | Fixed         | 6.02%                 | 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        |    11252276 | PA      | $9184286.30   | 0.02%             | 2066-08-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                                       | CUSIP: 85172FAP4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    49040000 | PA      | $47890012.00  | 0.09%             | 2024-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                             | State of Illinois                                                                                                                          | CUSIP: 452151LE1<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    20088818 | PA      | $20084577.51  | 0.04%             | 2023-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                 | Eni SpA                                                                                                                                    | CUSIP: 26874RAG3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    29551000 | PA      | $29109274.02  | 0.06%             | 2023-09-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                            | CUSIP: 3138EJ5A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1022528 | PA      | $1039790.21   | 0.00%             | 2038-01-01      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                            | Navient Corp                                                                                                                               | CUSIP: 78442FEQ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    59306000 | PA      | $59224751.97  | 0.12%             | 2023-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUNDING TRUST                                 | Alexander Funding Trust                                                                                                                    | CUSIP: 014621AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    88422000 | PA      | $83397013.11  | 0.17%             | 2023-11-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PCX2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    57956000 | PA      | $56746579.99  | 0.11%             | 2026-02-24      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PCM6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    78538000 | PA      | $72495182.61  | 0.14%             | 2025-08-09      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                   | Brooklyn Union Gas Co/The                                                                                                                  | CUSIP: 114259AV6<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    54747000 | PA      | $52660893.49  | 0.10%             | 2027-08-05      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BARCLAYS CAPITAL REPO                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |   299999870 | PA      | $299999870.00 | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| XPO Logistics, Inc.                                     | XPO Logistics, Inc. 2018 Term Loan B                                                                                                       | CUSIP: 98379EAE6<br>LEI: 54930096DB9LCLPN7H13 | Long             | LON              | CORP              | US        |   164727936 | PA      | $163904296.32 | 0.32%             | 2025-02-24      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2013-CCRE12 Mortgage Trust                                                                                                            | CUSIP: 12591KAD7<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |    15238137 | PA      | $15025101.81  | 0.03%             | 2046-10-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                           | Citigroup Inc                                                                                                                              | CUSIP: 172967HB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    37065000 | PA      | $37647241.11  | 0.07%             | 2025-09-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS-BAMLL Trust                                         | UBS-BAMLL Trust                                                                                                                            | CUSIP: 90269PAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6900000 | PA      | $6243816.21   | 0.01%             | 2030-06-10      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                                                                                  | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    82121000 | PA      | $80474629.98  | 0.16%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust              | JPMBB Commercial Mortgage Securities Trust 2014-C25                                                                                        | CUSIP: 46643PBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   147590849 | PA      | $1899390.91   | 0.00%             | 2047-11-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-ICON                                                                           | CUSIP: 46650RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    32965000 | PA      | $31671957.76  | 0.06%             | 2034-01-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Life Financial Services Trust                           | Life 2021-BMR Mortgage Trust                                                                                                               | CUSIP: 53218CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    32536312 | PA      | $31317879.15  | 0.06%             | 2038-03-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2017-GPTX                                                                                                | CUSIP: 36257CAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    31044000 | PA      | $29077933.81  | 0.06%             | 2034-05-10      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                     | Ashtead Capital Inc                                                                                                                        | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    28978000 | PA      | $26231954.31  | 0.05%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                              | FIXED INC CLEARING CORP.REPO                                                                                                               | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   190003658 | PA      | $190003657.99 | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Diamond Resorts Owner Trust                             | Diamond Resorts Owner Trust 2018-1                                                                                                         | CUSIP: 252724AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10806197 | PA      | $10548660.14  | 0.02%             | 2031-01-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-BOLT                                                                           | CUSIP: 46653HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    50480000 | PA      | $50119931.21  | 0.10%             | 2033-08-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                       | Hyatt Hotels Corp                                                                                                                          | CUSIP: 448579AL6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    90856000 | PA      | $87774896.78  | 0.17%             | 2023-10-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust               | Bank of America Merrill Lynch Commercial Mortgage Trust 2016-UBS10                                                                         | CUSIP: 06054MAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    48382360 | PA      | $2142782.16   | 0.00%             | 2049-07-15      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust        | World Omni Automobile Lease Securitization Trust 2020-B                                                                                    | CUSIP: 98163GAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    29393487 | PA      | $29117517.18  | 0.06%             | 2024-02-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                     | Citibank Credit Card Issuance Trust                                                                                                        | CUSIP: 17305EGE9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    26080000 | PA      | $25609381.18  | 0.05%             | 2029-05-14      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                        | WFRBS Commercial Mortgage Trust 2014-C21                                                                                                   | CUSIP: 92939FBB4<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |    77368500 | PA      | $832461.85    | 0.00%             | 2047-08-15      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                                | Fortress Transportation and Infrastructure Investors LLC                                                                                   | CUSIP: 34960PAB7<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    11807000 | PA      | $11355087.08  | 0.02%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2021-HQA3                                                                                                    | CUSIP: 35564KJG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    67323128 | PA      | $64276190.53  | 0.13%             | 2041-09-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                                                                                   | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    28000000 | PA      | $27956880.00  | 0.06%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XCR5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   197137000 | PA      | $196558146.63 | 0.39%             | 2024-01-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                            | CUSIP: 3138EJAB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4594066 | PA      | $4570463.02   | 0.01%             | 2042-05-01      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                    | Bank of America Corp                                                                                                                       | CUSIP: 06051GFM6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    47739000 | PA      | $46825912.86  | 0.09%             | 2025-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                | Cheniere Corpus Christi Holdings LLC                                                                                                       | CUSIP: 16412XAD7<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   159730000 | PA      | $162005716.44 | 0.32%             | 2024-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Trust 2018-BXH                                                                                                                       | CUSIP: 05491RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12518765 | PA      | $12026891.35  | 0.02%             | 2037-10-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Non Gold Pool                                                                                                                  | CUSIP: 31300MQZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3676482 | PA      | $3687865.62   | 0.01%             | 2042-06-01      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust              | JPMBB Commercial Mortgage Securities Trust 2014-C24                                                                                        | CUSIP: 46643GAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    89887179 | PA      | $978134.30    | 0.00%             | 2047-11-15      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                 | Bayer US Finance II LLC                                                                                                                    | CUSIP: 07274NAG8<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   125880000 | PA      | $125662318.23 | 0.25%             | 2023-12-15      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                   | KKR Clo 24 Ltd                                                                                                                             | CUSIP: 48252RAL8<br>LEI: 549300LGO0WGOG6NE245 | Long             | ABS-CBDO         | CORP              | KY        |   130540000 | PA      | $127742805.85 | 0.25%             | 2032-04-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                                                                                 | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    55478000 | PA      | $54742357.84  | 0.11%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                 | Bayer US Finance II LLC                                                                                                                    | CUSIP: 07274NAE3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   138894000 | PA      | $136709330.72 | 0.27%             | 2023-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                                                                             | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    59869000 | PA      | $57111733.21  | 0.11%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PRIMA Capital LTD                                       | Prima Capital CRE Securitization 2019-VII Ltd                                                                                              | CUSIP: 74166QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7756416 | PA      | $7567532.20   | 0.01%             | 2050-12-25      | Fixed         | 2.25%                 | No            |                  3 | On Loan: No      |
| Bombardier Inc                                          | Bombardier Inc                                                                                                                             | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    40000000 | PA      | $39408000.00  | 0.08%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                                              | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   241086000 | PA      | $228777843.67 | 0.45%             | 2026-04-08      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                 | HCA Inc                                                                                                                                    | CUSIP: 404119BN8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    12641000 | PA      | $12594038.69  | 0.02%             | 2024-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2017-GPTX                                                                                                | CUSIP: 36257CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    42390714 | PA      | $39913506.65  | 0.08%             | 2034-05-10      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                         | Fontainebleau Miami Beach Trust 2019-FBLU                                                                                                  | CUSIP: 34461LAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   367400000 | PA      | $4468252.67   | 0.01%             | 2036-12-10      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems US Holdings Inc.                 | Axalta Coating Systems US Holdings Inc. USD Term Loan B3                                                                                   | CUSIP: 90347BAH1<br>LEI: 549300NZ43V4QV4UGN28 | Long             | LON              | CORP              | US        |    54856906 | PA      | $54836334.95  | 0.11%             | 2024-06-01      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                     | Citizens Bank NA/Providence RI                                                                                                             | CUSIP: 75524KPT5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    31438000 | PA      | $31804710.75  | 0.06%             | 2025-10-24      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                   | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |           1 | NC      | $-592421.87   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | CPS Auto Receivables Trust 2019-B                                                                                                          | CUSIP: 22412AAE3<br>LEI: 549300RMJRP95RN5CL91 | Long             | ABS-O            | CORP              | US        |     3500000 | PA      | $3485117.65   | 0.01%             | 2025-03-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PARSLEY ENERGY LLC/FINAN                                | Parsley Energy LLC / Parsley Finance Corp                                                                                                  | CUSIP: 701885AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    26480000 | PA      | $24370020.11  | 0.05%             | 2028-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                                                                                   | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9554832.30   | 0.02%             | 2025-03-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19                                                                                | CUSIP: 61764PBV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   100843094 | PA      | $1416865.65   | 0.00%             | 2047-12-15      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                      | Energy Transfer LP                                                                                                                         | CUSIP: 29277FM16<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | STIV             | CORP              | US        |    46146000 | PA      | $46146000.00  | 0.09%             | 2022-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2021-1                                                                                                          | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    24745413 | PA      | $20171673.64  | 0.04%             | 2066-01-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                                                                             | CUSIP: 46642MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   102274000 | PA      | $78457.45     | 0.00%             | 2027-06-10      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Bill                                                                                                                | CUSIP: 912796Z69<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   511891000 | PA      | $505662883.63 | 1.00%             | 2023-03-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BB-UBS Trust                                            | BB-UBS Trust                                                                                                                               | CUSIP: 05490AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14354000 | PA      | $12295680.90  | 0.02%             | 2030-06-05      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2015-PC1 Mortgage Trust                                                                                                               | CUSIP: 12593GAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   126557472 | PA      | $995602.32    | 0.00%             | 2050-07-10      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| Shops at Crystals Trust 2016-CSTL                       | Shops at Crystals Trust 2016-CSTL                                                                                                          | CUSIP: 82510WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   112000000 | PA      | $2067082.08   | 0.00%             | 2036-07-05      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                                                                                        | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    49880000 | PA      | $46631695.69  | 0.09%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Note/Bond                                                                                                           | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   478101000 | PA      | $483516985.50 | 0.96%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                    | National Fuel Gas Co                                                                                                                       | CUSIP: 636180BQ3<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   106751000 | PA      | $107040463.88 | 0.21%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                  | NextEra Energy Capital Holdings Inc                                                                                                        | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     6329000 | PA      | $6249869.97   | 0.01%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                                    | CUSIP: 44891ABM8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    98674000 | PA      | $95349001.96  | 0.19%             | 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        |    19009000 | PA      | $18858305.58  | 0.04%             | 2024-03-08      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2021-NQM7                                                                                                                             | CUSIP: 12662QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    23580756 | PA      | $19366075.79  | 0.04%             | 2066-10-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                                                                                   | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   154448000 | PA      | $148159629.60 | 0.29%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                                                                              | CUSIP: 46645WAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    69261000 | PA      | $64789212.02  | 0.13%             | 2033-07-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                                                                                        | CUSIP: 46115HBJ5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    20481000 | PA      | $19286392.01  | 0.04%             | 2024-09-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust 2020-1             | Toyota Auto Loan Extended Note Trust 2020-1                                                                                                | CUSIP: 89237JAA4<br>LEI: 549300XP7ILZSI1BWP36 | Long             | ABS-O            | CORP              | US        |   129000000 | PA      | $117347017.20 | 0.23%             | 2033-05-25      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending                   | Cantor Commercial Real Estate Lending 2019-CF1                                                                                             | CUSIP: 12529MDE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5498000 | PA      | $5127932.92   | 0.01%             | 2052-05-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                                   | CUSIP: 38378XFF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     8018114 | PA      | $7267549.32   | 0.01%             | 2048-01-16      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                                    | KIND Trust 2021-KIND                                                                                                                       | CUSIP: 482606AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    81908023 | PA      | $77427702.94  | 0.15%             | 2038-08-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                                       | Mountain View CLO 2017-1 LLC                                                                                                               | CUSIP: 62432HAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    37859848 | PA      | $37375697.50  | 0.07%             | 2029-10-16      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp II                                                                                                             | CUSIP: 36192RAA0<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |     9225000 | PA      | $8159087.23   | 0.02%             | 2034-11-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                     | Suzano Austria GmbH                                                                                                                        | CUSIP: 05674XAA9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    18736000 | PA      | $18706069.99  | 0.04%             | 2026-07-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                     | PFS Financing Corp                                                                                                                         | CUSIP: 69335PDX0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    55841000 | PA      | $52462150.44  | 0.10%             | 2026-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                 | American Airlines, Inc. 2017 Incremental Term Loan                                                                                         | CUSIP: 02376CBA2<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    63177479 | PA      | $62958253.44  | 0.12%             | 2023-12-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| FNB CORP                                                | FNB Corp/PA                                                                                                                                | CUSIP: 30260NAA9<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    30110000 | PA      | $29898718.73  | 0.06%             | 2023-02-24      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Palisades Center Trust                                  | Palisades Center Trust 2016-PLSD                                                                                                           | CUSIP: 69640GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6735000 | PA      | $5347219.58   | 0.01%             | 2033-04-13      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                                    | CUSIP: 44891ABV8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    84025000 | PA      | $78091570.42  | 0.15%             | 2024-06-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                  | Toll Brothers Finance Corp                                                                                                                 | CUSIP: 88947EAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16223000 | PA      | $16139164.40  | 0.03%             | 2023-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                          | Enterprise Fleet Financing 2020-2 LLC                                                                                                      | CUSIP: 29375MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    38951165 | PA      | $37847815.15  | 0.07%             | 2026-07-20      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2020-5                                                                                                          | CUSIP: 92538CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13638283 | PA      | $12450179.95  | 0.02%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                           | Aircastle Ltd                                                                                                                              | CUSIP: 00928QAP6<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    39893000 | PA      | $39761807.08  | 0.08%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2014-LC16                                                                                            | CUSIP: 94988XAU0<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    13277000 | PA      | $12858173.05  | 0.03%             | 2050-08-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                                    | CUSIP: 44891ABU0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7377889.05   | 0.01%             | 2023-04-03      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                 | Bayer US Finance II LLC                                                                                                                    | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   101873000 | PA      | $98841779.07  | 0.20%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2018-B3 Mortgage Trust                                                                                                           | CUSIP: 08161BAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4817362.00   | 0.01%             | 2051-04-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                           | Long: SPUK00LX3 CDS USD R F  1.50000 SPUK00LX3_FEE CMBX / Short: SPUK00LX3 CDS USD P V 01MEVENT SPUK00LX3_PRO CMBX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |     2900236 | OU      | $-121048.62   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                   | Continental Resources Inc/OK                                                                                                               | CUSIP: 212015AL5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    41599000 | PA      | $41469211.12  | 0.08%             | 2023-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Credit Card Trust                       | BA Credit Card Trust                                                                                                                       | CUSIP: 05522RDE5<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |    50000000 | PA      | $48486565.00  | 0.10%             | 2027-11-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 2022-FL8 Ltd                                                                                                                           | CUSIP: 55284JAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    50000000 | PA      | $47724255.50  | 0.09%             | 2037-02-19      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2022-DNA4                                                                                                    | CUSIP: 35564KWS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29618032 | PA      | $29429590.02  | 0.06%             | 2042-05-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| IMT Trust                                               | IMT Trust 2017-APTS                                                                                                                        | CUSIP: 44974AAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1380000 | PA      | $1312803.80   | 0.00%             | 2034-06-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| DBUBS Mortgage Trust                                    | DBUBS 2011-LC3 Mortgage Trust                                                                                                              | CUSIP: 23305YAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9200000 | PA      | $6534711.61   | 0.01%             | 2044-05-10      | Variable      | 5.27%                 | No            |                  3 | On Loan: No      |
| PARK AEROSPACE HOLDINGS                                 | Park Aerospace Holdings Ltd                                                                                                                | CUSIP: 70014LAB6<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |   120847000 | PA      | $119116443.17 | 0.24%             | 2024-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                                                                             | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    11186000 | PA      | $10646053.57  | 0.02%             | 2026-05-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                     | Fifth Third Bancorp                                                                                                                        | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    31707000 | PA      | $32852449.30  | 0.07%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | CPS Auto Receivables Trust 2019-C                                                                                                          | CUSIP: 12596UAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3229048 | PA      | $3215793.20   | 0.01%             | 2025-06-16      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                         | LSTAR Commercial Mortgage Trust 2016-4                                                                                                     | CUSIP: 50219QAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    62174999 | PA      | $1367700.76   | 0.00%             | 2049-03-10      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10                                                                              | CUSIP: 46639JAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   109202161 | PA      | $2533.49      | 0.00%             | 2047-12-15      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | Credit Suisse Mortgage Capital Certificates                                                                                                | CUSIP: 12659LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5939503 | PA      | $5734014.67   | 0.01%             | 2065-04-25      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280CS6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    22757000 | PA      | $20943464.40  | 0.04%             | 2025-05-24      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Trans Union, LLC                                        | Trans Union, LLC 2019 Term Loan B5                                                                                                         | CUSIP: 89334GAX2<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    40495391 | PA      | $39468427.83  | 0.08%             | 2026-11-16      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                                                                                    | CUSIP: 05583JAG7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    14304000 | PA      | $13277781.98  | 0.03%             | 2025-01-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                  | VICI Properties LP / VICI Note Co Inc                                                                                                      | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              |  | US        |    11459000 | PA      | $10979413.58  | 0.02%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2020-COR7    | JPMDB Commercial Mortgage Securities Trust 2020-COR7                                                                                       | CUSIP: 46652JAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14750000 | PA      | $13625212.20  | 0.03%             | 2053-05-13      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                                                                                        | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     9453000 | PA      | $8398318.20   | 0.02%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortgage Trust                 | DBJPM 2016-C3 Mortgage Trust                                                                                                               | CUSIP: 23312VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   182337137 | PA      | $7282381.14   | 0.01%             | 2049-08-10      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                        | Duke Energy Corp                                                                                                                           | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    35827000 | PA      | $34551386.47  | 0.07%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                           | Citigroup Inc                                                                                                                              | CUSIP: 172967JT9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   170806000 | PA      | $168074369.67 | 0.33%             | 2025-06-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                            | CUSIP: 3138EJTS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2340232 | PA      | $2360097.44   | 0.00%             | 2038-04-01      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                                   | CUSIP: 38378NMX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1137761 | PA      | $76984.07     | 0.00%             | 2055-01-16      | Variable      | 0.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                             | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    94058000 | PA      | $87182074.26  | 0.17%             | 2025-05-30      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| ACAM 2019-FL1, Ltd.                                     | ACAM 2019-FL1 ltd                                                                                                                          | CUSIP: 000825AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    46349706 | PA      | $45938653.75  | 0.09%             | 2034-11-17      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                         | CSAIL 2018-C14 Commercial Mortgage Trust                                                                                                   | CUSIP: 12596GAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11156183 | PA      | $11046694.71  | 0.02%             | 2051-11-15      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                                                                             | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    20584000 | PA      | $17888210.06  | 0.04%             | 2027-01-13      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                                 | Alcoa Nederland Holding BV                                                                                                                 | CUSIP: 013822AE1<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    89441000 | PA      | $85863360.00  | 0.17%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                  | CUSIP: 00774MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    22804000 | PA      | $21762891.36  | 0.04%             | 2025-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   120471909 | PA      | $111686223.97 | 0.22%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2012-CCRE5 Mortgage Trust                                                                                                             | CUSIP: 12623SAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18018364 | PA      | $17990796.04  | 0.04%             | 2045-12-10      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| HMH Trust                                               | HMH Trust 2017-NSS                                                                                                                         | CUSIP: 40390AAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    21309000 | PA      | $19924628.85  | 0.04%             | 2031-07-05      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2016-BNK1                                                                                            | CUSIP: 95000GBB9<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |   184599403 | PA      | $8884898.47   | 0.02%             | 2049-08-15      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                     | DBWF Mortgage Trust                                                                                                                        | CUSIP: 23306NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8919031 | PA      | $8219307.45   | 0.02%             | 2034-06-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                                                                                   | CUSIP: 05377REN0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    59000000 | PA      | $54994903.00  | 0.11%             | 2025-03-20      | Fixed         | 3.04%                 | No            |                  3 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                 | Capital One Multi-Asset Execution Trust                                                                                                    | CUSIP: 14041NGA3<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   208288000 | PA      | $201521451.89 | 0.40%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts, Limited                                   | Wynn Resorts, Limited 2019 Term Loan A                                                                                                     | CUSIP: 98313DAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    18396757 | PA      | $18120805.41  | 0.04%             | 2024-09-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| M360 2019-CRE2, LLC                                     | M360 2019-CRE2 LLC                                                                                                                         | CUSIP: 55379VAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    10311000 | PA      | $10285343.76  | 0.02%             | 2034-09-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                     | DBGS 2018-BIOD Mortgage Trust                                                                                                              | CUSIP: 23306GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    24555545 | PA      | $24026623.26  | 0.05%             | 2035-05-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                       | CNH Industrial NV                                                                                                                          | CUSIP: 12594KAA0<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |    48535000 | PA      | $48199303.79  | 0.10%             | 2023-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 2022-FL9 LLC                                                                                                                           | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   102540000 | PA      | $101370403.13 | 0.20%             | 2037-06-19      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                                                                                        | CUSIP: 83368RBG6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    76944000 | PA      | $70476732.92  | 0.14%             | 2026-01-21      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                | Public Service Enterprise Group Inc                                                                                                        | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    38474000 | PA      | $39656347.96  | 0.08%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                             | KeyBank NA/Cleveland OH                                                                                                                    | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    19426000 | PA      | $19022363.27  | 0.04%             | 2025-08-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2013-II Ltd                                                                                                                   | CUSIP: 12549BAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    37100000 | PA      | $36479354.10  | 0.07%             | 2030-10-18      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Palisades Center Trust                                  | Palisades Center Trust 2016-PLSD                                                                                                           | CUSIP: 69640GAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    40040000 | PA      | $23423400.00  | 0.05%             | 2033-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BXP Trust 2017-CQHP                                                                                                                        | CUSIP: 12433QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    41359000 | PA      | $39716816.09  | 0.08%             | 2034-11-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                           | Long: SP4400A77 CDS USD R F  1.50000 SP4400A77_FEE CMBX / Short: SP4400A77 CDS USD P V 01MEVENT SP4400A77_PRO CMBX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |    35000000 | OU      | $-1054214.35  | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Inc                                              | Affirm Asset Securitization Trust 2022-X1                                                                                                  | CUSIP: 00834HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    35592463 | PA      | $34547023.13  | 0.07%             | 2027-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                                       | KREF 2021-FL2 Ltd                                                                                                                          | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |    37030000 | PA      | $35328875.87  | 0.07%             | 2039-02-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage Trust                      | Ready Capital Mortgage Financing 2021-FL6 LLC                                                                                              | CUSIP: 75575TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    73928062 | PA      | $71932039.70  | 0.14%             | 2036-07-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2022-3                                                                                                 | CUSIP: 30166YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    54551000 | PA      | $54036349.50  | 0.11%             | 2026-01-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                 | Imperial Brands Finance PLC                                                                                                                | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    82747000 | PA      | $82849490.43  | 0.16%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    74511000 | PA      | $73033685.31  | 0.14%             | 2026-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                            | Barclays PLC                                                                                                                               | CUSIP: 06738EBH7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    11594000 | PA      | $11187290.60  | 0.02%             | 2025-05-07      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Note/Bond                                                                                                           | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   634690000 | PA      | $634590829.69 | 1.26%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GYE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    78938000 | PA      | $75668894.03  | 0.15%             | 2024-09-10      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2013-SFS Mortgage Trust                                                                                                               | CUSIP: 12625EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1921422 | PA      | $1900763.89   | 0.00%             | 2035-04-12      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                      | BX Trust 2019-OC11                                                                                                                         | CUSIP: 05606FAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   561200000 | PA      | $23707388.92  | 0.05%             | 2041-12-09      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                            | CUSIP: 3138EJAK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2070830 | PA      | $2080708.29   | 0.00%             | 2036-02-01      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                                              | CUSIP: 172967MR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    49728000 | PA      | $48887888.21  | 0.10%             | 2024-05-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                   | Westlake Automobile Receivables Trust 2021-2                                                                                               | CUSIP: 96042RAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    53150000 | PA      | $50120875.20  | 0.10%             | 2026-07-15      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                                | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    65638000 | PA      | $56921093.10  | 0.11%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                   | OneMain Direct Auto Receivables Trust 2021-1                                                                                               | CUSIP: 682687AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   119845000 | PA      | $110154608.94 | 0.22%             | 2028-07-14      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                            | Atrium Hotel Portfolio Trust 2018-ATRM                                                                                                     | CUSIP: 04965KAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9012000 | PA      | $8444993.80   | 0.02%             | 2035-06-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                                | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    26984000 | PA      | $27648347.43  | 0.05%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                           | DTE Energy Co                                                                                                                              | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    37572000 | PA      | $37011801.48  | 0.07%             | 2024-11-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    38073000 | PA      | $33991623.13  | 0.07%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Non Gold Pool                                                                                                                  | CUSIP: 31300LRM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1812109 | PA      | $1821274.85   | 0.00%             | 2036-05-01      | Floating      | 2.65%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                                    | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    10345000 | PA      | $9247164.08   | 0.02%             | 2025-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                        | WFRBS Commercial Mortgage Trust 2014-C20                                                                                                   | CUSIP: 92890FAU0<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |     9160000 | PA      | $8896583.13   | 0.02%             | 2047-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                 | Australia & New Zealand Banking Group Ltd                                                                                                  | CUSIP: 052528AH9<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    12844000 | PA      | $12668349.05  | 0.03%             | 2024-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                        | WFRBS Commercial Mortgage Trust 2013-C12                                                                                                   | CUSIP: 92937FAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    23881462 | PA      | $23706969.25  | 0.05%             | 2048-03-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| WP CITYMD BIDCO LLC                                     | WP CityMD Bidco LLC 2021 1st Lien Term Loan B                                                                                              | CUSIP: 92940KAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    85091044 | PA      | $84825134.22  | 0.17%             | 2028-12-22      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                           | Citigroup Inc                                                                                                                              | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    84116000 | PA      | $81369213.05  | 0.16%             | 2025-04-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                 | CF Hippolyta Issuer LLC                                                                                                                    | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    38322787 | PA      | $33109998.62  | 0.07%             | 2061-03-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| MTK Mortgage Trust                                      | MTK 2021-GRNY Mortgage Trust                                                                                                               | CUSIP: 55379DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    68552500 | PA      | $65870623.37  | 0.13%             | 2038-12-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4                                                                              | CUSIP: 46645UAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   140299760 | PA      | $2472165.95   | 0.00%             | 2049-12-15      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                                                                                 | CUSIP: 034863AS9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   113828000 | PA      | $110312414.25 | 0.22%             | 2024-09-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    20268000 | PA      | $19212915.82  | 0.04%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                       | Cedar Funding X CLO Ltd                                                                                                                    | CUSIP: 15033XAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    10610000 | PA      | $10372309.79  | 0.02%             | 2032-10-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                          | EPR Properties                                                                                                                             | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    27438000 | PA      | $24492927.45  | 0.05%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Drive Chassis HoldCo, LLC                               | Drive Chassis HoldCo, LLC 2019 2nd Lien Term Loan                                                                                          | CUSIP: 000000000<br>LEI: 5493002KRH4K9TQNG877 | Long             | LON              | CORP              | US        |    26759933 | PA      | $26709758.29  | 0.05%             | 2026-04-10      | Floating      | 10.61%                | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                         | Danske Bank A/S                                                                                                                            | CUSIP: 23636AAW1<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    51642000 | PA      | $47930453.83  | 0.09%             | 2024-06-22      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                | Cleveland Electric Illuminating Co/The                                                                                                     | CUSIP: 186108CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10475000 | PA      | $10576503.27  | 0.02%             | 2024-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | Long: SPI401M36 CDS USD R F  2.00000 SPI401M36_FEE CMBX / Short: SPI401M36 CDS USD P V 01MEVENT SPI401M36_PRO CMBX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |    15000000 | OU      | $-886858.75   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                      | Morocco Government International Bond                                                                                                      | CUSIP: 617726AF1<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    56058000 | PA      | $56051721.50  | 0.11%             | 2022-12-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2015-GC27                                                                                              | CUSIP: 17323CAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3567623 | PA      | $3472975.71   | 0.01%             | 2048-02-10      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| MSCG Trust                                              | MSCG Trust 2015-ALDR                                                                                                                       | CUSIP: 55352NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9475222 | PA      | $8935564.47   | 0.02%             | 2035-06-07      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                                | First-Citizens Bank & Trust Co                                                                                                             | CUSIP: 125581HA9<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    21437000 | PA      | $21159853.67  | 0.04%             | 2024-06-19      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2021-IV Ltd                                                                                                                   | CUSIP: 12547DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    48100000 | PA      | $47144975.94  | 0.09%             | 2033-07-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                           | Aircastle Ltd                                                                                                                              | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    62465000 | PA      | $59976438.13  | 0.12%             | 2025-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                         | Danske Bank A/S                                                                                                                            | CUSIP: 23636AAY7<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   145875000 | PA      | $145776837.80 | 0.29%             | 2023-12-08      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2015-DC1 Mortgage Trust                                                                                                               | CUSIP: 12629NAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    33734000 | PA      | $32106749.43  | 0.06%             | 2048-02-10      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| OGX Austria GmbH                                        | OGX Austria GmbH                                                                                                                           | CUSIP: 670849AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |    31150000 | PA      | $623.00       | 0.00%             | 2018-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                               | ONEOK Inc                                                                                                                                  | CUSIP: 682680AR4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    28775000 | PA      | $29088657.57  | 0.06%             | 2023-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XCV6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    30070000 | PA      | $28433356.66  | 0.06%             | 2025-02-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                             | Ally Auto Receivables Trust 2019-3                                                                                                         | CUSIP: 02007RAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3685038 | PA      | $3677977.88   | 0.01%             | 2024-05-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Corp Series 2019-PCC                                                                        | CUSIP: 46651KAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15299000 | PA      | $15203517.41  | 0.03%             | 2029-09-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                              | Apidos CLO XXIV                                                                                                                            | CUSIP: 03759CAS9<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |    23480000 | PA      | $23064375.82  | 0.05%             | 2030-10-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC/WESTFIEL                                | WEA Finance LLC / Westfield UK & Europe Finance PLC                                                                                        | CUSIP: 92890HAC6<br>LEI: N/A                  | Long             | DBT              |  | US        |    87757000 | PA      | $83182078.40  | 0.16%             | 2024-09-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                                                                                 | CUSIP: 14040HBV6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    23854000 | PA      | $23854154.57  | 0.05%             | 2023-01-30      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS 2019-BWAY Mortgage Trust                                                                                                             | CUSIP: 05492NAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10000000 | PA      | $9000975.00   | 0.02%             | 2034-11-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                        | AMC Networks Inc                                                                                                                           | CUSIP: 00164VAE3<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     3004000 | PA      | $2681115.06   | 0.01%             | 2025-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                           | Citigroup Inc                                                                                                                              | CUSIP: 172967LZ2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    49140000 | PA      | $48749868.20  | 0.10%             | 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