# EDGAR Filing Document

**Accession Number:** 0000911507
**File Stem:** 0001752724-23-009359
**Filing Date:** 2023-1
**Character Count:** 213691
**Document Hash:** a00a35b8620b488a0f10d77c1998b48f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-009359.hdr.sgml**: 20230124

**ACCESSION NUMBER**: 0001752724-23-009359

**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:** 23546502

**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 Total Return Fund (Series ID: S000007280)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000019995 | Class A      | LTRAX           |
| C000019997 | Class C      | LTRCX           |
| C000019998 | Class P      | LTRPX           |
| C000019999 | Class I      | LTRYX           |
| C000054894 | Class F      | LTRFX           |
| C000054895 | Class R2     | LTRQX           |
| C000054896 | Class R3     | LTRRX           |
| C000156629 | Class R4     | LTRKX           |
| C000156630 | Class R5     | LTRTX           |
| C000156631 | Class R6     | LTRHX           |
| C000188241 | Class F3     | LTROX           |

## 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 Total Return Fund

- **b. EDGAR series identifier (if any):** S000007280

- **c. LEI of Series:** GIHHC2ORE0Y24VSUXP97

**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:** $4245489735.51

**Total Liabilities:** $1274751332.54

**Net Assets:** $2970738402.97

**Delayed Delivery Securities:** $799355566.98

**Cash Not Reported:** $26339149.06

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3063.77000000 | **1-Year:** -104400.04000000 | **5-Year:** -317727.28000000 | **10-Year:** -321031.48000000 | **30-Year:** -45662.07000000

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

- **3-Month:** -457.98000000 | **1-Year:** -17463.76000000 | **5-Year:** -49171.20000000 | **10-Year:** -33226.24000000 | **30-Year:** -1556.80000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000054895 | -4.58%               | -1.33%               | 3.37%                |
| Class ID C000054896 | -4.57%               | -1.32%               | 3.38%                |
| Class ID C000019999 | -4.52%               | -1.27%               | 3.41%                |
| Class ID C000019998 | -4.54%               | -1.42%               | 3.37%                |
| Class ID C000019997 | -4.60%               | -1.46%               | 3.35%                |
| Class ID C000019995 | -4.65%               | -1.29%               | 3.40%                |
| Class ID C000156631 | -4.52%               | -1.27%               | 3.42%                |
| Class ID C000054894 | -4.64%               | -1.28%               | 3.41%                |
| Class ID C000156630 | -4.53%               | -1.39%               | 3.42%                |
| Class ID C000188241 | -4.52%               | -1.27%               | 3.42%                |
| Class ID C000156629 | -4.66%               | -1.30%               | 3.40%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-57521669.30            | $-79424266.12                              |
| Month 2  | $-48881599.97            | $13998099.71                               |
| Month 3  | $-19354070.30            | $105259346.96                              |

**Designated Index Information**

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

- **Index Identifier:** BCF2T

### Schedule of Portfolio Investments

| Name                                                       | Title                                                                                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| WESTPAC BANKING CORP                                       | Westpac Banking Corp                                                                                               | CUSIP: 961214EM1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   5605000 | PA      | $5100173.74   | 0.17%             | 2030-02-04      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                                     | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6328000 | PA      | $4708601.65   | 0.16%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                                                   | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17853000 | PA      | $16210663.43  | 0.55%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Inflation Indexed Bonds                                                                     | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44082720 | PA      | $44589151.54  | 1.50%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                                                     | CUSIP: 09659T2A8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   9174000 | PA      | $8068656.85   | 0.27%             | 2033-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MHP LUX SA                                                 | MHP Lux SA                                                                                                         | CUSIP: 59318YAB4<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |   5264000 | PA      | $2488737.61   | 0.08%             | 2029-09-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                         | CUSIP: 21H032613<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9275000 | PA      | $8618503.91   | 0.29%             | 2053-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                       | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-77040.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Inflation Indexed Bonds                                                                     | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29602443 | PA      | $20536320.53  | 0.69%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                       | Verizon Master Trust                                                                                               | CUSIP: 92348KBC6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |  14855000 | PA      | $14841265.07  | 0.50%             | 2027-11-22      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                 | Cigna Corp                                                                                                         | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |  13182000 | PA      | $11208922.46  | 0.38%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                    | SCF Equipment Leasing 2021-1 LLC                                                                                   | CUSIP: 783897AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8430000 | PA      | $7409683.38   | 0.25%             | 2030-09-20      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Fairstone Financial Issuance Trust I                       | Fairstone Financial Issuance Trust I                                                                               | CUSIP: 30575PAU0<br>LEI: 549300LY2ZF7LX6T3F37 | Long             | ABS-O            | CORP              | CA        |   2649000 | PA      | $1938622.15   | 0.07%             | 2039-10-20      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                        | American Express Co                                                                                                | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   6231000 | PA      | $5913932.01   | 0.20%             | 2033-08-03      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN GRP/FIN                                   | Neuberger Berman Group LLC / Neuberger Berman Finance Corp                                                         | CUSIP: 64128XAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4780000 | PA      | $4017658.45   | 0.14%             | 2045-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                    | GA Global Funding Trust                                                                                            | CUSIP: 36143L2J3<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   9989000 | PA      | $9565389.09   | 0.32%             | 2025-04-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                                  | Pike Corp                                                                                                          | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |   3933000 | PA      | $3519838.35   | 0.12%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                                                   | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10914000 | PA      | $10133789.57  | 0.34%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                            | Danske Bank A/S                                                                                                    | CUSIP: 23636AAR2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $182101.36    | 0.01%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                           | GREYWOLF CLO VII Ltd                                                                                               | CUSIP: 39809AAA6<br>LEI: 5493005EEKUYF0Q6Z361 | Long             | ABS-CBDO         | CORP              | KY        |   3800000 | PA      | $3729789.07   | 0.13%             | 2031-10-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140QMT53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12344983 | PA      | $10682151.97  | 0.36%             | 2051-12-01      | Fixed         | 2.50%                 | 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        |  13150000 | PA      | $11264570.10  | 0.38%             | 2027-12-27      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F0504C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  24068000 | PA      | $24348166.68  | 0.82%             | 2037-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                        | Senegal Government International Bond                                                                              | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |   3380000 | PA      | $2838524.00   | 0.10%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                      | Time Warner Cable LLC                                                                                              | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   2682000 | PA      | $2746412.52   | 0.09%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                               | Calpine Corp                                                                                                       | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   4293000 | PA      | $3717981.41   | 0.13%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                   | Amentum Government Services Holdings LLC Term Loan B                                                               | CUSIP: 57776DAB9<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |   3161458 | PA      | $3124579.17   | 0.11%             | 2027-01-29      | None          | 0.00%                 | 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        |   6110000 | PA      | $5723590.77   | 0.19%             | 2041-10-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                        | Alfa Desarrollo SpA                                                                                                | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |   5756936 | PA      | $4231405.62   | 0.14%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                           | ABN AMRO Bank NV                                                                                                   | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   5400000 | PA      | $3915371.09   | 0.13%             | 2037-03-13      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan Trust                         | New Century Home Equity Loan Trust Series 2005-A                                                                   | CUSIP: 64352VMA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52221 | PA      | $49180.87     | 0.00%             | 2035-08-25      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                                                        | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  11132000 | PA      | $8801925.12   | 0.30%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                       | Range Resources Corp                                                                                               | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |   3803000 | PA      | $3972119.41   | 0.13%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                     | CCO Holdings LLC / CCO Holdings Capital Corp                                                                       | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1951000 | PA      | $1796734.43   | 0.06%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F0626C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14723000 | PA      | $15157703.79  | 0.51%             | 2052-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                         | Viterra Finance BV                                                                                                 | CUSIP: 92852LAC3<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |   4776000 | PA      | $4469577.81   | 0.15%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                        | COMM 2014-UBS4 Mortgage Trust                                                                                      | CUSIP: 12591QAD4<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |  12450000 | PA      | $9019820.82   | 0.30%             | 2047-08-10      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                               | Centene Corp                                                                                                       | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   4989000 | PA      | $4690732.64   | 0.16%             | 2027-12-15      | Fixed         | 4.25%                 | 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        |   1832000 | PA      | $1703238.06   | 0.06%             | 2034-11-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                             | CPS Auto Receivables Trust 2020-C                                                                                  | CUSIP: 12597TAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1715167 | PA      | $1701031.31   | 0.06%             | 2026-08-17      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                                         | SunCoke Energy Inc                                                                                                 | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |   3791000 | PA      | $3218065.37   | 0.11%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                   | Occidental Petroleum Corp                                                                                          | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  10419000 | PA      | $10882645.50  | 0.37%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2021-2                                                                                  | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6534534 | PA      | $5427744.32   | 0.18%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                     | Lending Funding Trust 2020-2                                                                                       | CUSIP: 51507KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11751000 | PA      | $10235210.31  | 0.34%             | 2031-04-21      | Fixed         | 2.32%                 | 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        |    497090 | PA      | $448210.21    | 0.02%             | 2060-01-26      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| Genesis Sales Finance Master Trust                         | Genesis Sales Finance Master Trust                                                                                 | CUSIP: 37186XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3603473.20   | 0.12%             | 2026-12-21      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                 | Flagship Credit Auto Trust 2022-3                                                                                  | CUSIP: 33845PAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11120000 | PA      | $10872149.66  | 0.37%             | 2027-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac Structured Agency Credit Risk Debt Notes                                                               | CUSIP: 35564KB24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8119458 | PA      | $8073767.49   | 0.27%             | 2042-07-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| SFAVE Commercial Mortgage Securities Trust                 | SFAVE Commercial Mortgage Securities Trust 2015-5AVE                                                               | CUSIP: 78413MAA6<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |    695000 | PA      | $488121.30    | 0.02%             | 2043-01-05      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                    | United Rentals North America Inc                                                                                   | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    855000 | PA      | $742798.35    | 0.03%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                 | Flagship Credit Auto Trust 2021-1                                                                                  | CUSIP: 33843WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1128559 | PA      | $1121091.39   | 0.04%             | 2025-06-16      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                      | Westlake Automobile Receivables Trust 2020-3                                                                       | CUSIP: 96042QAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8700000 | PA      | $8305753.41   | 0.28%             | 2026-06-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                                               | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5984000 | PA      | $4854382.19   | 0.16%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                    | SCF Equipment Leasing 2019-2 LLC                                                                                   | CUSIP: 784034AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9263000 | PA      | $8903799.39   | 0.30%             | 2026-08-20      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                              | Citigroup Inc                                                                                                      | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  13692000 | PA      | $12923599.07  | 0.44%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                           | Crown Castle Inc                                                                                                   | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   9417000 | PA      | $8291656.26   | 0.28%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                                                   | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21384000 | PA      | $21490920.00  | 0.72%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                         | Southwest Gas Corp                                                                                                 | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |   4810000 | PA      | $4201633.65   | 0.14%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                         | CUSIP: 21H0606C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4404000 | PA      | $4495839.30   | 0.15%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                       | Bank of America Corp                                                                                               | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5597000 | PA      | $5203422.04   | 0.18%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                                | BNG Bank NV                                                                                                        | CUSIP: 05591F2Q2<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |  35062000 | PA      | $34967780.69  | 1.18%             | 2024-05-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fairstone Financial Issuance Trust I                       | Fairstone Financial Issuance Trust I                                                                               | CUSIP: 30575PAS5<br>LEI: 549300LY2ZF7LX6T3F37 | Long             | ABS-O            | CORP              | CA        |  20760000 | PA      | $14834585.32  | 0.50%             | 2039-10-20      | Fixed         | 5.16%                 | 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        |   7491488 | PA      | $6189508.77   | 0.21%             | 2066-08-25      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                 | US Bancorp                                                                                                         | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  12314000 | PA      | $11801451.79  | 0.40%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                   | Santander UK Group Holdings PLC                                                                                    | CUSIP: 80281LAH8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |  10249000 | PA      | $10227148.00  | 0.34%             | 2024-01-05      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  35402000 | PA      | $34469931.54  | 1.16%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                     | Advanced Micro Devices Inc                                                                                         | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |   5674000 | PA      | $5048846.34   | 0.17%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                       | Enel Finance International NV                                                                                      | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   9430000 | PA      | $7762010.31   | 0.26%             | 2030-06-17      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140XH3N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14044479 | PA      | $14097854.91  | 0.47%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Consumer Loan Underlying Bond Credit Trust                 | Consumer Loan Underlying Bond CLUB Credit Trust 2019-P2                                                            | CUSIP: 21054PAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2306626 | PA      | $2288329.50   | 0.08%             | 2026-10-15      | Fixed         | 4.41%                 | 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        |    812000 | PA      | $789830.05    | 0.03%             | 2025-12-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE HLDG LLC                                     | GE Healthcare Holding LLC                                                                                          | CUSIP: 36267VAE3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   7257000 | PA      | $7404798.31   | 0.25%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Corp Trust 2022-AGSS                                                                        | CUSIP: 36265XAA9<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |  10040000 | PA      | $9907453.93   | 0.33%             | 2039-08-15      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                     | UBS AG                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   9363000 | PA      | $9214399.83   | 0.31%             | 2024-05-15      | Fixed         | 5.12%                 | Yes           |                  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        |   7700000 | PA      | $7541285.44   | 0.25%             | 2031-04-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                        | DBWF 2018-GLKS Mortgage Trust                                                                                      | CUSIP: 23307GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6500000 | PA      | $6284086.90   | 0.21%             | 2030-12-19      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Nvent Finance Sarl                                         | nVent Finance Sarl                                                                                                 | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |  13974000 | PA      | $12937985.67  | 0.44%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.           | Freddie Mac Multifamily Structured Pass Through Certificates                                                       | CUSIP: 3137H7QH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13677000 | PA      | $11796684.67  | 0.40%             | 2055-06-25      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| EXPORT FIN & INS CORP                                      | Export Finance & Insurance Corp                                                                                    | CUSIP: 30220L2B9<br>LEI: 213800XAAULSUYWPBB61 | Long             | DBT              | NUSS              | AU        |   7913000 | PA      | $8026128.28   | 0.27%             | 2027-10-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                            | MEG Energy Corp                                                                                                    | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |   2270000 | PA      | $2156624.85   | 0.07%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140XFJT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7701992 | PA      | $6704459.64   | 0.23%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                        | Minejesa Capital BV                                                                                                | CUSIP: 602736AA8<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |   7792000 | PA      | $6818000.00   | 0.23%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                        | Sprint Capital Corp                                                                                                | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   6302000 | PA      | $7543336.45   | 0.25%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                        | COMM 2014-CCRE19 Mortgage Trust                                                                                    | CUSIP: 12592GBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3200526 | PA      | $37123.86     | 0.00%             | 2047-08-10      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                | Workday Inc                                                                                                        | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   7018000 | PA      | $6277015.07   | 0.21%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                | Extended Stay America Trust 2021-ESH                                                                               | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3690007 | PA      | $3513864.50   | 0.12%             | 2038-07-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                               | CSMC 2014-USA OA LLC                                                                                               | CUSIP: 12649AAQ2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $1999727.10   | 0.07%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                            | HGI CRE CLO 2021-FL1 Ltd                                                                                           | CUSIP: 40441LAG1<br>LEI: 549300VYJ293N0KO2L78 | Long             | ABS-CBDO         | CORP              | KY        |   2350000 | PA      | $2184632.22   | 0.07%             | 2036-06-16      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US ULTRA BOND CBT MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       454 | NC      | $254172.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Group Ltd                                        | Macquarie Group Ltd                                                                                                | CUSIP: 55608JAN8<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   9640000 | PA      | $9029324.22   | 0.30%             | 2029-03-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                   | CUSIP: 3133BBGM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2203188 | PA      | $1899379.70   | 0.06%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                    | New Jersey Transportation Trust Fund Authority                                                                     | CUSIP: 6461366S5<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |   7170000 | PA      | $5801039.79   | 0.20%             | 2042-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                           | CIFC Funding 2014-V Ltd                                                                                            | CUSIP: 12550AAT3<br>LEI: 549300Y56VCWZJQV2Z14 | Long             | ABS-CBDO         | CORP              | KY        |   3830000 | PA      | $3785237.79   | 0.13%             | 2031-10-17      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                        | Medline Borrower LP                                                                                                | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   3938000 | PA      | $3390165.13   | 0.11%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TCW Gem Ltd                                                | TCW CLO 2022-1 Ltd                                                                                                 | CUSIP: 871969AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3411314.55   | 0.11%             | 2033-04-22      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                       | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-4356.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                     | Aviation Capital Group LLC                                                                                         | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   4918000 | PA      | $4292517.65   | 0.14%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                        | Petroleos Mexicanos                                                                                                | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  11050000 | PA      | $8563714.64   | 0.29%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  28288000 | PA      | $26768624.93  | 0.90%             | 2053-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                                                   | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  76020000 | PA      | $76996975.59  | 2.59%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Connecticut Avenue Securities Trust 2021-R01                                                                       | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7027000 | PA      | $6753320.13   | 0.23%             | 2041-10-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                           | BAT Capital Corp                                                                                                   | CUSIP: 05526DAZ8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   7780000 | PA      | $7506272.68   | 0.25%             | 2024-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                         | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20004000 | PA      | $20234995.79  | 0.68%             | 2053-01-23      | Fixed         | 5.50%                 | 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        |   2348000 | PA      | $2315710.70   | 0.08%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                       | Signal Peak CLO 8 Ltd                                                                                              | CUSIP: 56845NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12021647 | PA      | $11686596.61  | 0.39%             | 2033-04-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140XHXH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14743627 | PA      | $12827494.96  | 0.43%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                    | Japan International Cooperation Agency                                                                             | CUSIP: 47109LAF1<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |   8706000 | PA      | $8254783.86   | 0.28%             | 2027-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Genesis Sales Finance Master Trust                         | Genesis Sales Finance Master Trust                                                                                 | CUSIP: 37186XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15000000 | PA      | $14663037.00  | 0.49%             | 2025-09-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                       | Glencore Funding LLC                                                                                               | CUSIP: 378272AV0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   6901000 | PA      | $6658282.86   | 0.22%             | 2029-03-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US 10YR ULTRA FUT MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -1685 | NC      | $-927811.55   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CONDOR MERGER SUB INC                                      | Condor Merger Sub Inc                                                                                              | CUSIP: 579063AB4<br>LEI: 254900SAGUYT3MBUU161 | Long             | DBT              | CORP              | US        |   3764000 | PA      | $3088404.91   | 0.10%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust                   | Capital One Prime Auto Receivables Trust 2022-1                                                                    | CUSIP: 14043QAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2704413 | PA      | $2663477.14   | 0.09%             | 2025-06-16      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                                                             | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   7285000 | PA      | $7498165.95   | 0.25%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                     | Santander Drive Auto Receivables Trust 2022-6                                                                      | CUSIP: 802918AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12785000 | PA      | $12351284.22  | 0.42%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                               | NiSource Inc                                                                                                       | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   3657000 | PA      | $3209897.85   | 0.11%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.           | Freddie Mac Multifamily Structured Pass Through Certificates                                                       | CUSIP: 3137H9C98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7381000 | PA      | $6992842.81   | 0.24%             | 2032-09-25      | Variable      | 3.71%                 | 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        |   3436000 | PA      | $3280699.67   | 0.11%             | 2035-11-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corporation                                    | Lamar Media Corporation 2020 Term Loan B                                                                           | CUSIP: 513076BB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  14571614 | PA      | $14173226.07  | 0.48%             | 2027-02-05      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F0206C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16248000 | PA      | $13390002.15  | 0.45%             | 2052-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                      | Tenet Healthcare Corp                                                                                              | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3801960.00   | 0.13%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LAREDO PETROLEUM INC                                       | Laredo Petroleum Inc                                                                                               | CUSIP: 516806AF3<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |   3449000 | PA      | $3454052.79   | 0.12%             | 2025-01-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Verde CLO Ltd                                              | VERDE CLO Ltd                                                                                                      | CUSIP: 92338BAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10770000 | PA      | $10543830.00  | 0.35%             | 2032-04-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140XDPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7009610 | PA      | $6540835.07   | 0.22%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                      | American Airlines Inc                                                                                              | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |   3068000 | PA      | $3411164.76   | 0.11%             | 2025-07-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                      | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-391089.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                        | Elevance Health Inc                                                                                                | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $7514237.15   | 0.25%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                        | Citigroup Commercial Mortgage Trust 2016-GC36                                                                      | CUSIP: 17324TAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5370000 | PA      | $2925710.25   | 0.10%             | 2049-02-10      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Packaging Coordinators Midco, Inc.                         | Packaging Coordinators Midco, Inc. 2020 1st Lien Term Loan                                                         | CUSIP: 69515EAH5<br>LEI: 549300SL20D7D39KSB12 | Long             | LON              | CORP              | US        |   4721480 | PA      | $4563098.29   | 0.15%             | 2027-11-30      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                     | VICI Properties LP / VICI Note Co Inc                                                                              | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              |  | US        |   5519000 | PA      | $5472495.69   | 0.18%             | 2024-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                    | Japan Bank for International Cooperation                                                                           | CUSIP: 471048CT3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |  11026000 | PA      | $10827280.17  | 0.36%             | 2025-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140X7YL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5234803 | PA      | $4580825.66   | 0.15%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                                                   | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37630000 | PA      | $37744654.09  | 1.27%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux S.a.r.l.                                | Jazz Financing Lux S.a.r.l. USD Term Loan                                                                          | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |   3042378 | PA      | $3024078.41   | 0.10%             | 2028-05-05      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS PWR & LIGHT                                   | Indianapolis Power & Light Co                                                                                      | CUSIP: 455434BV1<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |   9456000 | PA      | $9815833.52   | 0.33%             | 2032-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                    | SCF Equipment Leasing 2021-1 LLC                                                                                   | CUSIP: 783897AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2800000 | PA      | $2548504.56   | 0.09%             | 2032-08-20      | Fixed         | 3.56%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140X7TQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23312282 | PA      | $20404745.85  | 0.69%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: SPP0096I4 CDS USD R F  1.00000 F_SPP0096I4 CCPCDX / Short: SPP0096I4 CDS USD P V 03MEVENT P_SPP0096I4 CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  62600000 | OU      | $-3255261.29  | -0.11%            |  |  |  | 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        |  15000000 | PA      | $14826240.00  | 0.50%             | 2024-05-15      | Fixed         | 4.23%                 | 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        |   7474767 | PA      | $7372496.59   | 0.25%             | 2029-07-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140QPAL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7370179 | PA      | $7094159.15   | 0.24%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                                                   | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  20155000 | PA      | $17837461.81  | 0.60%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                                                   | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54643000 | PA      | $53361237.51  | 1.80%             | 2024-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                   | California Resources Corp                                                                                          | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |   2119000 | PA      | $2063397.44   | 0.07%             | 2026-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                                                        | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  22283000 | PA      | $18661530.52  | 0.63%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VIII Ltd                                       | Elmwood CLO VIII Ltd                                                                                               | CUSIP: 29003EAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4781369.15   | 0.16%             | 2034-01-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Genesis Sales Finance Master Trust                         | Genesis Sales Finance Master Trust                                                                                 | CUSIP: 37186XAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8410000 | PA      | $7716413.00   | 0.26%             | 2026-12-21      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                         | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  33701000 | PA      | $33672038.03  | 1.13%             | 2053-01-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                   | Jacobs Entertainment Inc                                                                                           | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |   3610000 | PA      | $3252610.00   | 0.11%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust                                 | Hudsons Bay Simon JV Trust 2015-HBS                                                                                | CUSIP: 44422PBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22024000 | PA      | $2494.66      | 0.00%             | 2034-08-05      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                     | CCO Holdings LLC / CCO Holdings Capital Corp                                                                       | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5581000 | PA      | $4804950.56   | 0.16%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty Ltd                                    | Ausgrid Finance Pty Ltd                                                                                            | CUSIP: 052113AB3<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |   6077000 | PA      | $5678190.62   | 0.19%             | 2028-08-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                   | CUSIP: 3132DNTX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15371927 | PA      | $15430348.50  | 0.52%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd            | Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd                                                             | CUSIP: 03881EAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1930000 | PA      | $1765366.91   | 0.06%             | 2036-05-15      | Floating      | 6.83%                 | 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        |  10295000 | PA      | $10310013.20  | 0.35%             | 2027-08-16      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                        | Sprint Capital Corp                                                                                                | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   5781000 | PA      | $6133120.71   | 0.21%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                | Netflix Inc                                                                                                        | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   7851000 | PA      | $8109768.96   | 0.27%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                          | State Street Corp                                                                                                  | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   5502000 | PA      | $5126933.23   | 0.17%             | 2033-08-04      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria Government International Bond                                                                              | CUSIP: 65412JAD5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   4615000 | PA      | $3577178.80   | 0.12%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                   | CUSIP: 3132AAVU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6138234 | PA      | $5758733.81   | 0.19%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                                                        | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3196000 | PA      | $3375535.91   | 0.11%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                                    | Alcoa Nederland Holding BV                                                                                         | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |   4011000 | PA      | $3522460.20   | 0.12%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                     | Toll Brothers Finance Corp                                                                                         | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3210867.76   | 0.11%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                                   | Tengizchevroil Finance Co International Ltd                                                                        | CUSIP: 88034QAC1<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |   1712000 | PA      | $1206960.00   | 0.04%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                        | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-6602.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                      | GM Financial Automobile Leasing Trust 2022-2                                                                       | CUSIP: 36266FAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16358313 | PA      | $16131858.12  | 0.54%             | 2024-10-21      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management LLC                                    | CBAM 2017-1 Ltd                                                                                                    | CUSIP: 12480VAL9<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | KY        |   4108530 | PA      | $3682192.32   | 0.12%             | 2030-07-20      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                     | Diamondback Energy Inc                                                                                             | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   3689000 | PA      | $3287191.43   | 0.11%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                        | Starwood Mortgage Residential Trust 2020-3                                                                         | CUSIP: 85573MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2784947 | PA      | $2642320.60   | 0.09%             | 2065-04-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                          | CPPIB Capital Inc                                                                                                  | CUSIP: 22411VAV0<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |  22800000 | PA      | $23256254.22  | 0.78%             | 2025-04-04      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                   | Constellation Energy Generation LLC                                                                                | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   5767000 | PA      | $6023724.75   | 0.20%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                             | Carvana Auto Receivables Trust 2020-NP1                                                                            | CUSIP: 14687PAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9077000 | PA      | $8198189.37   | 0.28%             | 2027-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                   | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                          | CUSIP: 71568PAN9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |   8195000 | PA      | $6596013.64   | 0.22%             | 2030-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US 10YR NOTE (CBT)MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       181 | NC      | $107439.61    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                   | Cheniere Energy Partners LP                                                                                        | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   4113000 | PA      | $3352115.57   | 0.11%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140XCWV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5059612 | PA      | $4378109.05   | 0.15%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital                                    | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13371000 | PA      | $10950242.89  | 0.37%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  42612000 | PA      | $39039916.15  | 1.31%             | 2053-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                      | Province of Ontario Canada                                                                                         | CUSIP: 683234DB1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |  16610000 | PA      | $15897900.23  | 0.54%             | 2027-05-19      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                                  | Avant Loans Funding Trust 2022-REV1                                                                                | CUSIP: 05356GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15210000 | PA      | $14840410.69  | 0.50%             | 2031-09-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                                               | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4792000 | PA      | $4248703.36   | 0.14%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                      | AMMC CLO XIII Ltd                                                                                                  | CUSIP: 00176DAJ8<br>LEI: 549300R4YQWFRASHVE93 | Long             | ABS-CBDO         | CORP              | KY        |    810000 | PA      | $788906.93    | 0.03%             | 2029-07-24      | Floating      | 6.03%                 | 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        |    104600 | PA      | $100497.55    | 0.00%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                       | Bank of America Corp                                                                                               | CUSIP: 06051GHC6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5388000 | PA      | $5381760.97   | 0.18%             | 2023-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                                      | CNX Midstream Partners LP                                                                                          | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3860000 | PA      | $3223788.86   | 0.11%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                            | Madison IAQ LLC                                                                                                    | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |   4018000 | PA      | $2977297.82   | 0.10%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                   | Federal Farm Credit Banks Funding Corp                                                                             | CUSIP: 3133EN2V1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   7778000 | PA      | $7777942.13   | 0.26%             | 2024-11-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                   | Angel Oak Mortgage Trust 2022-3                                                                                    | CUSIP: 03464TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6827988 | PA      | $6214544.23   | 0.21%             | 2067-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                                     | Option Care Health Inc                                                                                             | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3327158.25   | 0.11%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                    | American Airlines, Inc. 2021 Term Loan                                                                             | CUSIP: 02376CBJ3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |   4951363 | PA      | $4929700.79   | 0.17%             | 2028-04-20      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                    | Goldentree Loan Management US Clo 3 Ltd                                                                            | CUSIP: 38138BAG5<br>LEI: 549300TB55YBQBSW5Z77 | Long             | ABS-CBDO         | CORP              | KY        |   2050000 | PA      | $1984570.17   | 0.07%             | 2030-04-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Bayer Corp                                                 | Bayer Corp                                                                                                         | CUSIP: 072732AC4<br>LEI: 54930050NR9YMICYZM28 | Long             | DBT              | CORP              | US        |   3872000 | PA      | $3995313.87   | 0.13%             | 2028-02-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                                                          | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5557000 | PA      | $5320497.58   | 0.18%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                         | CUSIP: 21H042612<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16342000 | PA      | $16011968.08  | 0.54%             | 2053-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                         | CUSIP: 21H0406C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8783000 | PA      | $8386049.50   | 0.28%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                     | Lendmark Funding Trust 2021-1                                                                                      | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8300000 | PA      | $7012722.29   | 0.24%             | 2031-11-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Parallel Ltd                                               | Parallel 2017-1 Ltd                                                                                                | CUSIP: 69915XAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1998339 | PA      | $1970013.35   | 0.07%             | 2029-07-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                 | Humana Inc                                                                                                         | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   8936000 | PA      | $9309649.73   | 0.31%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                | Rad CLO 7 Ltd                                                                                                      | CUSIP: 48661CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12010613 | PA      | $11759656.29  | 0.40%             | 2033-04-17      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                     | Lendmark Funding Trust 2021-2                                                                                      | CUSIP: 52604DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4025000 | PA      | $2965618.39   | 0.10%             | 2032-04-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                 | Apidos CLO XXVI                                                                                                    | CUSIP: 03766GAQ5<br>LEI: 549300RV409NJP65MP20 | Long             | ABS-CBDO         | CORP              | KY        |   3300000 | PA      | $3192030.53   | 0.11%             | 2029-07-18      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                   | Angel Oak Mortgage Trust 2021-3                                                                                    | CUSIP: 03465EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5102958 | PA      | $3996987.28   | 0.13%             | 2066-05-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE             | New York City Transitional Finance Authority Future Tax Secured Revenue                                            | CUSIP: 64971XQY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4200000 | PA      | $2984966.46   | 0.10%             | 2034-08-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-68248.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                    | Metropolitan Life Global Funding I                                                                                 | CUSIP: 59217GFC8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   2599000 | PA      | $2546879.08   | 0.09%             | 2025-08-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HONO 2021-LULU Mortgage Trust                              | HONO 2021-LULU Mortgage Trust                                                                                      | CUSIP: 40390MAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2824116.00   | 0.10%             | 2036-10-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Avid Automobile Receivables Trust                          | Avid Automobile Receivables Trust 2019-1                                                                           | CUSIP: 05369DAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    748067 | PA      | $743835.08    | 0.03%             | 2026-07-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                                                      | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3361000 | PA      | $3299834.44   | 0.11%             | 2025-05-24      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                    | AEP Transmission Co LLC                                                                                            | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |   6966000 | PA      | $6238978.02   | 0.21%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                              | TransDigm Inc                                                                                                      | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   3114000 | PA      | $3063148.38   | 0.10%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                        | JPMorgan Chase & Co                                                                                                | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  14941000 | PA      | $13890116.55  | 0.47%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F062614<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13981000 | PA      | $14371950.56  | 0.48%             | 2053-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                   | Avolon Holdings Funding Ltd                                                                                        | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   5671000 | PA      | $5148839.61   | 0.17%             | 2026-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                           | Duke Energy Corp                                                                                                   | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  11256000 | PA      | $10691128.00  | 0.36%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                   | CUSIP: 3132DNNR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6768021 | PA      | $6835569.75   | 0.23%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka                                      | Sri Lanka Government International Bond                                                                            | CUSIP: 85227SAK2<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |   4250000 | PA      | $1358498.01   | 0.05%             | 2022-07-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140XCYM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3123915 | PA      | $2905152.50   | 0.10%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Genesis Sales Finance Master Trust                         | Genesis Sales Finance Master Trust                                                                                 | CUSIP: 37186XAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2300000 | PA      | $2124303.00   | 0.07%             | 2025-09-22      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN GRP/FIN                                   | Neuberger Berman Group LLC / Neuberger Berman Finance Corp                                                         | CUSIP: 64128XAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3127000 | PA      | $2991150.96   | 0.10%             | 2027-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140QGKS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5826457 | PA      | $5233850.25   | 0.18%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS/CVR NITROGE                                   | CVR Partners LP / CVR Nitrogen Finance Corp                                                                        | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3972000 | PA      | $3590548.98   | 0.12%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CS Master Trust                                            | CS Master Trust                                                                                                    | CUSIP: 12598DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5700000 | PA      | $5676601.50   | 0.19%             | 2025-04-15      | Floating      | 7.80%                 | No            |                  3 | On Loan: No      |
| DELL INT LLC / EMC CORP                                    | Dell International LLC / EMC Corp                                                                                  | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3674000 | PA      | $4305698.56   | 0.14%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                    | Kinder Morgan Energy Partners LP                                                                                   | CUSIP: 494550BV7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   7507000 | PA      | $7398637.81   | 0.25%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                    | Honeywell International Inc                                                                                        | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   7421000 | PA      | $7949289.79   | 0.27%             | 2034-11-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVII LTD                       | Octagon Investment Partners XVII Ltd                                                                               | CUSIP: 67590GBG3<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-CBDO         | CORP              | KY        |   4220000 | PA      | $4146874.70   | 0.14%             | 2031-01-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Corp Trust 2018-RIVR                                                                        | CUSIP: 36255WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4372469 | PA      | $4089668.82   | 0.14%             | 2035-07-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                               | SM Energy Co                                                                                                       | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   3462000 | PA      | $3398628.09   | 0.11%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                        | Invitation Homes Operating Partnership LP                                                                          | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |   4124000 | PA      | $3413996.28   | 0.11%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                   | EQT Corp                                                                                                           | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |  15389000 | PA      | $16211212.57  | 0.55%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE | Foothill-Eastern Transportation Corridor Agency                                                                    | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4178000 | PA      | $3252432.62   | 0.11%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                               | Assurant Inc                                                                                                       | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   3488000 | PA      | $2596768.01   | 0.09%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                                                       | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   7226000 | PA      | $6377712.33   | 0.21%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140QEN32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  36817333 | PA      | $32117977.25  | 1.08%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2018-GW                                                                                                   | CUSIP: 12433UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10503000 | PA      | $10186367.11  | 0.34%             | 2035-05-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                                                             | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   4647000 | PA      | $4468396.32   | 0.15%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                   | CUSIP: 3133KKRT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8460124 | PA      | $7330941.63   | 0.25%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140XHVB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4149602 | PA      | $4191018.11   | 0.14%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES GROUP                                    | American Airlines Group Inc                                                                                        | CUSIP: 02376RAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4678000 | PA      | $4101110.91   | 0.14%             | 2025-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                       | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-36755.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US 5YR NOTE (CBT) MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       689 | NC      | $423664.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                                    | GSK Consumer Healthcare Capital US LLC                                                                             | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   3778000 | PA      | $3337596.05   | 0.11%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sunrun Demeter Issuer LLC                                  | Sunrun Demeter Issuer 2021-2 LLC                                                                                   | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1751711 | PA      | $1373258.59   | 0.05%             | 2057-01-30      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                | Gartner Inc                                                                                                        | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   1968000 | PA      | $1705124.40   | 0.06%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                   | Avolon Holdings Funding Ltd                                                                                        | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |  11378000 | PA      | $9743175.39   | 0.33%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CIM Retail Portfolio Trust                                 | CIM Retail Portfolio Trust 2021-RETL                                                                               | CUSIP: 12566BAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7987500 | PA      | $7237778.90   | 0.24%             | 2036-08-15      | Floating      | 7.63%                 | 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        |   7580000 | PA      | $7382247.65   | 0.25%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                        | BHMS 2018-ATLS                                                                                                     | CUSIP: 05549GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6580000 | PA      | $6320315.69   | 0.21%             | 2035-07-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                   | Venture Global Calcasieu Pass LLC                                                                                  | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   3761000 | PA      | $3248150.04   | 0.11%             | 2031-08-15      | Fixed         | 4.12%                 | 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        |  14855000 | PA      | $14872741.33  | 0.50%             | 2028-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F050411<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12016000 | PA      | $12131466.31  | 0.41%             | 2038-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE       | Regents of the University of California Medical Center Pooled Revenue                                              | CUSIP: 913366KB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2380000 | PA      | $1620538.91   | 0.05%             | 2050-05-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                     | Aviation Capital Group LLC                                                                                         | CUSIP: 05369AAH4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |  11453000 | PA      | $11220162.11  | 0.38%             | 2024-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                             | NRG Energy Inc                                                                                                     | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   3410000 | PA      | $3143401.02   | 0.11%             | 2029-06-15      | Fixed         | 4.45%                 | 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        |   1350245 | PA      | $1341364.34   | 0.05%             | 2046-01-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                          | EURO-BUND FUTURE DEC22                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -95 | NC      | $-71760.99    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                    | Frontier Communications Holdings LLC                                                                               | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3891000 | PA      | $3467036.64   | 0.12%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                                                     | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  23303000 | PA      | $22064196.21  | 0.74%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| CS Master Trust                                            | CS Master Trust                                                                                                    | CUSIP: 12657KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3300000 | PA      | $3270059.10   | 0.11%             | 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        |   4168000 | PA      | $3951866.28   | 0.13%             | 2034-11-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                               | Comcast Corp                                                                                                       | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  14309000 | PA      | $15011652.89  | 0.51%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital                                    | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5014000 | PA      | $4730356.01   | 0.16%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                         | CUSIP: 21H040616<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11257000 | PA      | $10753073.30  | 0.36%             | 2053-01-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                                                   | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8054000 | PA      | $6895670.58   | 0.23%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                                                               | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   7909000 | PA      | $8233623.09   | 0.28%             | 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        |  14530000 | PA      | $13164565.05  | 0.44%             | 2036-10-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                     | Galaxy Pipeline Assets Bidco Ltd                                                                                   | CUSIP: 36321PAC4<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   9000000 | PA      | $6931827.27   | 0.23%             | 2040-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                         | CUSIP: 21H060614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  32064000 | PA      | $32690064.99  | 1.10%             | 2053-01-23      | Fixed         | 6.00%                 | 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        |    451386 | PA      | $423180.57    | 0.01%             | 2059-12-25      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                | Rad CLO 6 Ltd                                                                                                      | CUSIP: 48661NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8550000 | PA      | $8428502.96   | 0.28%             | 2033-01-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140XJU50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6478028 | PA      | $5573138.57   | 0.19%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                   | CUSIP: 3132DNQK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10220100 | PA      | $10296837.92  | 0.35%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                            | NGPL PipeCo LLC                                                                                                    | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   3986000 | PA      | $3268542.44   | 0.11%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                              | Aircastle Ltd                                                                                                      | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   6857000 | PA      | $5589251.51   | 0.19%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140XGTN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  26050974 | PA      | $23485351.90  | 0.79%             | 2048-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                           | AMC Networks Inc                                                                                                   | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   3729000 | PA      | $2783922.24   | 0.09%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                         | Ford Motor Co                                                                                                      | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |  12405000 | PA      | $9824261.44   | 0.33%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                    | Dryden Senior Loan Fund                                                                                            | CUSIP: 26245EAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12670000 | PA      | $12334113.36  | 0.42%             | 2028-04-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                            | BRAVO Residential Funding Trust 2021-NQM2                                                                          | CUSIP: 10569EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10870244 | PA      | $10218129.73  | 0.34%             | 2060-03-25      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Perimeter Master Note Business Trust                       | Perimeter Master Note Business Trust                                                                               | CUSIP: 71384PAK7<br>LEI: 5493005H6EB040833X54 | Long             | ABS-O            | CORP              | US        |   5875000 | PA      | $5336010.46   | 0.18%             | 2024-05-15      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| COMM Mortgage Trust                                        | COMM 2015-DC1 Mortgage Trust                                                                                       | CUSIP: 12629NAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10551635 | PA      | $8556884.28   | 0.29%             | 2048-02-10      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                                                   | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7724000 | PA      | $7197525.67   | 0.24%             | 2026-04-30      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2021-DNA3                                                                            | CUSIP: 35564KEL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7725000 | PA      | $7295551.03   | 0.25%             | 2033-10-25      | Floating      | 5.62%                 | 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        |    296275 | PA      | $277043.43    | 0.01%             | 2060-01-26      | Variable      | 2.38%                 | 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        | 103530000 | OU      | $-2974167.20  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                               | CSMC 2021-BHAR                                                                                                     | CUSIP: 12659VAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8148000 | PA      | $7493258.50   | 0.25%             | 2038-11-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp                                      | Playtika Holding Corp 2021 Term Loan                                                                               | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |   3112120 | PA      | $3040151.84   | 0.10%             | 2028-03-13      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                                                         | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   8050000 | PA      | $7357350.87   | 0.25%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F030611<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  39400000 | PA      | $34914735.52  | 1.18%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                | Cargill Inc                                                                                                        | CUSIP: 141781BW3<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   8575000 | PA      | $7987460.47   | 0.27%             | 2032-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                 | Apidos CLO XXXV                                                                                                    | CUSIP: 03768UAA7<br>LEI: 549300KJKTO0Q1OATW69 | Long             | ABS-CBDO         | CORP              | KY        |   4660000 | PA      | $4515759.49   | 0.15%             | 2034-04-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                   | International Flavors & Fragrances Inc                                                                             | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |  11389000 | PA      | $10075163.25  | 0.34%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-321728.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                         | CUSIP: 21H0526C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15225000 | PA      | $15410326.01  | 0.52%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                               | Centene Corp                                                                                                       | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  13904000 | PA      | $11861405.91  | 0.40%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                               | Ares XL CLO Ltd                                                                                                    | CUSIP: 04016GBB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4188926 | PA      | $4130280.75   | 0.14%             | 2029-01-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                     | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                              | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3949000 | PA      | $3294364.40   | 0.11%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                         | CUSIP: 21H030617<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7592000 | PA      | $6865634.34   | 0.23%             | 2053-01-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                        | Consumers Energy Co                                                                                                | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   3402000 | PA      | $2959568.30   | 0.10%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                         | Tricolor Auto Securitization Trust 2021-1                                                                          | CUSIP: 89615BAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4270000 | PA      | $4031406.06   | 0.14%             | 2026-09-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                            | PerkinElmer Inc                                                                                                    | CUSIP: 714046AL3<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   8876000 | PA      | $8206932.27   | 0.28%             | 2024-09-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                               | AES Corp/The                                                                                                       | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   6812000 | PA      | $5978688.04   | 0.20%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                                                                | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   9681000 | PA      | $9684179.24   | 0.33%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                                             | BankUnited Inc                                                                                                     | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |   6768000 | PA      | $6292298.67   | 0.21%             | 2030-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                   | CUSIP: 3132DNQX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15360971 | PA      | $15110609.72  | 0.51%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                     | Advanced Micro Devices Inc                                                                                         | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |   6515000 | PA      | $6156811.95   | 0.21%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                   | Intercontinental Exchange Inc                                                                                      | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |  15805000 | PA      | $15475283.99  | 0.52%             | 2027-09-15      | Fixed         | 4.00%                 | 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        |   6260000 | PA      | $5818653.10   | 0.20%             | 2041-11-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                                               | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9122000 | PA      | $7707334.61   | 0.26%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Baxalta Inc                                                | Baxalta Inc                                                                                                        | CUSIP: 07177MAB9<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |   2896000 | PA      | $2848959.52   | 0.10%             | 2025-06-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                        | Delta Air Lines Inc                                                                                                | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   8298000 | PA      | $8462144.07   | 0.28%             | 2025-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                        | American Tower Corp                                                                                                | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   5139000 | PA      | $4706579.77   | 0.16%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                 | Humana Inc                                                                                                         | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   9338000 | PA      | $8060721.47   | 0.27%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage Trust                         | Ready Capital Mortgage Financing 2021-FL6 LLC                                                                      | CUSIP: 75575TAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6320000 | PA      | $5961149.33   | 0.20%             | 2036-07-25      | Floating      | 5.94%                 | 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        |   8100000 | PA      | $7786347.75   | 0.26%             | 2037-01-17      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                    | EIG Pearl Holdings Sarl                                                                                            | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |   8400000 | PA      | $6992680.80   | 0.24%             | 2036-08-31      | Fixed         | 3.54%                 | 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        |   4660000 | PA      | $4267726.33   | 0.14%             | 2024-12-15      | Floating      | 4.75%                 | No            |                  3 | On Loan: No      |
| Santander Drive Auto Receivables Trust                     | Santander Drive Auto Receivables Trust 2022-5                                                                      | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11360000 | PA      | $10829246.03  | 0.36%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                        | American Tower Corp                                                                                                | CUSIP: 03027XAV2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   2739000 | PA      | $2615289.31   | 0.09%             | 2025-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  30543000 | PA      | $31208565.87  | 1.05%             | 2053-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                       | Bank of America Corp                                                                                               | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10476000 | PA      | $9719460.57   | 0.33%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                  | Prosus NV                                                                                                          | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   4000000 | PA      | $3519391.64   | 0.12%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                           | CIFC Funding 2021-I Ltd                                                                                            | CUSIP: 12563EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  16720000 | PA      | $16441882.20  | 0.55%             | 2033-04-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                              | Citigroup Inc                                                                                                      | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  26656000 | PA      | $24401035.68  | 0.82%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Race Point CLO Ltd                                         | Race Point IX CLO Ltd                                                                                              | CUSIP: 74981HCJ7<br>LEI: 549300C3570PBQ31OI09 | Long             | ABS-CBDO         | CORP              | KY        |   6090000 | PA      | $5287012.12   | 0.18%             | 2030-10-15      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | BRCCAP~-10~20220726                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |    -77875 | PA      | $-77875.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                               | CSMC 2020-AFC1 Trust                                                                                               | CUSIP: 12597MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1404329 | PA      | $1294908.13   | 0.04%             | 2050-02-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                                                   | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35186000 | PA      | $30139008.13  | 1.01%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                                                    | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  21067000 | PA      | $19049679.28  | 0.64%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                   | Caisse d'Amortissement de la Dette Sociale                                                                         | CUSIP: 12802D2K1<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |  21283000 | PA      | $21452276.26  | 0.72%             | 2025-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                                     | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7562000 | PA      | $5903127.99   | 0.20%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                | ONE Gas Inc                                                                                                        | CUSIP: 68235PAL2<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |   3029000 | PA      | $2883236.95   | 0.10%             | 2024-03-11      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                        | JPMorgan Chase & Co                                                                                                | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  11047000 | PA      | $10416718.72  | 0.35%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                      | Continental Resources Inc/OK                                                                                       | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |  16850000 | PA      | $15810306.14  | 0.53%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                          | Kommunalbanken AS                                                                                                  | CUSIP: 50048MDE7<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |  13940000 | PA      | $14180753.28  | 0.48%             | 2026-06-17      | Floating      | 2.05%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                             | Carvana Auto Receivables Trust 2019-3                                                                              | CUSIP: 14686XAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4236000 | PA      | $4049818.06   | 0.14%             | 2026-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                        | American Tower Corp                                                                                                | CUSIP: 03027XAZ3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   5260000 | PA      | $4953199.14   | 0.17%             | 2025-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                        | Elevance Health Inc                                                                                                | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   7051000 | PA      | $7285364.03   | 0.25%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140QPAM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5445466 | PA      | $5220548.75   | 0.18%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US 2YR NOTE (CBT) MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       704 | NC      | $367699.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                                                   | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14101000 | PA      | $10277756.25  | 0.35%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                             | Mariner Finance Issuance Trust 2021-B                                                                              | CUSIP: 56847JAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4100000 | PA      | $3093004.74   | 0.10%             | 2036-11-20      | Fixed         | 4.68%                 | No            |                  3 | 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        |  12710000 | PA      | $12309340.38  | 0.41%             | 2037-01-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                                                     | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  15889000 | PA      | $16042120.39  | 0.54%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                                   | PVH Corp                                                                                                           | CUSIP: 718592AB4<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2342036.45   | 0.08%             | 2023-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                             | EPR Properties                                                                                                     | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   6790000 | PA      | $5897472.63   | 0.20%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                      | Svensk Exportkredit AB                                                                                             | CUSIP: 87031CAH6<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |  13408000 | PA      | $13488849.17  | 0.45%             | 2025-11-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140QEWH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  33658982 | PA      | $29362393.32  | 0.99%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2020-1                                                                                  | CUSIP: 92536PAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    818328 | PA      | $772208.86    | 0.03%             | 2060-01-25      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                        | Elevance Health Inc                                                                                                | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2498000 | PA      | $2088586.82   | 0.07%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F040412<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16867000 | PA      | $16500011.02  | 0.56%             | 2038-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                           | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                   | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3832000 | PA      | $3452555.36   | 0.12%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.           | Freddie Mac Multifamily Structured Pass Through Certificates                                                       | CUSIP: 3137H8TZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13216000 | PA      | $11897144.96  | 0.40%             | 2032-08-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                   | Occidental Petroleum Corp                                                                                          | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1676070.00   | 0.06%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                | Ovintiv Inc                                                                                                        | CUSIP: 292505AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5988000 | PA      | $6103602.47   | 0.21%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM                                           | Callon Petroleum Co                                                                                                | CUSIP: 13123XBD3<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |   3955000 | PA      | $3912028.93   | 0.13%             | 2028-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                                   | Time Warner Cable Enterprises LLC                                                                                  | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4078000 | PA      | $4580927.55   | 0.15%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PARTY CITY HOLDINGS INC                                    | Party City Holdings Inc                                                                                            | CUSIP: 702150AG8<br>LEI: 5493005PYM1JS6EZN307 | Long             | DBT              | CORP              | US        |   3835000 | PA      | $1455650.95   | 0.05%             | 2026-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13095000 | PA      | $13240587.46  | 0.45%             | 2053-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140XBK82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10031347 | PA      | $8684053.82   | 0.29%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                           | Great Wolf Trust 2019-WOLF                                                                                         | CUSIP: 39152TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10093000 | PA      | $9750807.94   | 0.33%             | 2036-12-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F020612<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  40354000 | PA      | $33288897.14  | 1.12%             | 2053-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                                                   | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   7724000 | PA      | $7482164.73   | 0.25%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140XHJE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13280181 | PA      | $12659689.88  | 0.43%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 31418DZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14127232 | PA      | $11689867.16  | 0.39%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                             | Galaxy XXI CLO Ltd                                                                                                 | CUSIP: 36320WAL0<br>LEI: 549300BW4412X0TZDD77 | Long             | ABS-CBDO         | CORP              | KY        |   1970000 | PA      | $1932180.59   | 0.07%             | 2031-04-20      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                          | Levi Strauss & Co                                                                                                  | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |   3985000 | PA      | $3276514.02   | 0.11%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                   | Warnermedia Holdings Inc                                                                                           | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3907000 | PA      | $3794653.08   | 0.13%             | 2024-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F042418<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  24520000 | PA      | $24427506.88  | 0.82%             | 2038-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                             | Barings CLO Ltd 2019-III                                                                                           | CUSIP: 06761KAL5<br>LEI: 549300T40QLO0VJIOB35 | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7348554.83   | 0.25%             | 2031-04-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                         | Macquarie Bank Ltd                                                                                                 | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   2821000 | PA      | $2287871.28   | 0.08%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                   | First American Financial Corp                                                                                      | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |   5418000 | PA      | $4020032.09   | 0.14%             | 2031-08-15      | Fixed         | 2.40%                 | 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        |   7288000 | PA      | $6116354.15   | 0.21%             | 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        |   2749000 | PA      | $2671970.60   | 0.09%             | 2028-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                           | Vista Point Securitization Trust 2020-2                                                                            | CUSIP: 92838TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2018757 | PA      | $1773252.72   | 0.06%             | 2065-04-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                            | SEB Funding LLC                                                                                                    | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9595950 | PA      | $8206429.57   | 0.28%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                                       | KIND Trust 2021-KIND                                                                                               | CUSIP: 482606AN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6691637 | PA      | $6023368.21   | 0.20%             | 2038-08-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                       | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $92295.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                         | Murphy Oil USA Inc                                                                                                 | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |   2233000 | PA      | $2066194.90   | 0.07%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO LTD                                       | Marble Point CLO XVII Ltd                                                                                          | CUSIP: 56606CAA1<br>LEI: 2549003LUS5LG1CTZP23 | Long             | ABS-CBDO         | CORP              | KY        |   7154498 | PA      | $7029294.29   | 0.24%             | 2033-04-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                        | Macquarie Group Ltd                                                                                                | CUSIP: 55607PAG0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |  11002000 | PA      | $8540875.70   | 0.29%             | 2032-06-23      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.           | Freddie Mac Multifamily Structured Pass Through Certificates                                                       | CUSIP: 3137H93C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5076000 | PA      | $4749182.76   | 0.16%             | 2032-08-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                       | Westpac Banking Corp                                                                                               | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  17998000 | PA      | $16446058.92  | 0.55%             | 2031-11-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                        | Global Payments Inc                                                                                                | CUSIP: 891906AE9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |  10971000 | PA      | $10888844.32  | 0.37%             | 2023-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                      | Westlake Automobile Receivables Trust 2021-1                                                                       | CUSIP: 96043FAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3045000 | PA      | $2809841.65   | 0.09%             | 2026-08-17      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                   | CUSIP: 3133KMFR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10623716 | PA      | $9180377.12   | 0.31%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                   | Sabine Pass Liquefaction LLC                                                                                       | CUSIP: 785592AM8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   8107000 | PA      | $8130544.92   | 0.27%             | 2025-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                             | Barings CLO Ltd 2019-III                                                                                           | CUSIP: 06761KAQ4<br>LEI: 549300T40QLO0VJIOB35 | Long             | ABS-CBDO         | CORP              | KY        |   6590000 | PA      | $6356347.73   | 0.21%             | 2031-04-20      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 20-1 A PTT                                     | British Airways 2020-1 Class A Pass Through Trust                                                                  | CUSIP: 11044MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6681716 | PA      | $6123817.23   | 0.21%             | 2032-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                     | FMG Resources August 2006 Pty Ltd                                                                                  | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   3984000 | PA      | $3361101.60   | 0.11%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                                 | FIXED INC CLEARING CORP.REPO                                                                                       | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  27802430 | PA      | $27802430.11  | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F0306C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12959000 | PA      | $11474139.77  | 0.39%             | 2052-12-15      | Fixed         | 3.00%                 | 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        |   9800000 | PA      | $9623157.04   | 0.32%             | 2029-05-14      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                     | Diamondback Energy Inc                                                                                             | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |  11675000 | PA      | $9835759.96   | 0.33%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Massage Envy Franchising, LLC                              | ME Funding LLC 2019-1                                                                                              | CUSIP: 55282GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13157080 | PA      | $12796181.30  | 0.43%             | 2049-07-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                        | BHMS 2018-ATLS                                                                                                     | CUSIP: 05549GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3965000 | PA      | $3707360.25   | 0.12%             | 2035-07-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.           | Freddie Mac Multifamily Structured Pass Through Certificates                                                       | CUSIP: 3137BEWS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15300626 | PA      | $1256340.05   | 0.04%             | 2032-02-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                       | Bank of America Corp                                                                                               | CUSIP: 06051GFM6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4554000 | PA      | $4466897.24   | 0.15%             | 2025-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                       | Kraft Heinz Foods Co                                                                                               | CUSIP: 000000000<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   7700000 | PA      | $7477000.76   | 0.25%             | 2028-05-25      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                        | Exeter Automobile Receivables Trust 2020-3                                                                         | CUSIP: 30166NAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10847000 | PA      | $10231055.27  | 0.34%             | 2026-08-17      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                             | CPS Auto Receivables Trust 2019-B                                                                                  | CUSIP: 22412AAE3<br>LEI: 549300RMJRP95RN5CL91 | Long             | ABS-O            | CORP              | US        |   1585000 | PA      | $1578260.42   | 0.05%             | 2025-03-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust                                 | Hudsons Bay Simon JV Trust 2015-HBS                                                                                | CUSIP: 44422PBU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19156000 | PA      | $2194.89      | 0.00%             | 2034-08-05      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                     | Comstock Resources Inc                                                                                             | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   3889000 | PA      | $3802722.54   | 0.13%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                   | Inter-American Investment Corp                                                                                     | CUSIP: 45828Q2A4<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |  10000000 | PA      | $9604707.20   | 0.32%             | 2025-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                                                | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   8363000 | PA      | $6902212.63   | 0.23%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                       | National Fuel Gas Co                                                                                               | CUSIP: 636180BQ3<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   7186000 | PA      | $7205485.41   | 0.24%             | 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        |    379000 | PA      | $374261.45    | 0.01%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                   | Vistra Operations Co LLC                                                                                           | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   9911000 | PA      | $9507472.35   | 0.32%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                             | Bombardier Inc                                                                                                     | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   3274000 | PA      | $3074187.78   | 0.10%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                                          | Mountain View CLO 2017-1 LLC                                                                                       | CUSIP: 62432HAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6174855 | PA      | $6095890.93   | 0.21%             | 2029-10-16      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                            | Danske Bank A/S                                                                                                    | CUSIP: 23636ABD2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  12311000 | PA      | $11857159.66  | 0.40%             | 2025-03-28      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2020-5                                                                                  | CUSIP: 92538CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3655074 | PA      | $3336660.74   | 0.11%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                     | Anglo American Capital PLC                                                                                         | CUSIP: 034863AT7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |  13792000 | PA      | $12943177.84  | 0.44%             | 2027-09-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                        | Buckeye Partners LP                                                                                                | CUSIP: 118230AS0<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   3812000 | PA      | $3023678.40   | 0.10%             | 2078-01-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Corp II                                                                                     | CUSIP: 36266CAE6<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   9400000 | PA      | $9060767.91   | 0.31%             | 2036-11-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                     | Rockford Tower CLO 2018-1 Ltd                                                                                      | CUSIP: 77342JAA1<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |   9551309 | PA      | $9362453.55   | 0.32%             | 2031-05-20      | Floating      | 5.78%                 | 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        |    866746 | PA      | $836759.13    | 0.03%             | 2065-04-25      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                   | Live Nation Entertainment Inc                                                                                      | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   3312000 | PA      | $2994130.80   | 0.10%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                     | CenterPoint Energy Resources Corp                                                                                  | CUSIP: 15189WAP5<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   7967000 | PA      | $7723722.00   | 0.26%             | 2032-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                   | Weatherford International Ltd                                                                                      | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |   3177000 | PA      | $3050539.52   | 0.10%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                        | Citigroup Commercial Mortgage Trust 2014-GC25                                                                      | CUSIP: 17322YAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  50626000 | PA      | $178319.96    | 0.01%             | 2047-10-10      | Variable      | 0.31%                 | 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        |  10075000 | PA      | $9615029.40   | 0.32%             | 2025-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust 2013-LC12                                                                    | CUSIP: 94988QAU5<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |   3865000 | PA      | $1352750.00   | 0.05%             | 2046-07-15      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                | Netflix Inc                                                                                                        | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $4202746.50   | 0.14%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                     | Merrill Lynch Mortgage Investors Trust Series 2006-AF2                                                             | CUSIP: 59023NAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    366462 | PA      | $180756.72    | 0.01%             | 2036-10-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                 | Flagship Credit Auto Trust 2018-4                                                                                  | CUSIP: 33845DAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9800000 | PA      | $9512186.74   | 0.32%             | 2026-03-16      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                         | CUSIP: 21H0426C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11724000 | PA      | $11486314.19  | 0.39%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                                                   | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  14614000 | PA      | $13436118.18  | 0.45%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140XHWU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5111744 | PA      | $5175401.53   | 0.17%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                              | Ballyrock CLO 2020-2 Ltd                                                                                           | CUSIP: 05875DAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6120000 | PA      | $5992983.07   | 0.20%             | 2031-10-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                   | FactSet Research Systems Inc                                                                                       | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |   9354000 | PA      | $7892406.16   | 0.27%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                           | Eastern Gas Transmission & Storage Inc                                                                             | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |   4956000 | PA      | $4331583.50   | 0.15%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                           | WFRBS Commercial Mortgage Trust 2014-C23                                                                           | CUSIP: 92939HBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  52279806 | PA      | $398445.32    | 0.01%             | 2057-10-15      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                | Southern Co/The                                                                                                    | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  13655000 | PA      | $13455623.07  | 0.45%             | 2024-08-01      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                    | Adani Ports & Special Economic Zone Ltd                                                                            | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |   3580000 | PA      | $3125127.63   | 0.11%             | 2027-07-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Trust 2014-GC26                                                                             | CUSIP: 36250HAM5<br>LEI: 549300V3F4KBEWHAZP46 | Long             | ABS-MBS          | CORP              | US        |    135000 | PA      | $119876.46    | 0.00%             | 2047-11-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140XHPS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12548922 | PA      | $11609052.57  | 0.39%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140LRB72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3041782 | PA      | $2654451.38   | 0.09%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                         | Ally Financial Inc                                                                                                 | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   5556000 | PA      | $5969595.08   | 0.20%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                                                         | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4531000 | PA      | $4936142.27   | 0.17%             | 2030-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                              | Life Time Inc                                                                                                      | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |   4059000 | PA      | $3908593.76   | 0.13%             | 2026-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                     | Philip Morris International Inc                                                                                    | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3861000 | PA      | $3929273.52   | 0.13%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Jane Street Group, LLC                                     | Jane Street Group, LLC 2021 Term Loan                                                                              | CUSIP: 47077DAG5<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |   3006591 | PA      | $2928615.20   | 0.10%             | 2028-01-26      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| OGX Austria GmbH                                           | OGX Austria GmbH                                                                                                   | CUSIP: 670849AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |   1730000 | PA      | $34.60        | 0.00%             | 2018-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                   | CUSIP: 3133KMK46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11187930 | PA      | $9246310.71   | 0.31%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140M7SF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11228853 | PA      | $9701837.13   | 0.33%             | 2051-12-01      | Fixed         | 2.50%                 | 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