# EDGAR Filing Document

**Accession Number:** 0000911507
**File Stem:** 0001410368-26-006425
**Filing Date:** 2026-1
**Character Count:** 260834
**Document Hash:** 37f614dff4a673eba2802d6202d79555
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-006425.hdr.sgml**: 20260122

**ACCESSION NUMBER**: 0001410368-26-006425

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260122

**DATE AS OF CHANGE**: 20260122

**PERIOD START**: 20251130

**FILER**: 

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

**ORGANIZATION NAME:**
- **EIN:** 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:** 26551798

**BUSINESS ADDRESS:**
- **STREET 1:** 30 HUDSON STREET
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302
- **BUSINESS PHONE:** 201-827-2000

**MAIL ADDRESS:**
- **STREET 1:** 30 HUDSON STREET
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302

## Series and Classes Contracts Data

### Lord Abbett Income Fund (Series ID: S000007281)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000020001 | Class I      | LAUYX           |
| C000020002 | Class A      | LAGVX           |
| C000020004 | Class C      | LAUSX           |
| C000054897 | Class F      | LAUFX           |
| C000054898 | Class R2     | LAUQX           |
| C000054899 | Class R3     | LAURX           |
| C000156632 | Class R4     | LAUKX           |
| C000156633 | Class R5     | LAUTX           |
| C000156634 | Class R6     | LAUVX           |
| C000188242 | Class F3     | LOGVX           |

## 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:** 30 HUDSON STREET

  - **City:** JERSEY CITY

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07302-3973

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

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

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

- **b. EDGAR series identifier (if any):** S000007281

- **c. LEI of Series:** Z3TCNPEIWI339G5J1A97

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

- **a. Date of fiscal year-end:** 2025-11-30

- **b. Date as of which information is reported:** 2025-11-30

**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:** $6755315191.45

**Total Liabilities:** $629269853.65

**Net Assets:** $6126045337.80

**Delayed Delivery Securities:** $455356873.97

**Cash Not Reported:** $26155785.86

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -6791.25000000 | **1-Year:** -170581.56000000 | **5-Year:** -909591.46000000 | **10-Year:** -1039229.08000000 | **30-Year:** -394157.61000000

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

- **3-Month:** -9088.99000000 | **1-Year:** -151275.42000000 | **5-Year:** -534285.41000000 | **10-Year:** -85429.03000000 | **30-Year:** -7034.92000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000020001 | 1.69%                | 0.47%                | 0.86%                |
| Class ID C000020002 | 1.27%                | 0.86%                | 0.44%                |
| Class ID C000020004 | 1.21%                | 0.80%                | 0.38%                |
| Class ID C000054897 | 1.28%                | 0.47%                | 0.85%                |
| Class ID C000054898 | 1.23%                | 0.82%                | 0.41%                |
| Class ID C000054899 | 1.24%                | 0.43%                | 0.82%                |
| Class ID C000156632 | 1.67%                | 0.45%                | 0.84%                |
| Class ID C000156633 | 1.28%                | 0.88%                | 0.86%                |
| Class ID C000156634 | 1.29%                | 0.89%                | 0.46%                |
| Class ID C000188242 | 1.29%                | 0.89%                | 0.46%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $10376251.52             | $35379188.77                               |
| Month 2  | $11652185.75             | $-8248937.80                               |
| Month 3  | $3850967.99              | $11756355.48                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABN AMRO BANK NV                                        | ABN AMRO Bank NV                                                                                                           | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   8600000 | PA      | $7894149.84   | 0.13%             | 2037-03-13      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                           | AEP Texas Inc                                                                                                              | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14981841.75  | 0.24%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AG ISSUER LLC                                           | AG Issuer LLC                                                                                                              | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10040860.00  | 0.16%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                           | AIB Group PLC                                                                                                              | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   5276000 | PA      | $5613121.57   | 0.09%             | 2035-03-28      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                   | AMMC CLO 25 Ltd                                                                                                            | CUSIP: 00177GBC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8700000 | PA      | $8714259.30   | 0.14%             | 2038-10-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                                                                   | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  25095000 | PA      | $17281960.84  | 0.28%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                  | AS Mileage Plan IP Ltd                                                                                                     | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |  18414000 | PA      | $18477969.13  | 0.30%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| ACE CAPITAL TRUST II                                    | ACE Capital Trust II                                                                                                       | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14500000 | PA      | $17481209.43  | 0.29%             | 2030-04-01      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| ADVENTIST HEALTH SYS/W                                  | Adventist Health System/West                                                                                               | CUSIP: 007944AK7<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20864698.00  | 0.34%             | 2034-12-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                                 | Aethon United BR LP / Aethon United Finance Corp                                                                           | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8028000 | PA      | $8394574.54   | 0.14%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                              | Affirm Asset Securitization Trust 2024-A                                                                                   | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3180000 | PA      | $3188198.04   | 0.05%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                              | Affirm Asset Securitization Trust 2024-A                                                                                   | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7875000 | PA      | $7894988.33   | 0.13%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                              | Affirm Asset Securitization Trust 2024-B                                                                                   | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12850000 | PA      | $12883137.58  | 0.21%             | 2029-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                              | Affirm Asset Securitization Trust 2024-B                                                                                   | CUSIP: 00835AAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9250000 | PA      | $9309570.00   | 0.15%             | 2029-09-15      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                           | Aircastle Ltd                                                                                                              | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |  11469000 | PA      | $11137643.62  | 0.18%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                           | Aircastle Ltd                                                                                                              | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |  21115000 | PA      | $22188526.72  | 0.36%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                                 | Aircastle Ltd / Aircastle Ireland DAC                                                                                      | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  10000000 | PA      | $10457876.00  | 0.17%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                             | Ovintiv Inc                                                                                                                | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   7360000 | PA      | $8236419.97   | 0.13%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                      | CUSIP: 013092AC5<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   1299000 | PA      | $1299468.68   | 0.02%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                      | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10149160.00  | 0.17%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                   | Bread Financial Holdings Inc                                                                                               | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5129590.00   | 0.08%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                   | Bread Financial Holdings Inc                                                                                               | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4292962.80   | 0.07%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANCE RES OP/FINANCE                                 | Alliance Resource Operating Partners LP / Alliance Resource Finance Corp                                                   | CUSIP: 01879NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9464000 | PA      | $10017132.94  | 0.16%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                             | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19000000 | PA      | $19077520.00  | 0.31%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                 | American Electric Power Co Inc                                                                                             | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |  13521000 | PA      | $13436462.65  | 0.22%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                                | American Financial Group Inc/OH                                                                                            | CUSIP: 025932AQ7<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9827105.50   | 0.16%             | 2035-09-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital CLO 30 Ltd                                                                                               | CUSIP: 03333CAA3<br>LEI: 213800WBJC3SQNXZV879 | Long             | ABS-CBDO         | CORP              | KY        |  12000000 | PA      | $12006720.00  | 0.20%             | 2037-01-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                                                                 | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |  19771000 | PA      | $20888869.94  | 0.34%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                   | Antero Resources Corp                                                                                                      | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |  11500000 | PA      | $11721720.00  | 0.19%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                | Aon Corp                                                                                                                   | CUSIP: 037389AK9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |  11490000 | PA      | $11961710.00  | 0.20%             | 2027-01-01      | Fixed         | 8.21%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                | APA Corp                                                                                                                   | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12392366.64  | 0.20%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                    | Appalachian Power Co                                                                                                       | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   6742000 | PA      | $7115382.34   | 0.12%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                           | AppLovin Corp                                                                                                              | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   6997000 | PA      | $7041941.38   | 0.11%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                  | Arch Capital Group Ltd                                                                                                     | CUSIP: 03937LAA3<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |  13793000 | PA      | $16226438.71  | 0.26%             | 2034-05-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                            | Assurant Inc                                                                                                               | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   5914000 | PA      | $5252891.86   | 0.09%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC 2021 Term Loan B9                                                                                              | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |  21920866 | PA      | $21922290.46  | 0.36%             | 2027-07-31      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                   | Athene Global Funding                                                                                                      | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10070682.90  | 0.16%             | 2035-08-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                    | Atlas Warehouse Lending Co LP                                                                                              | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |  13594000 | PA      | $14333667.76  | 0.23%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                    | Atlas Warehouse Lending Co LP                                                                                              | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |  12746000 | PA      | $12835602.98  | 0.21%             | 2030-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                   | Atlassian Corp                                                                                                             | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |  12246000 | PA      | $12720542.17  | 0.21%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                                                                   | CUSIP: 05377REL4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |  12750000 | PA      | $12615640.50  | 0.21%             | 2027-08-20      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 (US) LLC                          | Avolon TLB Borrower 1 (US) LLC 2023 Term Loan B6                                                                           | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |  28904578 | PA      | $29038694.74  | 0.47%             | 2030-06-24      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                          | Azorra Finance Ltd                                                                                                         | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |   6000000 | PA      | $6338598.00   | 0.10%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                                                           | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  40031000 | PA      | $47057890.82  | 0.77%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BKV UPSTREAM MIDSTREAM L                                | BKV Upstream Midstream LLC                                                                                                 | CUSIP: 05619CAA3<br>LEI: 254900LG75NBYHBBAU18 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12098186.52  | 0.20%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-VOLT                                                                                                         | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10034606.00  | 0.16%             | 2044-12-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| BACARDI-MARTINI BV                                      | Bacardi-Martini BV                                                                                                         | CUSIP: 05634WAB8<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |   8743000 | PA      | $9146145.24   | 0.15%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD / MARTINI BV                                | Bacardi Ltd / Bacardi-Martini BV                                                                                           | CUSIP: 05635JAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |  15104000 | PA      | $15342368.46  | 0.25%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                        | Bain Capital Credit CLO 2021-3 Ltd                                                                                         | CUSIP: 05683NAL6<br>LEI: 254900XV68IP5ZAT0548 | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5505247.00   | 0.09%             | 2034-07-24      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                                | Banco de Credito del Peru S.A.                                                                                             | CUSIP: 05971U2K2<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |  12000000 | PA      | $12048019.80  | 0.20%             | 2037-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                       | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  16101000 | PA      | $14827208.99  | 0.24%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | Bank of Nova Scotia/The                                                                                                    | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10717150.00  | 0.17%             | 2084-01-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                                          | BankUnited Inc                                                                                                             | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |   9990000 | PA      | $10023182.88  | 0.16%             | 2030-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                                                               | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $11302010.00  | 0.18%             | 2029-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| BAXALTA INC                                             | Baxalta Inc                                                                                                                | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |   8679000 | PA      | $8460300.66   | 0.14%             | 2045-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                | Baxter International Inc                                                                                                   | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |  18475000 | PA      | $16154890.47  | 0.26%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                | Baxter International Inc                                                                                                   | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |  35000000 | PA      | $35684138.70  | 0.58%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                    | Bayer US Finance LLC                                                                                                       | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |  24000000 | PA      | $25995454.56  | 0.42%             | 2033-11-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BEACON FUNDING TRUST                                    | Beacon Funding Trust                                                                                                       | CUSIP: 073952AB9<br>LEI: 984500A80A2EBF5A7C93 | Long             | DBT              | CORP              | US        |   8482000 | PA      | $8690786.89   | 0.14%             | 2054-08-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                    | Beignet Investor LLC                                                                                                       | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25000000 | PA      | $26968731.50  | 0.44%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BELROSE FUNDING TRUST II                                | Belrose Funding Trust II                                                                                                   | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12531723.96  | 0.20%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO XXXVIII Ltd                                                                                    | CUSIP: 08183FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4510980.00   | 0.07%             | 2038-01-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO 42 Ltd                                                                                         | CUSIP: 08187LAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6800000 | PA      | $6822304.00   | 0.11%             | 2038-10-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                    | Birch Grove CLO Ltd                                                                                                        | CUSIP: 09075JAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10021090.00  | 0.16%             | 2037-07-17      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                    | Birch Grove CLO 6 Ltd                                                                                                      | CUSIP: 09077FAN5<br>LEI: 254900HENKWLW4T9SW86 | Long             | ABS-CBDO         | CORP              | JE        |   7500000 | PA      | $7500907.50   | 0.12%             | 2038-07-20      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL                                 | Biocon Biologics Global PLC                                                                                                | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |  15000000 | PA      | $14785296.45  | 0.24%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE                                  | Blackstone Reg Finance Co LLC                                                                                              | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |  10629000 | PA      | $10598176.01  | 0.17%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                | Blue Owl Technology Finance Corp                                                                                           | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |  21000000 | PA      | $21056262.57  | 0.34%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                  | Boardwalk Pipelines LP                                                                                                     | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   7400000 | PA      | $7453357.18   | 0.12%             | 2036-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                                                              | CUSIP: 097023AG0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5950943.45   | 0.10%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                                                              | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9967811.50   | 0.16%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                                                              | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $18247694.08  | 0.30%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                             | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   9000000 | PA      | $9597807.00   | 0.16%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Brant Point CLO Ltd                                     | Brant Point CLO 2023-1 Ltd                                                                                                 | CUSIP: 104922AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  11400000 | PA      | $11414888.40  | 0.19%             | 2038-07-26      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                | Brandywine Operating Partnership LP                                                                                        | CUSIP: 105340AT0<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |   8000000 | PA      | $7915856.80   | 0.13%             | 2031-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BRINKER INTERNATIONAL IN                                | Brinker International Inc                                                                                                  | CUSIP: 109641AK6<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7962037.50   | 0.13%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                | Brookfield Asset Management Ltd                                                                                            | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   4284000 | PA      | $4420609.78   | 0.07%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                | Brookfield Residential Properties Inc / Brookfield Residential US LLC                                                      | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   8000000 | PA      | $8015232.00   | 0.13%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                                                                          | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |  12005000 | PA      | $11630533.80  | 0.19%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                                                                          | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   6937000 | PA      | $7276590.15   | 0.12%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                     | Buckeye Partners LP 2025 Term Loan B7                                                                                      | CUSIP: 11823LAR6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |  14937236 | PA      | $14995118.28  | 0.24%             | 2032-11-22      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                                                           | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   7287000 | PA      | $5698593.22   | 0.09%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                       | CBRE Services Inc                                                                                                          | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   8172000 | PA      | $8277276.04   | 0.14%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CBAMR Ltd                                               | CBAMR 2021-14 LTD                                                                                                          | CUSIP: 12516KAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5522055.00   | 0.09%             | 2038-10-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| CFE FIBRA E                                             | CFE Fibra E                                                                                                                | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              |  | MX        |  20000000 | PA      | $19972200.00  | 0.33%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                         | Cigna Group/The                                                                                                            | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |  12169000 | PA      | $13045248.80  | 0.21%             | 2041-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                 | CNO Financial Group Inc                                                                                                    | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |  13912000 | PA      | $14753608.39  | 0.24%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CQS US CLO Ltd                                          | CQS US CLO 2021-1 Ltd                                                                                                      | CUSIP: 12659UAN2<br>LEI: 549300GF7PVRIKZNMY06 | Long             | ABS-CBDO         | CORP              | KY        |   7125000 | PA      | $7114269.75   | 0.12%             | 2035-01-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | CPS Auto Receivables Trust 2022-B                                                                                          | CUSIP: 12663BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15075000 | PA      | $15246071.10  | 0.25%             | 2029-10-15      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                                                            | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11401232.40  | 0.19%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                                                            | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10369518.60  | 0.17%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CTM CLO Ltd                                             | CTM CLO 2025-1 Ltd                                                                                                         | CUSIP: 12719PAC5<br>LEI: 254900KXN2P7HDYVVW84 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4000484.00   | 0.07%             | 2038-07-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| CAJUN GLOBAL LLC                                        | Cajun Global LLC                                                                                                           | CUSIP: 12803VAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6525000 | PA      | $6525660.33   | 0.11%             | 2055-11-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                | California Resources Corp                                                                                                  | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7329280.00   | 0.12%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                     | Calpine Corporation 2024 Term Loan B10                                                                                     | CUSIP: 13134MBW2<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |  17375019 | PA      | $17380231.46  | 0.28%             | 2031-01-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                  | Canyon CLO 2020-1 Ltd                                                                                                      | CUSIP: 13876LAY3<br>LEI: 549300IVUME0ILZ1W208 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5002630.00   | 0.08%             | 2034-07-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING                                | Capital Power US Holdings Inc                                                                                              | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19402000 | PA      | $20386416.74  | 0.33%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | Carlyle US CLO 2024-1 Ltd                                                                                                  | CUSIP: 142923AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8200000 | PA      | $8229183.80   | 0.13%             | 2037-04-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | Carlyle Global Market Strategies CLO 2015-5 Ltd                                                                            | CUSIP: 14312JBS0<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-CBDO         | CORP              | KY        |   6200000 | PA      | $6205623.40   | 0.10%             | 2032-01-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | CARLYLE US CLO 2023-2 LTD                                                                                                  | CUSIP: 14318GAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14650000 | PA      | $14704615.20  | 0.24%             | 2038-07-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                              | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   8000000 | PA      | $7867166.40   | 0.13%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                              | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  20000000 | PA      | $20614280.00  | 0.34%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                              | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   5000000 | PA      | $5141960.00   | 0.08%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                | Duke Energy Progress LLC                                                                                                   | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8612270.00   | 0.14%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                     | CommonSpirit Health                                                                                                        | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8735583.70   | 0.14%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Cathedral Lake LTD                                      | Cathedral Lake VI Ltd                                                                                                      | CUSIP: 14919LAW4<br>LEI: 254900VBMJ6DSB3ZGA63 | Long             | ABS-CBDO         | CORP              | KY        |  12500000 | PA      | $12491775.00  | 0.20%             | 2034-04-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                                                                   | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15517470.00  | 0.25%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                                                               | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  12373000 | PA      | $12230719.16  | 0.20%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                                                               | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  21109000 | PA      | $19418948.02  | 0.32%             | 2030-02-15      | Fixed         | 3.38%                 | 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        |  10000000 | PA      | $9588119.40   | 0.16%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                    | Charter Communications Operating LLC 2023 Term Loan B4                                                                     | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |  18300866 | PA      | $18245688.71  | 0.30%             | 2030-12-07      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                   | Charter Communications Operating LLC 2024 Term Loan B5                                                                     | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |  50698775 | PA      | $50629824.94  | 0.83%             | 2031-12-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                     | Cheniere Energy Inc                                                                                                        | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   9989000 | PA      | $10426586.13  | 0.17%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust                             | Cherry Securitization Trust 2024-1                                                                                         | CUSIP: 164737AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14265000 | PA      | $14367425.55  | 0.23%             | 2032-04-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2019-VII Ltd                                                                                                  | CUSIP: 171935AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  16000000 | PA      | $16072224.00  | 0.26%             | 2038-10-19      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                                   | Citadel Securities LP 2024 First Lien Term Loan                                                                            | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |  10246331 | PA      | $10295820.54  | 0.17%             | 2031-10-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                                | Citadel Securities Global Holdings LLC                                                                                     | CUSIP: 17289RAB2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |  18895000 | PA      | $19937517.26  | 0.33%             | 2035-06-18      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                              | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  18755000 | PA      | $17071308.14  | 0.28%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                              | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  10673000 | PA      | $11165851.39  | 0.18%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                              | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7784000 | PA      | $7946681.94   | 0.13%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                    | CITGO Petroleum Corp                                                                                                       | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12533352.00  | 0.20%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                              | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  13454000 | PA      | $14379369.35  | 0.23%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                | Citizens Financial Group Inc                                                                                               | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   2615000 | PA      | $2725205.83   | 0.04%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                | Citizens Financial Group Inc                                                                                               | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |  22278000 | PA      | $24546769.69  | 0.40%             | 2035-04-25      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                | Citizens Financial Group Inc                                                                                               | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   8267000 | PA      | $8673326.85   | 0.14%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                                                                      | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8340744.00   | 0.14%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                              | Clover CLO 2018-1 LLC                                                                                                      | CUSIP: 18914GAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9330000 | PA      | $9336614.97   | 0.15%             | 2037-04-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                    | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   6000000 | PA      | $6337500.00   | 0.10%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                                  | Colossus Acquireco LLC Term Loan B                                                                                         | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |  25000000 | PA      | $24933625.00  | 0.41%             | 2032-07-30      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                | Columbia Pipelines Holding Co LLC                                                                                          | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7047000 | PA      | $7196859.32   | 0.12%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                | Columbia Pipelines Holding Co LLC                                                                                          | CUSIP: 19828AAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13924000 | PA      | $13958349.95  | 0.23%             | 2032-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                                                               | CUSIP: 20030NES6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19981984.80  | 0.33%             | 2037-01-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                     | CommonSpirit Health                                                                                                        | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |  11284000 | PA      | $11609452.00  | 0.19%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                  | Comstock Resources Inc                                                                                                     | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $10696220.70  | 0.17%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                | Constellation Energy Generation LLC                                                                                        | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   8219000 | PA      | $9087068.26   | 0.15%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                   | Continental Resources Inc/OK                                                                                               | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |  15061000 | PA      | $15538832.06  | 0.25%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                                                                 | CUSIP: 21H062610<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  44602000 | PA      | $45910394.32  | 0.75%             | 2055-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                                                                 | CUSIP: 21H0626C6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12014000 | PA      | $12386139.78  | 0.20%             | 2054-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                                | Crowdstrike Holdings Inc                                                                                                   | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |  11600000 | PA      | $11128218.72  | 0.18%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                  | Cushman & Wakefield US Borrower LLC                                                                                        | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8584080.00   | 0.14%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                        | DT Midstream Inc                                                                                                           | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10432000 | PA      | $10207293.16  | 0.17%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                        | DT Midstream Inc                                                                                                           | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4831155.60   | 0.08%             | 2032-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                        | DT Midstream Inc                                                                                                           | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10429074.00  | 0.17%             | 2034-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DailyPay Securitization Trust                           | DailyPay Securitization Trust 2025-1                                                                                       | CUSIP: 233824AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6775000 | PA      | $6828733.88   | 0.11%             | 2028-06-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                              | DaVita Inc 2025 Term Loan B                                                                                                | CUSIP: 23918VBC7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |   8336469 | PA      | $8362145.38   | 0.14%             | 2031-05-09      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| DBR LAND HOLDINGS LLC                                   | DBR Land Holdings LLC                                                                                                      | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6076000 | PA      | $6157631.06   | 0.10%             | 2030-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd                                         | SkyMiles IP Ltd 2025 Repriced Term Loan B                                                                                  | CUSIP: 24736CBT0<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |   7000000 | PA      | $7047040.00   | 0.12%             | 2028-10-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                | Devon Energy Corp                                                                                                          | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10046887.70  | 0.16%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| DEVON ENERGY CORPORATION                                | Devon Energy Corp                                                                                                          | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4659041.90   | 0.08%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                   | Dick's Sporting Goods Inc                                                                                                  | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $5187651.91   | 0.08%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                   | DirecTV Financing LLC Term Loan                                                                                            | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5454147 | PA      | $5467400.12   | 0.09%             | 2027-08-02      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                   | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                   | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9632000 | PA      | $9642354.40   | 0.16%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                          | Capital One NA                                                                                                             | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   7750000 | PA      | $8024518.95   | 0.13%             | 2028-08-09      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                | Discovery Communications LLC                                                                                               | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |  10671000 | PA      | $10461421.56  | 0.17%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                      | CUSIP: 25714PFF0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   5000000 | PA      | $4982750.00   | 0.08%             | 2035-10-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                     | Dominion Energy Inc                                                                                                        | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   4145000 | PA      | $4326604.84   | 0.07%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                     | Dominion Energy Inc                                                                                                        | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   8539000 | PA      | $8643536.06   | 0.14%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED USD / SOLD CAD                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $187236.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED CAD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |         1 | NC      | $-148326.63   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                              | Driven Brands Funding LLC                                                                                                  | CUSIP: 26209XAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2863750 | PA      | $2984140.90   | 0.05%             | 2054-10-20      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                              | Driven Brands Funding LLC                                                                                                  | CUSIP: 26209XAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4730000 | PA      | $4758527.58   | 0.08%             | 2055-10-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 130 CLO Ltd                                                                                                         | CUSIP: 26254AAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10500000 | PA      | $10528801.50  | 0.17%             | 2038-07-15      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 119 CLO Ltd                                                                                                         | CUSIP: 26254KAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8310000 | PA      | $8319938.76   | 0.14%             | 2036-04-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                        | Duke Energy Corp                                                                                                           | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $7810839.50   | 0.13%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS                                 | Duquesne Light Holdings Inc                                                                                                | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |  14581000 | PA      | $13056542.89  | 0.21%             | 2032-01-07      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                                                                   | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |  13610000 | PA      | $14094798.54  | 0.23%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                | Eagle Funding Luxco Sarl                                                                                                   | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |  25000000 | PA      | $25411000.00  | 0.41%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                            | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5067395.00   | 0.08%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                      | Eastern Energy Gas Holdings LLC                                                                                            | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   9069000 | PA      | $8952365.86   | 0.15%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| EASTERN ENERGY GAS                                      | Eastern Energy Gas Holdings LLC                                                                                            | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10597883.30  | 0.17%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                        | Eastern Gas Transmission & Storage Inc                                                                                     | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |   5564000 | PA      | $4899093.71   | 0.08%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated                       | Elanco Animal Health Inc 2025 Term Loan B                                                                                  | CUSIP: 28414BAJ5<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |  18000000 | PA      | $18000000.00  | 0.29%             | 2032-10-31      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Eldridge CLO Ltd                                        | Eldridge CLO 2025-1 Ltd                                                                                                    | CUSIP: 284913AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6004980.00   | 0.10%             | 2038-10-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| EMERA INC                                               | Emera Inc                                                                                                                  | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |  19420000 | PA      | $19578894.44  | 0.32%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                            | Enbridge Inc                                                                                                               | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  22191000 | PA      | $25544748.02  | 0.42%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                                                                         | CUSIP: 29273RBA6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   7049000 | PA      | $7010181.86   | 0.11%             | 2066-11-01      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                                                                         | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  18970000 | PA      | $19099394.37  | 0.31%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                   | Entergy Louisiana LLC                                                                                                      | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   6483000 | PA      | $6675182.89   | 0.11%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                            | Entegris Inc                                                                                                               | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11988180.00  | 0.20%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                 | Entergy Mississippi LLC                                                                                                    | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |  11809000 | PA      | $12163352.43  | 0.20%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                 | Essential Utilities Inc                                                                                                    | CUSIP: 29670GAK8<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10256771.50  | 0.17%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                   | Evergy Kansas Central Inc                                                                                                  | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |  11715000 | PA      | $12027594.63  | 0.20%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC                                | Evergy Missouri West Inc                                                                                                   | CUSIP: 30037EAB9<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |  10566000 | PA      | $11062509.12  | 0.18%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC                                | Evergy Missouri West Inc                                                                                                   | CUSIP: 30037EAC7<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |  10675000 | PA      | $10845035.24  | 0.18%             | 2035-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                | Constellation Energy Generation LLC                                                                                        | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |  15209000 | PA      | $16680175.54  | 0.27%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2024-1                                                                                 | CUSIP: 30167PAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7320000 | PA      | $7436379.22   | 0.12%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2023-2                                                                                 | CUSIP: 30168CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3590000 | PA      | $3928430.02   | 0.06%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2025-2                                                                                 | CUSIP: 30168JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4025000 | PA      | $4131437.50   | 0.07%             | 2031-07-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                | F&G Annuities & Life Inc                                                                                                   | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10093000 | PA      | $10589071.05  | 0.17%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                | Fortescue Treasury Pty Ltd                                                                                                 | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   2498000 | PA      | $2582333.93   | 0.04%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                                                                         | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   6083000 | PA      | $6088593.93   | 0.10%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                                                                         | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   8363000 | PA      | $8456885.46   | 0.14%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Non Gold Pool                                                                                                  | CUSIP: 31288RHL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  28079222 | PA      | $28446607.85  | 0.46%             | 2055-09-01      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Non Gold Pool                                                                                                  | CUSIP: 31288RHR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  26336186 | PA      | $26601938.09  | 0.43%             | 2055-10-01      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                            | CUSIP: 3140JCLK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7839945 | PA      | $8054135.55   | 0.13%             | 2054-07-01      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                            | CUSIP: 3140JCSB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11501519 | PA      | $11666141.52  | 0.19%             | 2053-07-01      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                            | CUSIP: 3140JCV35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5708498 | PA      | $5740738.90   | 0.09%             | 2055-09-01      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                            | CUSIP: 3140JCV43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14047652 | PA      | $14291055.14  | 0.23%             | 2055-09-01      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                            | CUSIP: 3140Y6E30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11042641 | PA      | $11213438.23  | 0.18%             | 2055-02-01      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                              | FedEx Corp                                                                                                                 | CUSIP: 31428XDL7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $7535939.80   | 0.12%             | 2041-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Non Gold Pool                                                                                                  | CUSIP: 3142AWQ99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11035781 | PA      | $11220490.30  | 0.18%             | 2055-09-01      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Fidelity Investments                                    | Fidelity Investments Money Market Government Portfolio                                                                     | CUSIP: 31607A703<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |  28952845 | NS      | $28952845.20  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                | First Citizens BancShares Inc/NC                                                                                           | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |  19203000 | PA      | $19653118.32  | 0.32%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                | First Citizens BancShares Inc/NC                                                                                           | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5194302.62   | 0.08%             | 2035-09-05      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL LP                                     | First Industrial LP                                                                                                        | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              |  | US        |  20000000 | PA      | $20581041.80  | 0.34%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                                                                 | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10321700.00  | 0.17%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO Ltd                                     | 522 Funding CLO 2020-6 Ltd                                                                                                 | CUSIP: 33835AAY5<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |  15780000 | PA      | $15795732.66  | 0.26%             | 2034-10-23      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Company LLC               | CORPAY TECHNO OPERATING CO LLC 2025 TERM LOAN B                                                                            | CUSIP: 33903RBA6<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |  16667000 | PA      | $16662916.59  | 0.27%             | 2032-11-05      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                | Flex Ltd                                                                                                                   | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   7906000 | PA      | $7947504.21   | 0.13%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION                                | Florida Gas Transmission Co LLC                                                                                            | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |   8897000 | PA      | $9320854.86   | 0.15%             | 2035-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                   | Flowserve Corp                                                                                                             | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |   4429000 | PA      | $3981764.94   | 0.06%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                                   | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  13202000 | PA      | $12351139.02  | 0.20%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                                   | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $17755018.96  | 0.29%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                                   | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3426000 | PA      | $3443377.46   | 0.06%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                                   | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   6418000 | PA      | $6574648.04   | 0.11%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fortiva Retail Prime Master Note Business Trust         | FORTIVA RETAIL PRIME MASTER                                                                                                | CUSIP: 34990DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12500000 | PA      | $12562500.00  | 0.21%             | 2029-09-17      | Fixed         | 6.60%                 | No            |                  3 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                   | Foundry JV Holdco LLC                                                                                                      | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   8999000 | PA      | $9364384.96   | 0.15%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                   | Foundry JV Holdco LLC                                                                                                      | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |  13301000 | PA      | $14059694.49  | 0.23%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                   | Foundry JV Holdco LLC                                                                                                      | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |  22000000 | PA      | $23396410.18  | 0.38%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                                                              | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |  12315000 | PA      | $12920833.84  | 0.21%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                    | Freeport-McMoRan Inc                                                                                                       | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14619309.75  | 0.24%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III                                  | Fresenius Medical Care US Finance III Inc                                                                                  | CUSIP: 35805BAE8<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |  26985000 | PA      | $24432470.23  | 0.40%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                                       | CUSIP: 35906ABE7<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10021608.90  | 0.16%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Corp                            | Frontier Communications Corp 2025 Term Loan B                                                                              | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6782896 | PA      | $6796699.01   | 0.11%             | 2031-07-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                 | GA Global Funding Trust                                                                                                    | CUSIP: 36143L2Q7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |  11909000 | PA      | $12065915.72  | 0.20%             | 2031-12-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                        | GGAM Finance Ltd                                                                                                           | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |   8000000 | PA      | $8481488.00   | 0.14%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                        | GGAM Finance Ltd                                                                                                           | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |   4683000 | PA      | $4798389.12   | 0.08%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                 | GLP Capital LP / GLP Financing II Inc                                                                                      | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              |  | US        |   9065000 | PA      | $9331039.62   | 0.15%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER NORTH INC                                      | Frontier North Inc                                                                                                         | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12078000 | PA      | $12447888.75  | 0.20%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2015-GS1                                                                                      | CUSIP: 36252AAF3<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |  27164887 | PA      | $2988.14      | 0.00%             | 2048-11-10      | Variable      | 0.27%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                       | GXO Logistics Inc                                                                                                          | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |  19727000 | PA      | $21243874.33  | 0.35%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                                                            | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7372968.89   | 0.12%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                                                            | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   9031000 | PA      | $9428242.35   | 0.15%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                                                            | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20333550.80  | 0.33%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                       | Generate Clo 13 Ltd                                                                                                        | CUSIP: 370918AA2<br>LEI: 549300OHYOREA2V0F579 | Long             | ABS-CBDO         | CORP              | JE        |  17050000 | PA      | $17104236.05  | 0.28%             | 2037-01-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming Inc (New)                             | Genesee & Wyoming Inc (New) 2024 Term Loan                                                                                 | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |  15345000 | PA      | $15337404.23  | 0.25%             | 2031-04-10      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                   | GENMAB A/S/GENMAB FINANCE LLC                                                                                              | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |   8942000 | PA      | $9200477.81   | 0.15%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                                                                       | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9036276.30   | 0.15%             | 2031-09-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                     | Global Payments Inc                                                                                                        | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |  12172000 | PA      | $12217512.69  | 0.20%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                     | Global Payments Inc                                                                                                        | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |  12970000 | PA      | $12966386.82  | 0.21%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                  | Global Atlantic Fin Co                                                                                                     | CUSIP: 37959GAD9<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |  12572000 | PA      | $14375449.00  | 0.23%             | 2033-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25397893.00  | 0.41%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  18105000 | PA      | $16284549.31  | 0.27%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners CLO 58B-R Ltd                                                                                       | CUSIP: 38181NAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10024640.00  | 0.16%             | 2037-10-25      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38378KFD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3753176 | PA      | $42979.88     | 0.00%             | 2054-07-16      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Issuer Trust 2025-1                                                                              | CUSIP: 39571NAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14225000 | PA      | $14612868.81  | 0.24%             | 2060-03-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Issuer Trust 2025-2                                                                              | CUSIP: 39571VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7500000 | PA      | $7627943.25   | 0.12%             | 2060-06-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                        | GREYWOLF CLO VII Ltd                                                                                                       | CUSIP: 39809AAC2<br>LEI: 5493005EEKUYF0Q6Z361 | Long             | ABS-CBDO         | CORP              | KY        |   8170000 | PA      | $8186462.55   | 0.13%             | 2031-10-20      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                        | Greywolf CLO IV Ltd                                                                                                        | CUSIP: 39809TAY3<br>LEI: 5493008JNE27URH1VF66 | Long             | ABS-CBDO         | CORP              | KY        |  12700000 | PA      | $12706350.00  | 0.21%             | 2034-04-17      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                                | HLF Financing Sarl LLC / Herbalife International Inc                                                                       | CUSIP: 40390DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12989268.00  | 0.21%             | 2029-04-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| HPS Loan Management Ltd                                 | HPS Loan Management 2021-16 Ltd                                                                                            | CUSIP: 40440XAQ4<br>LEI: 529900WV2JMUABMCHN18 | Long             | ABS-CBDO         | CORP              | KY        |  23850000 | PA      | $23875304.85  | 0.39%             | 2035-01-23      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP                                 | Hanover Insurance Group Inc/The                                                                                            | CUSIP: 410867AH8<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |   5547000 | PA      | $5662174.69   | 0.09%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hardee's Funding                                        | Hardee's Funding LLC                                                                                                       | CUSIP: 411707AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5914800 | PA      | $5876145.01   | 0.10%             | 2048-06-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                  | HAT Holdings I LLC / HAT Holdings II LLC                                                                                   | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5188922.35   | 0.08%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                             | Hexcel Corp                                                                                                                | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |   9591000 | PA      | $10145004.07  | 0.17%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                   | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7502185.60   | 0.12%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                   | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9520577.10   | 0.16%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                | Host Hotels & Resorts LP                                                                                                   | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |   8327000 | PA      | $8695552.27   | 0.14%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                             | Hubbell Inc                                                                                                                | CUSIP: 443510AL6<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |   8828000 | PA      | $8844743.63   | 0.14%             | 2035-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Hudson River Trading LLC                                | Hudson River Trading LLC 2024 Term Loan B                                                                                  | CUSIP: 44413EAJ7<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |   5984887 | PA      | $6008736.42   | 0.10%             | 2030-03-18      | Floating      | 6.71%                 | 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        |  18308000 | PA      | $2158.88      | 0.00%             | 2034-08-05      | Variable      | 0.67%                 | 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        |  16028000 | PA      | $2316.53      | 0.00%             | 2034-08-05      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                                                                 | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15853768.50  | 0.26%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                  | Hungary Government International Bonds                                                                                     | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  16000000 | PA      | $18886000.64  | 0.31%             | 2041-03-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                   | Huntington Bancshares Inc/OH                                                                                               | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1909000 | PA      | $1992387.96   | 0.03%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                | Icon Investments Six DAC                                                                                                   | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |  17000000 | PA      | $18036167.34  | 0.29%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                 | Imperial Brands Finance PLC                                                                                                | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |  29203000 | PA      | $30628447.78  | 0.50%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                                                                | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   5765000 | PA      | $5983758.69   | 0.10%             | 2028-02-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS PWR & LIGHT                                | Indianapolis Power & Light Co                                                                                              | CUSIP: 455434BW9<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |   6551000 | PA      | $6597659.24   | 0.11%             | 2054-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                                                                        | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   4014000 | PA      | $3829344.32   | 0.06%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                                                                        | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   7000000 | PA      | $8297114.28   | 0.14%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                                                                        | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   6000000 | PA      | $7459624.50   | 0.12%             | 2053-11-28      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                  | IPALCO Enterprises Inc                                                                                                     | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |  12282000 | PA      | $12075455.45  | 0.20%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                       | Iron Mountain Inc 2023 Term Loan B                                                                                         | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              |  | US        |  12482243 | PA      | $12404291.46  | 0.20%             | 2031-01-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                    | Republic of Italy Government International Bond                                                                            | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |  41179000 | PA      | $31086304.65  | 0.51%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                                 | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |  21345000 | PA      | $20025951.57  | 0.33%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                                 | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |  16505000 | PA      | $17307473.10  | 0.28%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                        | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6850000 | PA      | $7170292.30   | 0.12%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                                | Jacobs Engineering Group Inc                                                                                               | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |  10889000 | PA      | $11516563.01  | 0.19%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                   | Jane Street Group LLC 2024 Term Loan B1                                                                                    | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |   8333000 | PA      | $8261294.54   | 0.13%             | 2031-12-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                                                                        | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $21084660.00  | 0.34%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                                | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co                                              | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9333000 | PA      | $9520283.44   | 0.16%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                | Jefferson Capital Holdings LLC                                                                                             | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10593690.00  | 0.17%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                                 | JT International Financial Services BV                                                                                     | CUSIP: 480914AA8<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |  17050000 | PA      | $19257077.15  | 0.31%             | 2032-10-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                   | KKR CLO 18 Ltd                                                                                                             | CUSIP: 48251JAY9<br>LEI: 54930088PYF0FHKY5C94 | Long             | ABS-CBDO         | CORP              | KY        |   8800000 | PA      | $8807770.40   | 0.14%             | 2035-10-18      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                   | KKR CLO 15 Ltd                                                                                                             | CUSIP: 48251MBE5<br>LEI: 549300K434Q30JZAS486 | Long             | ABS-CBDO         | CORP              | KY        |   9620000 | PA      | $9629543.04   | 0.16%             | 2032-01-18      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                   | KKR CLO 42 Ltd                                                                                                             | CUSIP: 48255EAL4<br>LEI: 25490002X2XBS4OKP051 | Long             | ABS-CBDO         | CORP              | KY        |   9000000 | PA      | $9015957.00   | 0.15%             | 2034-07-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                   | KKR CLO 51 Ltd                                                                                                             | CUSIP: 48256NAE9<br>LEI: 2549007XGN8DQWK7JV59 | Long             | ABS-CBDO         | CORP              | JE        |   5700000 | PA      | $5718713.10   | 0.09%             | 2037-10-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                   | KKR CLO 54 LTD                                                                                                             | CUSIP: 48256VAA9<br>LEI: 254900EAKW6RIW3QK367 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4009976.00   | 0.07%             | 2038-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                   | Kentucky Utilities Co                                                                                                      | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |   8495000 | PA      | $8771116.55   | 0.14%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                 | KeyCorp                                                                                                                    | CUSIP: 493267AK4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   7306000 | PA      | $7300424.79   | 0.12%             | 2026-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| KEYCORP                                                 | KeyCorp                                                                                                                    | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   8042000 | PA      | $8778190.74   | 0.14%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                             | KeyBank NA/Cleveland OH                                                                                                    | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7093342.90   | 0.12%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CATURUS ENERGY LLC                                      | Caturus Energy LLC                                                                                                         | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7228025.00   | 0.12%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Kinetic Advantage Master Owner Trust                    | Kinetic Advantage Master Owner Trust                                                                                       | CUSIP: 49462DAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6725000 | PA      | $6731933.48   | 0.11%             | 2029-10-15      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                     | LCM 34 Ltd                                                                                                                 | CUSIP: 50203CAQ6<br>LEI: 54930038DJKYPKSVRB29 | Long             | ABS-CBDO         | CORP              | KY        |   4200000 | PA      | $4200525.00   | 0.07%             | 2034-10-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                                                           | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |  30862000 | PA      | $30080806.55  | 0.49%             | 2031-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                         | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              |  | US        |   5792000 | PA      | $5714026.36   | 0.09%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                         | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              |  | US        |  22817000 | PA      | $24206121.78  | 0.40%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                        | Vital Energy Inc                                                                                                           | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $10668546.90  | 0.17%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| LAS VEGAS SANDS CORP                                    | Las Vegas Sands Corp                                                                                                       | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   9463000 | PA      | $9911116.86   | 0.16%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO                                    | Liberty Utilities Co                                                                                                       | CUSIP: 531542AB4<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |  14328000 | PA      | $15085273.92  | 0.25%             | 2034-01-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                           | Live Nation Entertainment Inc 2025 Term Loan B                                                                             | CUSIP: 53803HAY6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |  15000000 | PA      | $15032850.00  | 0.25%             | 2032-10-21      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                           | LOWES COS INC DELAYED DRAW TERM LOAN                                                                                       | CUSIP: 54865PAX3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | LON              | CORP              | US        |  20000000 | PA      | $19925000.00  | 0.33%             | 2028-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                                                             | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $7258823.90   | 0.12%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                    | M&T Bank Corp                                                                                                              | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   9788000 | PA      | $10417799.07  | 0.17%             | 2032-03-13      | Fixed         | 6.08%                 | No            |                  2 | On Loan: —       |
| MGIC INVESTMENT CORP                                    | MGIC Investment Corp                                                                                                       | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $13000327.73  | 0.21%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                | MSCI Inc                                                                                                                   | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |  15162000 | PA      | $14516771.23  | 0.24%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                | Macquarie Airfinance Holdings Ltd                                                                                          | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   9087000 | PA      | $9748890.63   | 0.16%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                | Macquarie Airfinance Holdings Ltd                                                                                          | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   4438000 | PA      | $4504646.20   | 0.07%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding LVIII Ltd                                                                                             | CUSIP: 55817BAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2400000 | PA      | $2408128.80   | 0.04%             | 2037-04-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding LXII Ltd                                                                                              | CUSIP: 55817HBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11800000 | PA      | $11850315.20  | 0.19%             | 2038-07-16      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding LVII Ltd                                                                                              | CUSIP: 55822GAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12470000 | PA      | $12475873.37  | 0.20%             | 2034-07-27      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                                                                   | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7320000.00   | 0.12%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                                | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp                                                         | CUSIP: 559665AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12500000 | PA      | $12856600.00  | 0.21%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                                                                       | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15244755.00  | 0.25%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                              | Mattel Inc                                                                                                                 | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2929168.17   | 0.05%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                              | Mattel Inc                                                                                                                 | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4542431.31   | 0.07%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                     | Medline Borrower LP 2025 Term Loan B                                                                                       | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |  12005365 | PA      | $12034418.35  | 0.20%             | 2028-10-23      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust              | Mercury Financial Credit Card Master Trust                                                                                 | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11290000 | PA      | $11358609.33  | 0.19%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV                                  | Minera Mexico SA de CV                                                                                                     | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |  10000000 | PA      | $10319000.00  | 0.17%             | 2032-02-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                                                                      | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11686567.20  | 0.19%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                                                                      | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   6726000 | PA      | $6879112.55   | 0.11%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                                    | Monongahela Power Co                                                                                                       | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3742000 | PA      | $3995777.09   | 0.07%             | 2034-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                             | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5126788.80   | 0.08%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                             | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  12996000 | PA      | $14358538.85  | 0.23%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                             | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9940000 | PA      | $10422799.72  | 0.17%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                             | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  15492000 | PA      | $16094642.98  | 0.26%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                             | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6776000 | PA      | $6800599.66   | 0.11%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                                | Moss Creek Resources Holdings Inc                                                                                          | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7679022.40   | 0.13%             | 2031-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                     | Muthoot Finance Ltd                                                                                                        | CUSIP: 62828M2D2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |   6000000 | PA      | $6056439.48   | 0.10%             | 2029-04-23      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                         | NGPL PipeCo LLC                                                                                                            | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2818054.22   | 0.05%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                         | NGPL PipeCo LLC                                                                                                            | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |  20308000 | PA      | $20369359.20  | 0.33%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                                                             | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   6410000 | PA      | $6422249.51   | 0.10%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                          | NRG Energy Inc 2024 Term Loan                                                                                              | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |  60439488 | PA      | $60615669.49  | 0.99%             | 2031-04-16      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                    | National Fuel Gas Co                                                                                                       | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   8831000 | PA      | $8078138.44   | 0.13%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                    | National Fuel Gas Co                                                                                                       | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |  15579000 | PA      | $16415631.71  | 0.27%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                | Navoi Mining & Metallurgical Combinat                                                                                      | CUSIP: 63890CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |   7000000 | PA      | $7459744.95   | 0.12%             | 2031-10-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                            | Navient Corp                                                                                                               | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $8387355.00   | 0.14%             | 2031-03-15      | Fixed         | 11.50%                | 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        |   7104000 | PA      | $7094999.02   | 0.12%             | 2027-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                                    | New Mountain CLO 3 Ltd                                                                                                     | CUSIP: 647550AU6<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6016242.00   | 0.10%             | 2038-10-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                 | Nissan Motor Acceptance Co LLC                                                                                             | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9725966.00   | 0.16%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Continental Finance Credit Credit Card ABS Master Trust | Continental Finance Credit Card ABS Master Trust                                                                           | CUSIP: 66981PAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9000000 | PA      | $9142477.20   | 0.15%             | 2032-12-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                      | nVent Finance Sarl                                                                                                         | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |   3725000 | PA      | $3371596.92   | 0.06%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                      | nVent Finance Sarl                                                                                                         | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |  14351000 | PA      | $15061079.59  | 0.25%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                              | Nuveen LLC                                                                                                                 | CUSIP: 67080LAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7712000 | PA      | $8173007.70   | 0.13%             | 2034-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| OGX AUSTRIA GMBH                                        | OGX Austria GmbH                                                                                                           | CUSIP: 670849AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |   1800000 | PA      | $36.00        | 0.00%             | 2018-06-01      | None          | 8.50%                 | No            |                  3 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                                                                     | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |  15000000 | PA      | $16660744.05  | 0.27%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                         | Oaktree CLO 2023-2 Ltd                                                                                                     | CUSIP: 67401QAQ9<br>LEI: 254900E6646RC82IR359 | Long             | ABS-CBDO         | CORP              | KY        |  12600000 | PA      | $12637774.80  | 0.21%             | 2038-07-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                       | Chord Energy Corp                                                                                                          | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |  13056000 | PA      | $13172968.70  | 0.22%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                                                                  | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5643135.00   | 0.09%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                                                                  | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  10090000 | PA      | $11692715.78  | 0.19%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Cor 2 Year Term Loan                                                                                  | CUSIP: 67460TAR9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | LON              | CORP              | US        |  14000000 | PA      | $14017500.00  | 0.23%             | 2025-12-29      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2024-31 Ltd                                                                                                        | CUSIP: 67570AAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  14400000 | PA      | $14448700.80  | 0.24%             | 2037-04-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                | Octane Receivables Trust 2022-2                                                                                            | CUSIP: 67578XAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4973904 | PA      | $4983773.39   | 0.08%             | 2028-07-20      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                   | Oglethorpe Power Corp                                                                                                      | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   9896000 | PA      | $10648124.80  | 0.17%             | 2039-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                   | Oglethorpe Power Corp                                                                                                      | CUSIP: 677050AU0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |  10569000 | PA      | $11113007.89  | 0.18%             | 2053-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                   | Oglethorpe Power Corp                                                                                                      | CUSIP: 677050AY2<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |  15659000 | PA      | $15823545.24  | 0.26%             | 2055-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                         | 180 Medical Inc                                                                                                            | CUSIP: 682357AB4<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |   9979000 | PA      | $9966808.66   | 0.16%             | 2035-10-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  14843000 | PA      | $15000087.48  | 0.24%             | 2039-07-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  15535000 | PA      | $14510161.18  | 0.24%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   9393000 | PA      | $8093211.69   | 0.13%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $7613424.00   | 0.12%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9478017.20   | 0.15%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $18869999.60  | 0.31%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                           | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16000000 | PA      | $15606260.80  | 0.25%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Advisor Group Inc                                       | Advisor Group Inc 2025 Term Loan                                                                                           | CUSIP: 68773JAG5<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |   4091000 | PA      | $4103968.47   | 0.07%             | 2032-07-30      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                          | OWN Equipment Fund I LLC                                                                                                   | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8031697 | PA      | $8069072.16   | 0.13%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                                                                       | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $11374066.10  | 0.19%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                                                                       | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   6740000 | PA      | $7027628.49   | 0.11%             | 2035-07-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                                                                       | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   8613000 | PA      | $8925812.02   | 0.15%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                          | PSEG Power LLC                                                                                                             | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4586000 | PA      | $4815758.23   | 0.08%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  24339000 | PA      | $24266048.72  | 0.40%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   6680000 | PA      | $7126604.16   | 0.12%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   4523000 | PA      | $4871549.48   | 0.08%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings Grantor Trust             | Pagaya Point of Sale Holdings Grantor Trust 2025-1                                                                         | CUSIP: 694952AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5950000 | PA      | $6015103.71   | 0.10%             | 2034-01-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| PALOMINO FUNDING TRUST I                                | Palomino Funding Trust I                                                                                                   | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9071000 | PA      | $9606360.08   | 0.16%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Perimeter Master Note Business Trust                    | Perimeter Master Note Business Trust                                                                                       | CUSIP: 71384PBC4<br>LEI: 5493005H6EB040833X54 | Long             | ABS-O            | CORP              | US        |   8025000 | PA      | $8079622.97   | 0.13%             | 2030-12-16      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                            | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12307656.00  | 0.20%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                | Petrobras Global Finance BV                                                                                                | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |  18401000 | PA      | $18211469.70  | 0.30%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                | Piedmont Operating Partnership LP                                                                                          | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |   5803000 | PA      | $4987021.31   | 0.08%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                | Piedmont Operating Partnership LP                                                                                          | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |   4355000 | PA      | $4389999.74   | 0.07%             | 2033-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                          | Pikes Peak CLO 9                                                                                                           | CUSIP: 72134AAS4<br>LEI: 549300284I6A3LHC6S83 | Long             | ABS-CBDO         | CORP              | KY        |  10650000 | PA      | $10664622.45  | 0.17%             | 2038-10-27      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                    | Pilgrim's Pride Corp                                                                                                       | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   7587000 | PA      | $7024766.88   | 0.11%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                    | Pilgrim's Pride Corp                                                                                                       | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   6306000 | PA      | $6156822.11   | 0.10%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PINE STREET TRUST III                                   | Pine Street Trust III                                                                                                      | CUSIP: 72284KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6900000 | PA      | $7087932.20   | 0.12%             | 2054-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                                | Plains All American Pipeline LP                                                                                            | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |  23883000 | PA      | $23999042.72  | 0.39%             | 2025-12-28      | Variable      | 8.22%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                                                                          | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |  12000000 | PA      | $11733830.88  | 0.19%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                                             | Polaris Inc                                                                                                                | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |  16607000 | PA      | $16826760.10  | 0.27%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                            | Post CLO 2021-1 LTD                                                                                                        | CUSIP: 73742FAL0<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $20017340.00  | 0.33%             | 2034-10-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                                    | Prologis Targeted US Logistics Fund LP                                                                                     | CUSIP: 74350LAE4<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              |  | US        |  13393000 | PA      | $13179033.30  | 0.22%             | 2036-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP                                    | Protective Life Corp                                                                                                       | CUSIP: 743674AY9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   5641000 | PA      | $7139170.96   | 0.12%             | 2039-10-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP                                    | Protective Life Corp                                                                                                       | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   2524000 | PA      | $2535458.35   | 0.04%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                        | Puget Energy Inc                                                                                                           | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |  11091000 | PA      | $10873235.87  | 0.18%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                        | Puget Energy Inc                                                                                                           | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5686856.23   | 0.09%             | 2035-03-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                  | RR 12 Ltd                                                                                                                  | CUSIP: 74989HAQ5<br>LEI: 549300RLLUH00ZYECJ34 | Long             | ABS-CBDO         | CORP              | KY        |  13149000 | PA      | $13161872.87  | 0.21%             | 2036-01-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                             | RAD CLO 27 Ltd                                                                                                             | CUSIP: 749972AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8950000 | PA      | $8971999.10   | 0.15%             | 2038-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| RAIN CARBON INC                                         | Rain Carbon Inc                                                                                                            | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8265088.00   | 0.13%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: —       |
| RAKUTEN GROUP INC                                       | Rakuten Group Inc                                                                                                          | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |  11000000 | PA      | $11795574.89  | 0.19%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| RealPage Inc                                            | RealPage Inc 1st Lien Term Loan                                                                                            | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |   6152000 | PA      | $6152707.48   | 0.10%             | 2028-04-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REDFIN CORP                                             | Redfin Corp                                                                                                                | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |  12174000 | PA      | $11419212.00  | 0.19%             | 2027-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                      | Regal Rexnord Corp                                                                                                         | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $17599022.03  | 0.29%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                      | Regal Rexnord Corp                                                                                                         | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |  20036000 | PA      | $21293511.45  | 0.35%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                | Regeneron Pharmaceuticals Inc                                                                                              | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |  17385000 | PA      | $10955708.51  | 0.18%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Regatta XXII Funding Ltd.                               | Regatta XXII Funding Ltd                                                                                                   | CUSIP: 758968AQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11000000 | PA      | $11010681.00  | 0.18%             | 2035-07-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Regatta XXVII Funding Ltd.                              | Regatta XXVII Funding Ltd                                                                                                  | CUSIP: 758970AE7<br>LEI: 213800A3LAH3GG226R43 | Long             | ABS-CBDO         | CORP              | JE        |   6070000 | PA      | $6089266.18   | 0.10%             | 2037-04-26      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                | RenaissanceRe Holdings Ltd                                                                                                 | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |   6919000 | PA      | $7275086.54   | 0.12%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC                                   | Rentokil Terminix Funding LLC                                                                                              | CUSIP: 760130AB0<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |  13302000 | PA      | $13842210.98  | 0.23%             | 2035-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                         | Republic Finance Issuance Trust 2024-B                                                                                     | CUSIP: 76042GAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5156948.00   | 0.08%             | 2037-11-20      | Fixed         | 8.83%                 | No            |                  2 | On Loan: No      |
| Resideo Funding Inc                                     | Resideo Funding Inc 2025 Incremental Term Loan                                                                             | CUSIP: 76090LAM6<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |  15000000 | PA      | $15016425.00  | 0.25%             | 2032-08-13      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| RIDE 2025-SHRE                                          | RIDE 2025-SHRE                                                                                                             | CUSIP: 765692AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1960000 | PA      | $2028249.16   | 0.03%             | 2047-02-14      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                                | TGNR Intermediate Holdings LLC                                                                                             | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11803556.04  | 0.19%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                                                             | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10388420.00  | 0.17%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                                                             | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10525620.00  | 0.17%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                     | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |  18000000 | PA      | $18485190.36  | 0.30%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                                                                | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |  20000000 | PA      | $20447224.40  | 0.33%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                                                                | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |  10417000 | PA      | $10534485.32  | 0.17%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                      | Royalty Pharma PLC                                                                                                         | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |  26400000 | PA      | $17885542.22  | 0.29%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SESI LLC                                                | SESI LLC                                                                                                                   | CUSIP: 78412FAX2<br>LEI: XDZ56K6RXS5J1ESBZS35 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6472615.70   | 0.11%             | 2030-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                         | SEB Funding LLC                                                                                                            | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10775992 | PA      | $10674453.56  | 0.17%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                                                               | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14687827.50  | 0.24%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment Inc                      | SeaWorld Parks & Entertainment Inc 2024 Term Loan B3                                                                       | CUSIP: 78488CAL4<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |   9999449 | PA      | $9843207.48   | 0.16%             | 2031-12-04      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                | Santander UK Group Holdings PLC                                                                                            | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5000839.25   | 0.08%             | 2036-09-22      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Saratoga Investment Corp CLO Ltd                        | Saratoga Investment Corp Senior Loan Fund 2022-1 Ltd                                                                       | CUSIP: 80349PAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10007280.00  | 0.16%             | 2037-10-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| SATURN OIL & GAS INC                                    | Saturn Oil & Gas Inc                                                                                                       | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |  10945000 | PA      | $11138868.79  | 0.18%             | 2029-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| Seminole Tribe of Florida                               | Seminole Tribe of Florida 2022 Term Loan A                                                                                 | CUSIP: 81683UAS6<br>LEI: 549300EWYRB8UULZD884 | Long             | LON              | CORP              | US        |   3750000 | PA      | $3745312.49   | 0.06%             | 2027-05-13      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| SHELF DRILL HOLD LTD                                    | Shelf Drilling Holdings Ltd                                                                                                | CUSIP: 822538AH7<br>LEI: 54930078ZJ3XP4MRYB68 | Long             | DBT              | CORP              | KY        |  12000000 | PA      | $12575868.00  | 0.21%             | 2029-04-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                 | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                                                      | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8327896.00   | 0.14%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                       | Sierra Timeshare 2024-2 Receivables Funding LLC                                                                            | CUSIP: 82650DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2126530 | PA      | $2160169.20   | 0.04%             | 2041-06-20      | Fixed         | 7.48%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                       | Sierra Timeshare 2024-3 Receivables Funding LLC                                                                            | CUSIP: 82653BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2539197 | PA      | $2568220.49   | 0.04%             | 2041-08-20      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                    | Signal Peak CLO 5 Ltd                                                                                                      | CUSIP: 82666VAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  24000000 | PA      | $24051888.00  | 0.39%             | 2037-04-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                       | Sierra Timeshare 2024-1 Receivables Funding LLC                                                                            | CUSIP: 826935AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    848151 | PA      | $870230.47    | 0.01%             | 2043-01-20      | Fixed         | 8.02%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                   | Six Flags Entertainment Corp                                                                                               | CUSIP: 83001AAC6<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6914797.61   | 0.11%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc                         | Solstice Advanced Materials Inc Term Loan B                                                                                | CUSIP: 83443PAC9<br>LEI: 2138004GZ4H9TW6HK435 | Long             | LON              | CORP              | US        |   8001000 | PA      | $8036044.38   | 0.13%             | 2032-10-29      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                          | Solventum Corp                                                                                                             | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |  19484000 | PA      | $20012721.72  | 0.33%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                                               | Sotheby's                                                                                                                  | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $17931864.60  | 0.29%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                 | Southern Co Gas Capital Corp                                                                                               | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   8559000 | PA      | $8675510.41   | 0.14%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                               | Spire Inc                                                                                                                  | CUSIP: 84857LAE1<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5006869.50   | 0.08%             | 2056-06-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                  | Spirit AeroSystems Inc                                                                                                     | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1051420.88   | 0.02%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                  | Spirit AeroSystems Inc                                                                                                     | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10968618.60  | 0.18%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                     | Sprint Capital Corp                                                                                                        | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   6806000 | PA      | $8286171.26   | 0.14%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                               | Block Inc                                                                                                                  | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10285163.80  | 0.17%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc                             | Starwood Property Trust Inc 2025 Term Loan B                                                                               | CUSIP: 85570DAP7<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |  10000000 | PA      | $10053150.00  | 0.16%             | 2032-09-24      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                              | FIXED INC CLEARING CORP.REPO                                                                                               | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  27200162 | PA      | $27200162.16  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER                                | Stellantis Financial Services US Corp                                                                                      | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13785000 | PA      | $13898840.94  | 0.23%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| STRATHCONA RESOURCES                                    | Strathcona Resources Ltd/Alberta                                                                                           | CUSIP: 86304TAA6<br>LEI: 549300YNIUISTSZMLF56 | Long             | DBT              | CORP              | CA        |   8000000 | PA      | $8036656.00   | 0.13%             | 2026-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                         | Stream Innovations 2024-1 Issuer Trust                                                                                     | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1566828 | PA      | $1633550.20   | 0.03%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                         | Stream Innovations 2024-2 Issuer Trust                                                                                     | CUSIP: 86324EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12386153 | PA      | $12575520.08  | 0.21%             | 2045-02-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                                                                        | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5143795.05   | 0.08%             | 2036-07-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES                                 | System Energy Resources Inc                                                                                                | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14000000 | PA      | $14236851.30  | 0.23%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                            | TICP CLO VII Ltd                                                                                                           | CUSIP: 87248TAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  16250000 | PA      | $16269743.75  | 0.27%             | 2033-04-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Somnigroup International Inc                            | Somnigroup International Inc Term Loan B                                                                                   | CUSIP: 88025BAP6<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |  19351875 | PA      | $19491014.98  | 0.32%             | 2031-10-24      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                                                                      | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   5861000 | PA      | $5891066.93   | 0.10%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                                | Tengizchevroil Finance Co International Ltd                                                                                | CUSIP: 88034QAC1<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |  12000000 | PA      | $11098710.48  | 0.18%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                | Texas Capital Bancshares Inc                                                                                               | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7882612.88   | 0.13%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                           | Vistra Operations Company LLC 1st Lien Term Loan B3                                                                        | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |  20750009 | PA      | $20861021.08  | 0.34%             | 2030-12-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Solventum Corporation                                   | Solventum Corporation Term Loan                                                                                            | CUSIP: 88562GAE9<br>LEI: 254900I70403OSGY4M28 | Long             | LON              | CORP              | US        |   3428571 | PA      | $3437142.86   | 0.06%             | 2027-03-08      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                   | Toronto-Dominion Bank/The                                                                                                  | CUSIP: 89116CKP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  13554000 | PA      | $14296339.03  | 0.23%             | 2084-07-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                       | Transcanada Trust                                                                                                          | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10017700.00  | 0.16%             | 2076-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                           | TransDigm Inc 2025 Term Loan M                                                                                             | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |  13889000 | PA      | $13933583.69  | 0.23%             | 2032-08-19      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                | Transocean International Ltd                                                                                               | CUSIP: 893830AF6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |   5182000 | PA      | $4980241.94   | 0.08%             | 2031-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                        | Trinitas CLO XVI Ltd                                                                                                       | CUSIP: 89642DAS7<br>LEI: 5493004FCKEPFTK2QI86 | Long             | ABS-CBDO         | CORP              | KY        |   9000000 | PA      | $9007092.00   | 0.15%             | 2034-07-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                                                                      | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   4571000 | PA      | $4876706.42   | 0.08%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| SAMSONITE INTERNATIONAL SA                              | SAMSONITE INTERNATIONAL SA 2025 TERM LOAN B                                                                                | CUSIP: 89969KAK3<br>LEI: 222100XV7DJLCY8IA009 | Long             | LON              | CORP              | LU        |   6667000 | PA      | $6702435.11   | 0.11%             | 2032-11-05      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                 | X Corp Term Loan                                                                                                           | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6925130 | PA      | $6754598.59   | 0.11%             | 2029-10-26      | Floating      | 10.34%                | No            |                  2 | On Loan: No      |
| 200 PARK FUNDING TRUST                                  | 200 Park Funding Trust                                                                                                     | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20172833.40  | 0.33%             | 2055-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                               | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   7700000 | PA      | $6928606.22   | 0.11%             | 2033-02-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                               | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   7500000 | PA      | $8063602.50   | 0.13%             | 2031-04-12      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| UBS GROUP AG                                            | UBS Group AG                                                                                                               | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  14443000 | PA      | $15156425.85  | 0.25%             | 2036-05-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                   | Uber Technologies Inc                                                                                                      | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  29695000 | PA      | $29726758.80  | 0.49%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                   | Uber Technologies Inc                                                                                                      | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  11137000 | PA      | $10788081.13  | 0.18%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                          | US Bank NA                                                                                                                 | CUSIP: 90357PBC7<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |   3953333 | PA      | $3988410.83   | 0.07%             | 2032-02-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| UL SOLUTIONS INC                                        | UL Solutions Inc                                                                                                           | CUSIP: 903731AC1<br>LEI: 549300F7CUV5ESKV9P71 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $13741450.06  | 0.22%             | 2028-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                                                                       | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  30000000 | PA      | $31626000.00  | 0.52%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                                                                 | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  11165000 | PA      | $11313254.56  | 0.18%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                                                                 | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  23841000 | PA      | $25355174.81  | 0.41%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                        | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 198604000 | PA      | $208254913.13 | 3.40%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                   | Universal Health Services Inc                                                                                              | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $12353020.40  | 0.20%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VSP OPTICAL GROUP INC                                   | VSP Optical Group Inc                                                                                                      | CUSIP: 91836LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  35000000 | PA      | $35552919.50  | 0.58%             | 2035-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                                    | Vermilion Energy Inc                                                                                                       | CUSIP: 923725AD7<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | CORP              | CA        |   9000000 | PA      | $8820827.10   | 0.14%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Vertiv Group Corporation                                | Vertiv Group Corporation 2025 Term Loan                                                                                    | CUSIP: 92537EAG3<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |  13965000 | PA      | $14026515.83  | 0.23%             | 2032-08-12      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                                                           | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $6721038.02   | 0.11%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                         | Vibrant CLO XII Ltd                                                                                                        | CUSIP: 92558WBJ0<br>LEI: 5493000EYQWTOWOLAO60 | Long             | ABS-CBDO         | CORP              | KY        |  11050000 | PA      | $11054895.15  | 0.18%             | 2034-04-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                  | VICI Properties LP / VICI Note Co Inc                                                                                      | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              |  | US        |  12155000 | PA      | $12092747.32  | 0.20%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                      | VICI Properties LP                                                                                                         | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |  15000000 | PA      | $15134644.35  | 0.25%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                      | Expand Energy Corp                                                                                                         | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5036826.85   | 0.08%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                | Viper Energy Partners LLC                                                                                                  | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |  15324000 | PA      | $15714532.14  | 0.26%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                | Virginia Electric and Power Co                                                                                             | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9726730.60   | 0.16%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                                                                   | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |  13364000 | PA      | $13817734.53  | 0.23%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                            | Vontier Corp                                                                                                               | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |  28000000 | PA      | $25641443.24  | 0.42%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                          | VStrong Auto Receivables Trust 2023-A                                                                                      | CUSIP: 92920CAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $3026172.60   | 0.05%             | 2030-12-16      | Fixed         | 9.99%                 | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                                 | WE Soda Investments Holding PLC                                                                                            | CUSIP: 92943TAA1<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5080909.75   | 0.08%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| Walker & Dunlop, Inc.                                   | Walker & Dunlop Inc 2025 Term Loan B                                                                                       | CUSIP: 93148QAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $2005000.00   | 0.03%             | 2032-03-14      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                | Weatherford International Ltd                                                                                              | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |   2933000 | PA      | $2993927.21   | 0.05%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                           | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  15478000 | PA      | $14546908.99  | 0.24%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                           | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $11185993.90  | 0.18%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                           | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30994068.60  | 0.51%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                       | Wellfleet CLO 2021-2 Ltd                                                                                                   | CUSIP: 95023AAQ3<br>LEI: 2549005MTORTL04RYQ32 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4502407.50   | 0.07%             | 2034-07-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                                | Western Alliance Bancorp                                                                                                   | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |  21500000 | PA      | $20628820.00  | 0.34%             | 2031-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                                | Wildfire Intermediate Holdings LLC                                                                                         | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8095696.00   | 0.13%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WINDFALL MINING GROUP                                   | Windfall Mining Group Inc / Groupe Minier Windfall Inc                                                                     | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |   5841000 | PA      | $6123692.66   | 0.10%             | 2032-05-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                            | Wyndham Hotels & Resorts Inc 2022 Term Loan A                                                                              | CUSIP: 98310CAD4<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |  10130760 | PA      | $10137091.95  | 0.17%             | 2027-04-08      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| RXO INC                                                 | RXO Inc                                                                                                                    | CUSIP: 98379JAA3<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |   9250000 | PA      | $9450170.00   | 0.15%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                         | Xcel Energy Inc                                                                                                            | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   7853000 | PA      | $8183508.50   | 0.13%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                           | ZF North America Capital Inc                                                                                               | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14606838.00  | 0.24%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S55380151 CDS USD R F  5.00000 255380153 CCPCDX / Short: S55380151 CDS USD P V 03MEVENT 255380152 CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  28710000 | OU      | $2421574.01   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S18767076 CDS USD R F  5.00000 318767078 CCPCDX / Short: S18767076 CDS USD P V 03MEVENT 318767077 CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  60000000 | OU      | $5414682.73   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S76627833 CDS USD R F  1.00000 376627835 CCPCDX / Short: S76627833 CDS USD P V 03MEVENT 376627834 CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  28015000 | OU      | $682073.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S84776373 CDS USD R F  5.00000 384776374 CCPCDX / Short: S84776373 CDS USD P V 03MEVENT 384776375 CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  60000000 | OU      | $5121780.74   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S67299329 CDS USD R F  1.00000 467299330 CCPCDX / Short: S67299329 CDS USD P V 03MEVENT 467299331 CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        | 177000000 | OU      | $4308178.20   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S53284003 CDS USD R F  1.00000 553284004 CCPCDX / Short: S53284003 CDS USD P V 03MEVENT 553284005 CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        | 180000000 | OU      | $4395793.40   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S60882563 CDS USD R F  5.00000 560882565 CCPCDX / Short: S60882563 CDS USD P V 03MEVENT 560882564 CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  75000000 | OU      | $6323163.92   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S83694278 CDS USD R F  1.00000 583694280 CCPCORPORATE / Short: S83694278 CDS USD P V 03MEVENT 583694279 CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  10000000 | OU      | $92053.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                                                                   | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |  11200000 | PA      | $8098658.96   | 0.13%             | 2069-12-04      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| IRB INFRASTRUCTURE DEVE                                 | IRB INFRASTRUCTURE DEVELOPERS                                                                                              | CUSIP: 000000000<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |   9128000 | PA      | $9439052.85   | 0.15%             | 2032-03-11      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP                                      | Czechoslovak Group AS                                                                                                      | CUSIP: 000000000<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |  10000000 | PA      | $10304285.50  | 0.17%             | 2031-01-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) MAR26                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       146 | NC      | $92801.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT MAR26                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      4203 | NC      | $4574738.37   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) MAR26                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      4716 | NC      | $845389.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) MAR26                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      3620 | NC      | $212193.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT MAR26                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1831 | NC      | $978771.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC (VGPL)              | Venture Global Plaquemines LNG LLC (VGPL) Base Term Loan                                                                   | CUSIP: 000000000<br>LEI: 549300TKP4I6OJ02BF90 | Long             | LON              | CORP              | US        |  14374932 | PA      | $14368966.77  | 0.23%             | 2029-05-25      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC (VGPL)              | Venture Global Plaquemines LNG LLC (VGPL) 2024 Contingency Reserve Delayed Draw Term Loan                                  | CUSIP: 000000000<br>LEI: 549300TKP4I6OJ02BF90 | Long             | LON              | CORP              | US        |   1601068 | PA      | $1597064.96   | 0.03%             | 2029-05-25      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                           | CommScope Inc 2024 Term Loan                                                                                               | CUSIP: 000000000<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |  23000000 | PA      | $23172500.00  | 0.38%             | 2029-12-17      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| GENMAB AS                                               | GENMAB AS TERM LOAN B                                                                                                      | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | LON              | CORP              | DK        |   9000000 | PA      | $9043110.00   | 0.15%             | 2032-11-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LENDING CO LP                           | ATLAS WAREHOUSE LENDING CO LP TERM LOAN                                                                                    | CUSIP: 000000000<br>LEI: 25490068J12A1HV7YM70 | Long             | LON              | CORP              | US        |  23000000 | PA      | $23203359.56  | 0.38%             | 2026-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                                                                   | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   5600000 | PA      | $4049329.48   | 0.07%             | 2069-12-04      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE                                | Pacific National Finance Pty Ltd                                                                                           | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |  15000000 | PA      | $14884972.50  | 0.24%             | 2028-03-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corporation                        | Garda World Security Corporation 2025 Term Loan B                                                                          | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |  11969849 | PA      | $11978826.64  | 0.20%             | 2029-02-01      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                         | Bermuda Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |   6347000 | PA      | $5783386.40   | 0.09%             | 2030-08-20      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Setanta Aircraft Leasing Designated Activity Company    | Setanta Aircraft Leasing Designated Activity Company 2024 Term Loan B                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |   2695700 | PA      | $2713006.39   | 0.04%             | 2028-11-05      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                | Virgin Media Bristol LLC USD Term Loan N                                                                                   | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    756253 | PA      | $756959.63    | 0.01%             | 2028-01-31      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                                 | WE Soda Investments Holding PLC                                                                                            | CUSIP: 000000000<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |   7000000 | PA      | $7113273.65   | 0.12%             | 2028-10-06      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                      | Aegea Finance Sarl                                                                                                         | CUSIP: 000000000<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |  11000000 | PA      | $11551540.00  | 0.19%             | 2031-01-20      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: —       |
| Flutter Financing BV                                    | Flutter Financing BV 2024 Term Loan B                                                                                      | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |  35988963 | PA      | $35921663.41  | 0.59%             | 2030-11-30      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                    | Flutter Financing BV 2025 Term Loan B                                                                                      | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   9144082 | PA      | $9136492.91   | 0.15%             | 2032-06-04      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                                                                  | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |  20000000 | PA      | $14038887.60  | 0.23%             | 2050-08-03      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |  10166667 | PA      | $10522245.84  | 0.17%             | 2027-04-20      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| STILLWATER MINING CO                                    | Stillwater Mining Co                                                                                                       | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7936178.56   | 0.13%             | 2026-11-16      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                             | CITIBANK NA DDCA                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |   3216983 | NS      | $3216982.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-08

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

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer