# EDGAR Filing Document

**Accession Number:** 0000911507
**File Stem:** 0001752724-25-176581
**Filing Date:** 2025-7
**Character Count:** 242468
**Document Hash:** 0c6dbe3dd08a5fb64a84df3e43879335
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-176581.hdr.sgml**: 20250724

**ACCESSION NUMBER**: 0001752724-25-176581

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250724

**DATE AS OF CHANGE**: 20250724

**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:** 251146178

**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 Short Duration Core Bond Fund (Series ID: S000056809)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000180461 | Class A      | LDCAX           |
| C000180462 | Class C      | LDCCX           |
| C000180463 | Class F      | LDCFX           |
| C000180464 | Class F3     | LSCOX           |
| C000180465 | Class I      | LSCIX           |
| C000180467 | Class R3     | LDCRX           |
| C000180468 | Class R4     | LSCSX           |
| C000180469 | Class R5     | LSCUX           |
| C000180470 | Class R6     | LDCVX           |

## 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 Short Duration Core Bond Fund

- **b. EDGAR series identifier (if any):** S000056809

- **c. LEI of Series:** 549300BKJOMBF1YPCH28

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

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

- **b. Date as of which information is reported:** 2025-05-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $640031313.21

**Total Liabilities:** $45046969.05

**Net Assets:** $594984344.16

**Delayed Delivery Securities:** $33789233.07

**Cash Not Reported:** $3501625.12

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2495.18000000 | **1-Year:** -39037.93000000 | **5-Year:** -34186.96000000 | **10-Year:** -596.51000000 | **30-Year:** 0.00000000

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

- **3-Month:** -147.61000000 | **1-Year:** -2966.39000000 | **5-Year:** -1917.36000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000180470 | 0.40%                | 0.62%                | 0.08%                |
| Class ID C000180465 | 0.39%                | 0.61%                | 0.07%                |
| Class ID C000180461 | 0.37%                | 0.60%                | 0.06%                |
| Class ID C000180464 | 0.40%                | 0.62%                | 0.08%                |
| Class ID C000180469 | 0.39%                | 0.61%                | 0.07%                |
| Class ID C000180463 | 0.38%                | 0.61%                | 0.07%                |
| Class ID C000180467 | 0.35%                | 0.57%                | 0.03%                |
| Class ID C000180462 | 0.31%                | 0.54%                | 0.00%                |
| Class ID C000180468 | 0.48%                | 0.48%                | 0.05%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $242821.73               | $-174214.58                                |
| Month 2  | $384446.46               | $747440.94                                 |
| Month 3  | $203286.89               | $-1648468.92                               |

**Designated Index Information**

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

- **Index Identifier:** BC706T

### Schedule of Portfolio Investments

| Name                                          | Title                                                                                                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AGL CLO 14, LTD.                              | AGL CLO 14 Ltd                                                                                                                             | CUSIP: 00851WAL3<br>LEI: 254900G6P36ERQHAIS15 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1497873.00   | 0.25%             | 2034-12-02      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                  | GS Mortgage Securities Trust 2016-GS4                                                                                                      | CUSIP: 36251XAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1503972 | PA      | $1475943.64   | 0.25%             | 2049-11-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes       | Santander Bank Auto Credit-Linked Notes Series 2024-A                                                                                      | CUSIP: 80290CCH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1241717 | PA      | $1258343.12   | 0.21%             | 2032-06-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                               | HGI CRE CLO 2021-FL1 Ltd                                                                                                                   | CUSIP: 40441LAA4<br>LEI: 549300VYJ293N0KO2L78 | Long             | ABS-CBDO         | CORP              | KY        |     81624 | PA      | $81394.17     | 0.01%             | 2036-06-16      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                      | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1133000 | PA      | $1130653.31   | 0.19%             | 2025-08-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                      | ONEOK Inc                                                                                                                                  | CUSIP: 29336UAE7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1234000 | PA      | $1234000.00   | 0.21%             | 2025-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                      | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    330000 | PA      | $329990.12    | 0.06%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Estate Notes        | Greystone CRE Notes 2021-FL3 Ltd                                                                                                           | CUSIP: 39809PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    279409 | PA      | $279429.68    | 0.05%             | 2039-07-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                | Mercedes-Benz Auto Lease Trust 2024-A                                                                                                      | CUSIP: 58770JAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2380000 | PA      | $2418262.55   | 0.41%             | 2030-02-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                  | Dell Equipment Finance Trust 2025-1                                                                                                        | CUSIP: 24703UAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    875000 | PA      | $885143.88    | 0.15%             | 2031-08-22      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                           | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2147000 | PA      | $2172996.07   | 0.37%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                      | Octane Receivables Trust 2024-3                                                                                                            | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1946000 | PA      | $1948415.57   | 0.33%             | 2030-05-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                         | Sycamore Tree CLO 2024-5 Ltd                                                                                                               | CUSIP: 87122YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1030000 | PA      | $1030648.90   | 0.17%             | 2036-04-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                      | Volkswagen Group of America Finance LLC                                                                                                    | CUSIP: 928668CE0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    666000 | PA      | $668735.37    | 0.11%             | 2026-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                              | Bank of Montreal                                                                                                                           | CUSIP: 06368LC53<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    169000 | PA      | $171014.15    | 0.03%             | 2026-12-11      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust         | OneMain Direct Auto Receivables Trust 2021-1                                                                                               | CUSIP: 682687AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    317000 | PA      | $310810.86    | 0.05%             | 2028-07-14      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                      | Volkswagen Group of America Finance LLC                                                                                                    | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    388000 | PA      | $393418.12    | 0.07%             | 2026-11-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                      | Octane Receivables Trust 2023-1                                                                                                            | CUSIP: 67571BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1330000 | PA      | $1347094.49   | 0.23%             | 2029-09-20      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| DAE SUKUK DIFC LTD                            | DAE Sukuk Difc Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 635400AMGMPG1J5EQD94 | Long             | DBT              | CORP              | AE        |   2600000 | PA      | $2581125.30   | 0.43%             | 2026-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                 | Citigroup Inc                                                                                                                              | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1234000 | PA      | $1235954.25   | 0.21%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| 6297782 LLC                                   | South Bow USA Infrastructure Holdings LLC                                                                                                  | CUSIP: 83007CAA0<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    465000 | PA      | $465421.16    | 0.08%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust        | Santander Drive Auto Receivables Trust 2024-1                                                                                              | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1240000 | PA      | $1249166.58   | 0.21%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                       | DCP Midstream Operating LP                                                                                                                 | CUSIP: 23311VAG2<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    370000 | PA      | $370100.05    | 0.06%             | 2025-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                          | National Fuel Gas Co                                                                                                                       | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    241000 | PA      | $242950.21    | 0.04%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                   | Oracle Corp                                                                                                                                | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    497000 | PA      | $502025.00    | 0.08%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                   | Hertz Vehicle Financing III LP                                                                                                             | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    620000 | PA      | $593230.26    | 0.10%             | 2027-12-27      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14275000 | PA      | $14232621.09  | 2.39%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                        | Aviation Capital Group LLC                                                                                                                 | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1852000 | PA      | $1781932.71   | 0.30%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                  | GS Mortgage Securities Trust 2016-GS2                                                                                                      | CUSIP: 36252TAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $418317.64    | 0.07%             | 2049-05-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust         | Gm Financial Automobile Leasing Trust 2025-2                                                                                               | CUSIP: 362962AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1865000 | PA      | $1873558.49   | 0.31%             | 2028-05-22      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                        | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    131000 | PA      | $125984.52    | 0.02%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                 | DTE Energy Co                                                                                                                              | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    514000 | PA      | $521266.84    | 0.09%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                        | Chase Auto Owner Trust 2024-1                                                                                                              | CUSIP: 16144BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1260000 | PA      | $1269642.15   | 0.21%             | 2029-05-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                    | Flagship Credit Auto Trust 2023-1                                                                                                          | CUSIP: 337955AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    556064 | PA      | $556201.76    | 0.09%             | 2027-08-16      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                             | National Grid PLC                                                                                                                          | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    215000 | PA      | $221255.59    | 0.04%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                             | L3Harris Technologies Inc                                                                                                                  | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129504.31    | 0.02%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Navesink CLO, Limited                         | Navesink CLO 1 Ltd                                                                                                                         | CUSIP: 98886CAS5<br>LEI: 549300Z3UTJMSTE02P68 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $751897.50    | 0.13%             | 2033-07-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                       | Australia & New Zealand Banking Group Ltd                                                                                                  | CUSIP: 052528AK2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    900000 | PA      | $897421.00    | 0.15%             | 2026-05-19      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust              | First National Master Note Trust                                                                                                           | CUSIP: 32113CCE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    910000 | PA      | $922674.84    | 0.16%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                       | Dryden 53 CLO Ltd                                                                                                                          | CUSIP: 26243EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    246914 | PA      | $247122.71    | 0.04%             | 2031-01-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                           | Macquarie Group Ltd                                                                                                                        | CUSIP: 55608JAK4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    754000 | PA      | $736133.22    | 0.12%             | 2028-11-28      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                            | F&G Global Funding                                                                                                                         | CUSIP: 30321L2E1<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1475037.44   | 0.25%             | 2025-07-07      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                 | Citigroup Inc                                                                                                                              | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1432000 | PA      | $1435404.49   | 0.24%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                | PSEG Power LLC                                                                                                                             | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    331000 | PA      | $334320.76    | 0.06%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                        | Aviation Capital Group LLC                                                                                                                 | CUSIP: 05367AAH6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    556000 | PA      | $555951.83    | 0.09%             | 2025-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                            | Viterra Finance BV                                                                                                                         | CUSIP: 92852LAC3<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $200074.17    | 0.03%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                  | Centene Corp                                                                                                                               | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2302000 | PA      | $2249747.59   | 0.38%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                        | RR 8 Ltd                                                                                                                                   | CUSIP: 74980FAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1250770.00   | 0.21%             | 2037-07-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                   | Cencora Inc Delayed Draw Term Loan                                                                                                         | CUSIP: 15136UAK4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | LON              | CORP              | US        |   1166667 | PA      | $1162291.67   | 0.20%             | 2027-11-26      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust         | OneMain Direct Auto Receivables Trust 2019-1                                                                                               | CUSIP: 68267EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    753000 | PA      | $748059.57    | 0.13%             | 2028-11-14      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                   | Truist Bank                                                                                                                                | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1403000 | PA      | $1404288.98   | 0.24%             | 2027-05-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                       | Essential Utilities Inc                                                                                                                    | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |   1236000 | PA      | $1243692.93   | 0.21%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                   | Swedbank AB                                                                                                                                | CUSIP: 870195AA2<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    800000 | PA      | $808399.19    | 0.14%             | 2026-06-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HOLDINGS                      | Cleco Corporate Holdings LLC                                                                                                               | CUSIP: 18551PAC3<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    441000 | PA      | $435968.60    | 0.07%             | 2026-05-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                          | Mercedes-Benz Finance North America LLC                                                                                                    | CUSIP: 58769JAZ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   3078000 | PA      | $3095854.74   | 0.52%             | 2027-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                    | AbbVie Inc                                                                                                                                 | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3057000 | PA      | $3088432.93   | 0.52%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust         | GM Financial Automobile Leasing Trust 2023-1                                                                                               | CUSIP: 362541AF1<br>LEI: 254900DSTG5GSVOBDN09 | Long             | ABS-O            | CORP              | US        |    720000 | PA      | $720800.78    | 0.12%             | 2027-01-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                          | Bayer US Finance LLC                                                                                                                       | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   2117000 | PA      | $2148684.91   | 0.36%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                    | LAD Auto Receivables Trust 2023-4                                                                                                          | CUSIP: 50571AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1625000 | PA      | $1646115.25   | 0.28%             | 2028-06-15      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                    | Flagship Credit Auto Trust 2022-3                                                                                                          | CUSIP: 33845PAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    112654 | PA      | $112647.84    | 0.02%             | 2027-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                | Morgan Stanley                                                                                                                             | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2525677.35   | 0.42%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                        | GE HealthCare Technologies Inc                                                                                                             | CUSIP: 36267VAD5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    389000 | PA      | $390029.05    | 0.07%             | 2025-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust       | Capital One Multi-Asset Execution Trust                                                                                                    | CUSIP: 14041NCG4<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   1555000 | PA      | $1554617.16   | 0.26%             | 2028-05-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                     | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050478<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2314000 | PA      | $2314083.74   | 0.39%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                 | Citigroup Inc                                                                                                                              | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3245000 | PA      | $3203649.09   | 0.54%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                            | BMW US Capital LLC                                                                                                                         | CUSIP: 05565ECQ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    231000 | PA      | $231511.85    | 0.04%             | 2027-08-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                | Morgan Stanley                                                                                                                             | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    549000 | PA      | $554263.13    | 0.09%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                           | Freddie Mac STACR REMIC Trust 2021-HQA4                                                                                                    | CUSIP: 35564KNK1<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | USGSE             | US        |    371862 | PA      | $371564.57    | 0.06%             | 2041-12-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                      | Manufacturers & Traders Trust Co                                                                                                           | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    402000 | PA      | $403976.96    | 0.07%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                          | Bank of America Corp                                                                                                                       | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1601000 | PA      | $1572607.79   | 0.26%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust           | Exeter Automobile Receivables Trust 2023-1                                                                                                 | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1270000 | PA      | $1291979.38   | 0.22%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC                         | Holcim Finance US LLC                                                                                                                      | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   2898000 | PA      | $2913665.05   | 0.49%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                              | Triton Container International Ltd                                                                                                         | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   1700000 | PA      | $1658463.03   | 0.28%             | 2026-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                  | Barclays PLC                                                                                                                               | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    841000 | PA      | $849678.06    | 0.14%             | 2026-11-02      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                            | Energy Transfer LP                                                                                                                         | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    546000 | PA      | $553114.17    | 0.09%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                             | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    517000 | PA      | $523550.40    | 0.09%             | 2027-08-14      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                   | KeyBank NA/Cleveland OH                                                                                                                    | CUSIP: 49327M3G7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    404000 | PA      | $403726.11    | 0.07%             | 2026-01-26      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AEGON FUNDING CO LLC                          | AEGON Funding Co LLC                                                                                                                       | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |   1693000 | PA      | $1710775.40   | 0.29%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| RGA GLOBAL FUNDING                            | RGA Global Funding                                                                                                                         | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    363000 | PA      | $372848.04    | 0.06%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC   | BBCMS Mortgage Trust 2020-C7                                                                                                               | CUSIP: 05492VAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    227174 | PA      | $215410.31    | 0.04%             | 2053-04-15      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                        | Anglo American Capital PLC                                                                                                                 | CUSIP: 034863AU4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    238000 | PA      | $236564.86    | 0.04%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                      | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                  | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    267000 | PA      | $274890.04    | 0.05%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust         | Westlake Automobile Receivables Trust 2024-2                                                                                               | CUSIP: 96042YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1125000 | PA      | $1134310.95   | 0.19%             | 2030-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                            | BMO 2024-5C5 Mortgage Trust                                                                                                                | CUSIP: 05593RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    880000 | PA      | $912814.32    | 0.15%             | 2057-02-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                        | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    218000 | PA      | $218683.96    | 0.04%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                  | Illumina Inc                                                                                                                               | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    305000 | PA      | $304736.96    | 0.05%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                        | Aviation Capital Group LLC                                                                                                                 | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    578000 | PA      | $559595.80    | 0.09%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                         | Truist Financial Corp                                                                                                                      | CUSIP: 89788MAH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    236000 | PA      | $235738.55    | 0.04%             | 2026-07-28      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                    | US Bancorp                                                                                                                                 | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    536000 | PA      | $552065.98    | 0.09%             | 2027-10-26      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                       | Dell International LLC / EMC Corp                                                                                                          | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    271000 | PA      | $272303.23    | 0.05%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                             | NatWest Group PLC                                                                                                                          | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    222000 | PA      | $225173.13    | 0.04%             | 2028-03-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                        | Standard Chartered PLC                                                                                                                     | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    266000 | PA      | $269850.31    | 0.05%             | 2027-07-06      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies              | CARLYLE US CLO 2019-1 LTD                                                                                                                  | CUSIP: 14316BAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1551637 | PA      | $1553253.77   | 0.26%             | 2031-04-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL                        | Mutual of Omaha Cos Global Funding                                                                                                         | CUSIP: 62829D2B5<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    375000 | PA      | $384599.43    | 0.06%             | 2028-12-12      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                       | Verdant Receivables 2025-1 LLC                                                                                                             | CUSIP: 92340GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    545000 | PA      | $545598.14    | 0.09%             | 2028-03-13      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                      | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    759000 | PA      | $785938.36    | 0.13%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                      | Delta Air Lines Inc / SkyMiles IP Ltd                                                                                                      | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    650000 | PA      | $647593.65    | 0.11%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                          | National Fuel Gas Co                                                                                                                       | CUSIP: 636180BP5<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    963000 | PA      | $958443.73    | 0.16%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                              | DT Midstream Inc                                                                                                                           | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1513000 | PA      | $1442078.93   | 0.24%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                            | Regency Centers LP                                                                                                                         | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    891000 | PA      | $836472.21    | 0.14%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| APA CORP                                      | APA Corp                                                                                                                                   | CUSIP: 03743QAE8<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1615258.37   | 0.27%             | 2029-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                            | Regal Rexnord Corp                                                                                                                         | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    239000 | PA      | $247916.66    | 0.04%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                   | Swedbank AB                                                                                                                                | CUSIP: 870195AD6<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    468000 | PA      | $470551.49    | 0.08%             | 2029-11-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust             | World Omni Auto Receivables Trust 2023-D                                                                                                   | CUSIP: 98164DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1828000 | PA      | $1849007.74   | 0.31%             | 2029-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                                | Romark CLO Ltd                                                                                                                             | CUSIP: 77587UAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    271867 | PA      | $272053.56    | 0.05%             | 2030-10-23      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                  | ING Groep NV                                                                                                                               | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    808000 | PA      | $822699.29    | 0.14%             | 2027-09-11      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Solventum Corporation                         | Solventum Corporation Delayed Draw Term Loan                                                                                               | CUSIP: 88562GAD1<br>LEI: 254900I70403OSGY4M28 | Long             | LON              | CORP              | US        |     94200 | PA      | $94317.75     | 0.02%             | 2025-08-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                       | Imperial Brands Finance PLC                                                                                                                | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1302000 | PA      | $1283297.53   | 0.22%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                      | Macquarie Airfinance Holdings Ltd                                                                                                          | CUSIP: 55609NAB4<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    654000 | PA      | $684860.30    | 0.12%             | 2029-03-30      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                           | Global Payments Inc                                                                                                                        | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    941000 | PA      | $904023.93    | 0.15%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                              | LPL Holdings Inc                                                                                                                           | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    452000 | PA      | $480177.99    | 0.08%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                          | Las Vegas Sands Corp                                                                                                                       | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    705000 | PA      | $690021.43    | 0.12%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                   | BNP Paribas SA                                                                                                                             | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4490000 | PA      | $4487721.68   | 0.75%             | 2026-06-09      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                      | Aon Corp                                                                                                                                   | CUSIP: 037389AK9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    503000 | PA      | $528791.25    | 0.09%             | 2027-01-01      | Fixed         | 8.21%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                      | Octane Receivables Trust 2022-2                                                                                                            | CUSIP: 67578XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38271 | PA      | $38282.50     | 0.01%             | 2028-02-22      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                   | OCP CLO 2016-11 Ltd                                                                                                                        | CUSIP: 67110DBA4<br>LEI: 254900QIJ8IQOK988683 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000651.00   | 0.17%             | 2036-04-26      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                  | Assurant Inc                                                                                                                               | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    899000 | PA      | $901747.45    | 0.15%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                      | Manufacturers & Traders Trust Co                                                                                                           | CUSIP: 55279HAT7<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $1011456.87   | 0.17%             | 2025-11-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                        | Aviation Capital Group LLC                                                                                                                 | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    854000 | PA      | $837443.20    | 0.14%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                      | Lloyds Banking Group PLC                                                                                                                   | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    347000 | PA      | $351944.19    | 0.06%             | 2027-08-07      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                     | Boeing Co/The                                                                                                                              | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1018000 | PA      | $1024483.33   | 0.17%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                       | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3231000 | PA      | $3277477.81   | 0.55%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation         | AMMC CLO 23 Ltd                                                                                                                            | CUSIP: 00177JBJ3<br>LEI: 549300ICO4ZE2FVC2Y46 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501449.00   | 0.25%             | 2035-04-17      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                    | LAD Auto Receivables Trust 2024-3                                                                                                          | CUSIP: 505709AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1195000 | PA      | $1198552.62   | 0.20%             | 2029-12-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                  | Ford Credit Auto Lease Trust 2024-A                                                                                                        | CUSIP: 345290AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1105000 | PA      | $1109982.67   | 0.19%             | 2027-06-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Newark BSL CLO 1 Ltd.                         | Newark BSL CLO 1 Ltd                                                                                                                       | CUSIP: 65023TAJ1<br>LEI: 549300R0C043JWD1XY94 | Long             | ABS-CBDO         | CORP              | KY        |     72613 | PA      | $72683.14     | 0.01%             | 2029-12-21      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16752000 | PA      | $16811548.17  | 2.83%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                       | GLP Capital LP / GLP Financing II Inc                                                                                                      | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              |  | US        |    884000 | PA      | $882606.38    | 0.15%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust         | GM Financial Automobile Leasing Trust 2023-2                                                                                               | CUSIP: 362548AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1010000 | PA      | $1012417.13   | 0.17%             | 2027-05-20      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                            | REGAL REXNORD CORP TERM LOAN A1                                                                                                            | CUSIP: 75883TAC4<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | LON              | CORP              | US        |    909000 | PA      | $914681.25    | 0.15%             | 2027-03-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                            | Viterra Finance BV                                                                                                                         | CUSIP: 92852LAA7<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |   1800000 | PA      | $1753721.53   | 0.29%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                        | Standard Chartered PLC                                                                                                                     | CUSIP: 853254CW8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    335000 | PA      | $344894.32    | 0.06%             | 2028-02-08      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                 | Carnival Corp                                                                                                                              | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1650000 | PA      | $1595343.75   | 0.27%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                        | VICI Properties LP / VICI Note Co Inc                                                                                                      | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              |  | US        |    500000 | PA      | $491062.30    | 0.08%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                     | MSBAM                                                                                                                                      | CUSIP: 61778GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $929678.40    | 0.16%             | 2058-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MARS INC                                      | Mars Inc                                                                                                                                   | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    682000 | PA      | $686500.10    | 0.12%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                              | Crown Castle Inc                                                                                                                           | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    206000 | PA      | $206002.67    | 0.03%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                        | Anglo American Capital PLC                                                                                                                 | CUSIP: 034863BB5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $193022.30    | 0.03%             | 2029-03-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                   | Rad CLO 7 Ltd                                                                                                                              | CUSIP: 74936GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1502250.00   | 0.25%             | 2036-04-17      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                      | FirstEnergy Pennsylvania Electric Co                                                                                                       | CUSIP: 708696CA5<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    871000 | PA      | $874208.35    | 0.15%             | 2026-03-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                           | Affirm Master Trust                                                                                                                        | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050000 | PA      | $1052938.53   | 0.18%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                              | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    173607 | PA      | $173317.25    | 0.03%             | 2041-12-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                             | NatWest Group PLC                                                                                                                          | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1018000 | PA      | $1026403.11   | 0.17%             | 2027-03-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                      | Sammons Financial Group Global Funding                                                                                                     | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    244000 | PA      | $247147.35    | 0.04%             | 2028-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                | NRG Energy Inc                                                                                                                             | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1082244.61   | 0.18%             | 2025-12-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust             | Credit Acceptance Auto Loan Trust 2023-1                                                                                                   | CUSIP: 224927AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1318142 | PA      | $1325151.08   | 0.22%             | 2033-03-15      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                         | Uber Technologies Inc                                                                                                                      | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1787000 | PA      | $1761361.91   | 0.30%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust        | Santander Drive Auto Receivables Trust 2023-1                                                                                              | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1808999.28   | 0.30%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust      | AmeriCredit Automobile Receivables Trust 2023-2                                                                                            | CUSIP: 03065UAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1892000 | PA      | $1907820.53   | 0.32%             | 2028-05-18      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                             | NatWest Group PLC                                                                                                                          | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200713.01    | 0.03%             | 2029-05-18      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                      | Santander UK Group Holdings PLC                                                                                                            | CUSIP: 80281LAM7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1514000 | PA      | $1502833.95   | 0.25%             | 2026-08-21      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                       | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    834000 | PA      | $838472.63    | 0.14%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                 | UniCredit SpA                                                                                                                              | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1481000 | PA      | $1470288.90   | 0.25%             | 2026-09-22      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                   | Long: B86374134 IRS USD R V 12MSOFR 486374136 CCPOIS / Short: B86374134 IRS USD P F  3.49270 486374135 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  15890000 | OU      | $57011.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marvell Technology Group Ltd                  | Marvell Technology Group Ltd 2020 5 Year Term Loan A                                                                                       | CUSIP: 57385HAN7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    907112 | PA      | $910514.14    | 0.15%             | 2025-12-07      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                      | Santander UK Group Holdings PLC                                                                                                            | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    747000 | PA      | $753889.98    | 0.13%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                      | Volkswagen Group of America Finance LLC                                                                                                    | CUSIP: 928668BV3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    541000 | PA      | $545820.27    | 0.09%             | 2026-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                       | Brighthouse Financial Global Funding                                                                                                       | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   1777000 | PA      | $1722599.31   | 0.29%             | 2026-05-24      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                           | Global Payments Inc                                                                                                                        | CUSIP: 37961CT28<br>LEI: 549300NOMHGVQBX6S778 | Long             | STIV             | CORP              | US        |   4135000 | PA      | $4135000.00   | 0.69%             | 2025-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                      | Jackson National Life Global Funding                                                                                                       | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    787000 | PA      | $788309.17    | 0.13%             | 2028-06-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                      | First Citizens BancShares Inc/NC                                                                                                           | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    812000 | PA      | $809006.83    | 0.14%             | 2031-03-12      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                             | NSTAR Electric Co                                                                                                                          | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   1529000 | PA      | $1538818.76   | 0.26%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                | PEAC Solutions Receivables 2024-2 LLC                                                                                                      | CUSIP: 69392BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    919122 | PA      | $918909.87    | 0.15%             | 2027-04-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                      | EQT Corp                                                                                                                                   | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    729000 | PA      | $716026.96    | 0.12%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                         | Truist Financial Corp                                                                                                                      | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    248000 | PA      | $253629.89    | 0.04%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                | PEAC Solutions Receivables 2025-1 LLC                                                                                                      | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1790000 | PA      | $1793727.50   | 0.30%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust            | Honda Auto Receivables 2024-2 Owner Trust                                                                                                  | CUSIP: 437930AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1420000 | PA      | $1435490.50   | 0.24%             | 2028-11-20      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY INC                              | Viper Energy Inc                                                                                                                           | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2066032.06   | 0.35%             | 2027-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                       | Dryden 43 Senior Loan Fund                                                                                                                 | CUSIP: 26245CBQ5<br>LEI: 5493002P75UIPU4MC757 | Long             | ABS-CBDO         | CORP              | KY        |   1270000 | PA      | $1266017.28   | 0.21%             | 2034-04-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                         | Reynolds American Inc                                                                                                                      | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1239914.25   | 0.21%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                      | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1547887.50   | 0.26%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                      | Take-Two Interactive Software Inc                                                                                                          | CUSIP: 874054AJ8<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   1452000 | PA      | $1455387.98   | 0.24%             | 2026-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| VERALTO CORP                                  | Veralto Corp                                                                                                                               | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |   1346000 | PA      | $1361190.20   | 0.23%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                 | Boeing Co/The                                                                                                                              | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1537253.83   | 0.26%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC        | Amur Equipment Finance Receivables XIII LLC                                                                                                | CUSIP: 03237CAB8<br>LEI: 254900O8ABFLU3FOSN14 | Long             | ABS-O            | CORP              | US        |   1351563 | PA      | $1362575.54   | 0.23%             | 2031-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING                      | Capital Power US Holdings Inc                                                                                                              | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $518367.70    | 0.09%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Bank5                                         | BANK5 2025-5YR14                                                                                                                           | CUSIP: 06604MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2940000 | PA      | $3041209.50   | 0.51%             | 2058-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                     | Spire Inc                                                                                                                                  | CUSIP: 84857LAC5<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |   1477000 | PA      | $1481836.02   | 0.25%             | 2026-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                        | CNH Industrial Capital LLC                                                                                                                 | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    274000 | PA      | $274611.26    | 0.05%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                  | GS Mortgage Securities Corp Trust 2021-ROSS                                                                                                | CUSIP: 36264YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $253798.46    | 0.04%             | 2026-05-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                        | Canadian Imperial Bank of Commerce                                                                                                         | CUSIP: 13607LSL8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    297000 | PA      | $300822.63    | 0.05%             | 2026-07-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                           | Sprint Capital Corp                                                                                                                        | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    568000 | PA      | $607762.67    | 0.10%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                       | BPCE SA                                                                                                                                    | CUSIP: 05578QAE3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $200116.38    | 0.03%             | 2026-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust               | M&T Bank Auto Receivables Trust 2024-1                                                                                                     | CUSIP: 55286TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2804000 | PA      | $2834374.61   | 0.48%             | 2032-02-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                              | LPL Holdings Inc                                                                                                                           | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    182000 | PA      | $185099.73    | 0.03%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                      | Benchmark 2021-B23 Mortgage Trust                                                                                                          | CUSIP: 08162RAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    219074 | PA      | $198387.72    | 0.03%             | 2054-02-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                         | Athene Global Funding                                                                                                                      | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    525000 | PA      | $532513.82    | 0.09%             | 2027-03-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                      | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     80000 | PA      | $75237.85     | 0.01%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                         | Bank of Ireland Group PLC                                                                                                                  | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    636000 | PA      | $649589.82    | 0.11%             | 2030-03-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US 2YR NOTE (CBT) SEP25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       852 | NC      | $194995.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Auto Lease Trust                  | Ford Credit Auto Lease Trust 2025-A                                                                                                        | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    865000 | PA      | $869867.01    | 0.15%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO X Ltd                             | Elmwood CLO X Ltd                                                                                                                          | CUSIP: 29002VAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501066.50   | 0.25%             | 2034-04-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                       | Dryden 45 Senior Loan Fund                                                                                                                 | CUSIP: 26244MBA9<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |    370000 | PA      | $370332.26    | 0.06%             | 2030-10-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                              | HF Sinclair Corp                                                                                                                           | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    913000 | PA      | $908802.40    | 0.15%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                        | Canyon Capital CLO 2019-2 Ltd                                                                                                              | CUSIP: 13887WAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1246088.75   | 0.21%             | 2034-10-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                         | Continental Resources Inc/OK                                                                                                               | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    994000 | PA      | $972643.33    | 0.16%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                     | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F060469<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    127000 | PA      | $130052.90    | 0.02%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                         | Jackson Financial Inc                                                                                                                      | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    305000 | PA      | $307523.81    | 0.05%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                      | Amcor Flexibles North America Inc                                                                                                          | CUSIP: 02344AAC2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    328000 | PA      | $328936.25    | 0.06%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                         | Atlassian Corp                                                                                                                             | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    427000 | PA      | $435692.93    | 0.07%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                   | Ovintiv Inc                                                                                                                                | CUSIP: 651290AR9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1300727.79   | 0.22%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                 | Ballyrock CLO 2019-2 Ltd                                                                                                                   | CUSIP: 05875MAX0<br>LEI: 254900IF22Z7SA13VI60 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000324.00   | 0.17%             | 2036-02-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Solventum Corporation                         | Solventum Corporation Term Loan                                                                                                            | CUSIP: 88562GAE9<br>LEI: 254900I70403OSGY4M28 | Long             | LON              | CORP              | US        |    887000 | PA      | $887000.00    | 0.15%             | 2027-02-16      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                     | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F060477<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1110000 | PA      | $1136119.15   | 0.19%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC                         | Rentokil Terminix Funding LLC                                                                                                              | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |    549000 | PA      | $547488.59    | 0.09%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                           | DBGS 2018-C1 Mortgage Trust                                                                                                                | CUSIP: 23307DBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1510000 | PA      | $1482755.37   | 0.25%             | 2051-10-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                       | Blackstone Secured Lending Fund                                                                                                            | CUSIP: 09261XAB8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2259153.06   | 0.38%             | 2026-09-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                      | Vistra Operations Co LLC                                                                                                                   | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    131000 | PA      | $131423.52    | 0.02%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                      | Western Midstream Operating LP                                                                                                             | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2098000 | PA      | $2092594.88   | 0.35%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8592000 | PA      | $8713160.60   | 1.46%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                             | Suncor Energy Inc                                                                                                                          | CUSIP: 71644EAE2<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $516134.62    | 0.09%             | 2026-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                            | BMW US Capital LLC                                                                                                                         | CUSIP: 05565ECV5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1303000 | PA      | $1303333.76   | 0.22%             | 2027-03-19      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                      | Celanese US Holdings LLC 2022 5-Year Delayed Draw Term Loan                                                                                | CUSIP: 15089XAH2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | LON              | CORP              | US        |    654546 | PA      | $648000.09    | 0.11%             | 2027-03-18      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                      | Element Fleet Management Corp                                                                                                              | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    164000 | PA      | $166462.72    | 0.03%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                             | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $898318.58    | 0.15%             | 2026-09-12      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC                      | Evergy Missouri West Inc                                                                                                                   | CUSIP: 30037FAA8<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |    843000 | PA      | $854429.33    | 0.14%             | 2027-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                          | Carnival Corporation 2025 Term Loan (2027)                                                                                                 | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |    900000 | PA      | $902529.00    | 0.15%             | 2027-08-08      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                               | Danske Bank A/S                                                                                                                            | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    527000 | PA      | $535211.70    | 0.09%             | 2028-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                      | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd                                                                  | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1353942.00   | 0.23%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                  | Post CLO 2021-1 LTD                                                                                                                        | CUSIP: 73742FAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1250613.75   | 0.21%             | 2034-10-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                       | Brighthouse Financial Global Funding                                                                                                       | CUSIP: 10921U2E7<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1378874.09   | 0.23%             | 2028-06-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                   | PNC Bank NA                                                                                                                                | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1737000 | PA      | $1737425.79   | 0.29%             | 2027-05-13      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                  | Barclays PLC                                                                                                                               | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1512000 | PA      | $1544087.27   | 0.26%             | 2027-09-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                    | LAD Auto Receivables Trust 2025-1                                                                                                          | CUSIP: 505712AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1510000 | PA      | $1525201.47   | 0.26%             | 2030-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                       | KeyCorp                                                                                                                                    | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   1931000 | PA      | $1927628.24   | 0.32%             | 2031-04-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                    | Affirm Asset Securitization Trust 2024-X1                                                                                                  | CUSIP: 00834XAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1890000 | PA      | $1895423.17   | 0.32%             | 2029-05-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                       | Hyundai Capital America                                                                                                                    | CUSIP: 44891ACM7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1543000 | PA      | $1563093.29   | 0.26%             | 2026-09-21      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                | Solventum Corp                                                                                                                             | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    526000 | PA      | $532673.09    | 0.09%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                        | Canadian Imperial Bank of Commerce                                                                                                         | CUSIP: 13607LNG4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $249055.29    | 0.04%             | 2028-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                       | CarMax Auto Owner Trust 2024-2                                                                                                             | CUSIP: 14319EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1175000 | PA      | $1191158.37   | 0.20%             | 2029-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC                         | Holcim Finance US LLC                                                                                                                      | CUSIP: 43475RAA4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    355000 | PA      | $355497.76    | 0.06%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                        | Williams Cos Inc/The                                                                                                                       | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22113.49     | 0.00%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                 | AppLovin Corp                                                                                                                              | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   2247000 | PA      | $2262793.98   | 0.38%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                       | Carmax Auto Owner Trust 2023-2                                                                                                             | CUSIP: 142921AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $857756.68    | 0.14%             | 2028-11-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                      | Baiterek National Managing Holding JSC                                                                                                     | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |    436000 | PA      | $438434.18    | 0.07%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                       | American Electric Power Co Inc                                                                                                             | CUSIP: 02557TAD1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    365000 | PA      | $365544.50    | 0.06%             | 2025-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies              | Carlyle Global Market Strategies CLO 2015-4 Ltd                                                                                            | CUSIP: 14311NAW4<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500825.00   | 0.25%             | 2032-07-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                         | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2069000 | PA      | $2122906.84   | 0.36%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                  | UBS Group AG                                                                                                                               | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1296000 | PA      | $1342123.33   | 0.23%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                      | Jacobs Engineering Group Inc                                                                                                               | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    768000 | PA      | $802607.32    | 0.13%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                       | Algonquin Power & Utilities Corp                                                                                                           | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    752000 | PA      | $755744.85    | 0.13%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                   | OCP CLO 2014-5 Ltd                                                                                                                         | CUSIP: 67102SAL8<br>LEI: 254900NXH68CRC058O44 | Long             | ABS-CBDO         | CORP              | KY        |     93847 | PA      | $93924.86     | 0.02%             | 2031-04-26      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                               | Bermuda Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |   3600000 | PA      | $3548520.00   | 0.60%             | 2027-01-25      | Fixed         | 3.72%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                      | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    725000 | PA      | $719912.95    | 0.12%             | 2026-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fidelity Investments                          | Fidelity Investments Money Market Government Portfolio                                                                                     | CUSIP: 31607A703<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |    440496 | NS      | $440496.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                       | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38145GAM2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    279000 | PA      | $279527.73    | 0.05%             | 2026-08-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Octagon Loan Funding Ltd                      | Octagon Loan Funding Ltd                                                                                                                   | CUSIP: 67590RAY1<br>LEI: 549300HJJWTCMWFILG24 | Long             | ABS-CBDO         | CORP              | KY        |    614521 | PA      | $615294.19    | 0.10%             | 2031-11-18      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                         | Bank of Ireland Group PLC                                                                                                                  | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    702000 | PA      | $676896.37    | 0.11%             | 2027-09-30      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                      | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                                              | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    527000 | PA      | $531338.29    | 0.09%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                  | Ford Credit Auto Owner Trust 2022-D                                                                                                        | CUSIP: 345295AG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2260000 | PA      | $2306178.81   | 0.39%             | 2030-05-15      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK E+P LLC                           | DIAMONDBACK E+P LLC DELAYED DRAW TERM LOAN                                                                                                 | CUSIP: 25278YAG2<br>LEI: 549300T0SSYTER0K6J66 | Long             | LON              | CORP              | US        |   2531000 | PA      | $2531000.00   | 0.43%             | 2027-04-01      | None          | 0.00%                 | 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        |    976000 | PA      | $971284.60    | 0.16%             | 2027-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                          | Glencore Funding LLC                                                                                                                       | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    164000 | PA      | $164834.51    | 0.03%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SMRT                                          | SMRT 2022-MINI                                                                                                                             | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420000 | PA      | $418113.28    | 0.07%             | 2039-01-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd               | Benefit Street Partners CLO IV Ltd                                                                                                         | CUSIP: 08180FBU4<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1504321.50   | 0.25%             | 2034-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                             | Japan Tobacco Inc                                                                                                                          | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    957000 | PA      | $966181.30    | 0.16%             | 2028-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE                      | Pacific National Finance Pty Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |   2900000 | PA      | $2798665.30   | 0.47%             | 2028-03-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                       | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    550000 | PA      | $558163.20    | 0.09%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                           | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    501000 | PA      | $508931.12    | 0.09%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                   | Merchants Fleet Funding LLC                                                                                                                | CUSIP: 588926AF2<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |   1176091 | PA      | $1183622.35   | 0.20%             | 2037-04-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                           | Citizens Bank NA/Providence RI                                                                                                             | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    650000 | PA      | $648624.96    | 0.11%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust           | Exeter Automobile Receivables Trust 2023-3                                                                                                 | CUSIP: 301989AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1411000 | PA      | $1421455.37   | 0.24%             | 2028-06-15      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                      | Jackson National Life Global Funding                                                                                                       | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    657000 | PA      | $668246.14    | 0.11%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                     | IQVIA Inc 2022 Term Loan A2                                                                                                                | CUSIP: 44969CBM1<br>LEI: 549300PLWY28YB00C717 | Long             | LON              | CORP              | US        |    907895 | PA      | $908466.73    | 0.15%             | 2027-06-16      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                      | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1618000 | PA      | $1605344.97   | 0.27%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                       | CarMax Auto Owner Trust 2023-1                                                                                                             | CUSIP: 14318DAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1265000 | PA      | $1271778.12   | 0.21%             | 2029-01-16      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TR                        | Fells Point Funding Trust                                                                                                                  | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1842000 | PA      | $1792103.22   | 0.30%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                   | BNP Paribas SA                                                                                                                             | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    249269 | PA      | $233021.12    | 0.04%             | 2028-09-30      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust         | Westlake Automobile Receivables Trust 2024-1                                                                                               | CUSIP: 96043RAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1411191.04   | 0.24%             | 2029-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC   | BBCMS Mortgage Trust 2025-5C33                                                                                                             | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1440000 | PA      | $1499729.76   | 0.25%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                     | Boeing Co/The                                                                                                                              | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1699000 | PA      | $1669229.19   | 0.28%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                  | Illumina Inc                                                                                                                               | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    446000 | PA      | $455025.13    | 0.08%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                      | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1640000 | PA      | $1603287.58   | 0.27%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                      | Sammons Financial Group Global Funding                                                                                                     | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    364000 | PA      | $368676.59    | 0.06%             | 2029-12-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                      | Long: BLGR0WCJ4 IRS USD R V 12MUSCPI INF_SLGR0WCJ4 CCPINFLATIONZERO / Short: BLGR0WCJ4 IRS USD P F  2.28500 FIX_SLGR0WCJ4 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    920000 | OU      | $7652.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                         | Blue Owl Capital Corp                                                                                                                      | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   1494000 | PA      | $1428880.02   | 0.24%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| 1988 CLO Ltd.                                 | 1988 CLO 5 Ltd                                                                                                                             | CUSIP: 68252PAA4<br>LEI: 254900KAQBAF5XV8IU66 | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $601984.20    | 0.10%             | 2037-07-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                            | CNO Global Funding                                                                                                                         | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    379000 | PA      | $380185.14    | 0.06%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                       | Corebridge Global Funding                                                                                                                  | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    244000 | PA      | $248750.41    | 0.04%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                      | EQT Corp                                                                                                                                   | CUSIP: 26884LBG3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    760000 | PA      | $774367.21    | 0.13%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Seminole Tribe of Florida                     | Seminole Tribe of Florida 2022 Term Loan A                                                                                                 | CUSIP: 81683UAS6<br>LEI: 549300EWYRB8UULZD884 | Long             | LON              | CORP              | US        |    805556 | PA      | $803541.65    | 0.14%             | 2027-05-13      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes            | Ally Bank Auto Credit-Linked Notes Series 2024-A                                                                                           | CUSIP: 02007GZ55<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1383013 | PA      | $1398884.69   | 0.24%             | 2032-05-17      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                         | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    445000 | PA      | $448400.47    | 0.08%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES                       | System Energy Resources Inc                                                                                                                | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2149000 | PA      | $2229416.76   | 0.37%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                     | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F052466<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    473000 | PA      | $479788.06    | 0.08%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                      | Occidental Petroleum Cor 2 Year Term Loan                                                                                                  | CUSIP: 67460TAR9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | LON              | CORP              | US        |   1628741 | PA      | $1628740.74   | 0.27%             | 2025-12-29      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                               | Sands China Ltd                                                                                                                            | CUSIP: 80007RAF2<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    218000 | PA      | $218033.29    | 0.04%             | 2025-08-08      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                            | Macquarie Bank Ltd                                                                                                                         | CUSIP: 55608PBQ6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    309000 | PA      | $313600.99    | 0.05%             | 2026-12-07      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Delos Aircraft Designated Activity Co         | Delos Aircraft Designated Activity Co Term Loan                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |   1060051 | PA      | $1063739.84   | 0.18%             | 2027-10-31      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                      | Warnermedia Holdings Inc                                                                                                                   | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2671000 | PA      | $2589853.23   | 0.44%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                              | Ryder System Inc                                                                                                                           | CUSIP: 78355HLA5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    126000 | PA      | $127673.11    | 0.02%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                      | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                                        | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1982000 | PA      | $2020264.87   | 0.34%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                       | Dryden 104 CLO Ltd                                                                                                                         | CUSIP: 26253BAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2040000 | PA      | $2041005.72   | 0.34%             | 2034-08-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust         | OneMain Direct Auto Receivables Trust 2019-1                                                                                               | CUSIP: 68267EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    116887 | PA      | $116407.49    | 0.02%             | 2027-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                    | ROCK Trust 2024-CNTR                                                                                                                       | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770000 | PA      | $780588.58    | 0.13%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                      | Equitable Financial Life Global Funding                                                                                                    | CUSIP: 29449WAQ0<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    411000 | PA      | $421668.81    | 0.07%             | 2028-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                            | BSPRT 2021-FL7 Issuer Ltd                                                                                                                  | CUSIP: 05602CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    122550 | PA      | $122663.73    | 0.02%             | 2038-12-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                | US Bank NA                                                                                                                                 | CUSIP: 90357PBC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    518271 | PA      | $518355.05    | 0.09%             | 2032-02-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                 | Citigroup Inc                                                                                                                              | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    839000 | PA      | $850016.33    | 0.14%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                | Carvana Auto Receivables Trust 2024-P2                                                                                                     | CUSIP: 14688PAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    462576 | PA      | $463577.44    | 0.08%             | 2027-11-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                      | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    221000 | PA      | $221174.46    | 0.04%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                          | Las Vegas Sands Corp                                                                                                                       | CUSIP: 517834AH0<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    846000 | PA      | $844941.74    | 0.14%             | 2025-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                      | Saudi Government International Bond                                                                                                        | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    490000 | PA      | $497896.04    | 0.08%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17498000 | PA      | $17558149.38  | 2.95%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                         | Continental Resources Inc/OK                                                                                                               | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2879572.38   | 0.48%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce PLC                               | Rolls-Royce PLC                                                                                                                            | CUSIP: 77578JAB4<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |   1547000 | PA      | $1539229.88   | 0.26%             | 2025-10-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                   | CITIBANK NA DDCA                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |     48944 | NS      | $48944.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                      | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                                                 | CUSIP: 46590XAZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    350000 | PA      | $354041.45    | 0.06%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                      | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    449000 | PA      | $448594.93    | 0.08%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                        | Blackstone Private Credit Fund                                                                                                             | CUSIP: 09261HBR7<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    786000 | PA      | $777901.86    | 0.13%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                            | CNO Global Funding                                                                                                                         | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    681000 | PA      | $696707.68    | 0.12%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                      | International Flavors & Fragrances Inc                                                                                                     | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   1638000 | PA      | $1617783.98   | 0.27%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                         | Foundry JV Holdco LLC                                                                                                                      | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1934000 | PA      | $2002224.17   | 0.34%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                        | PNC Financial Services Group Inc/The                                                                                                       | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1136638.38   | 0.19%             | 2030-05-14      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                      | Caterpillar Financial Services Corp                                                                                                        | CUSIP: 14913UAR1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1242000 | PA      | $1246628.33   | 0.21%             | 2027-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST          | Mercedes-Benz Auto Receivables Trust 2025-1                                                                                                | CUSIP: 58773DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $858447.22    | 0.14%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                   | Long: B87303781 IRS USD R V 12MSOFR 387303783 CCPOIS / Short: B87303781 IRS USD P F  3.58454 387303782 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   8700000 | OU      | $48644.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                              | Altria Group Inc                                                                                                                           | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201904.20    | 0.03%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                | Morgan Stanley                                                                                                                             | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5196000 | PA      | $5315738.65   | 0.89%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                      | Blue Owl Technology Finance Corp                                                                                                           | CUSIP: 691205AC2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    734000 | PA      | $731009.38    | 0.12%             | 2025-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                      | Jackson National Life Global Funding                                                                                                       | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    498000 | PA      | $500092.08    | 0.08%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                       | Corebridge Global Funding                                                                                                                  | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    161000 | PA      | $163079.17    | 0.03%             | 2026-07-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                                                                                                            | CUSIP: 3140XNC77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2062623 | PA      | $2133292.40   | 0.36%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                       | United Airlines 2020-1 Class A Pass Through Trust                                                                                          | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    756832 | PA      | $770986.95    | 0.13%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                         | Athene Global Funding                                                                                                                      | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2838000 | PA      | $2898230.99   | 0.49%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                         | Athene Global Funding                                                                                                                      | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    344000 | PA      | $345025.32    | 0.06%             | 2027-01-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                    | HEICO Corp                                                                                                                                 | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    188000 | PA      | $192075.46    | 0.03%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                       | BPCE SA                                                                                                                                    | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    390000 | PA      | $392472.23    | 0.07%             | 2027-01-18      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL                        | Mutual of Omaha Cos Global Funding                                                                                                         | CUSIP: 62829D2A7<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    923000 | PA      | $934499.10    | 0.16%             | 2026-07-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                        | VICI Properties LP / VICI Note Co Inc                                                                                                      | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |    410000 | PA      | $405709.64    | 0.07%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                              | Crown Castle Inc                                                                                                                           | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    205000 | PA      | $206331.18    | 0.03%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                   | Swedbank AB                                                                                                                                | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    388000 | PA      | $396004.68    | 0.07%             | 2026-09-12      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                       | Dryden XXVI Senior Loan Fund                                                                                                               | CUSIP: 26250UAQ8<br>LEI: 549300ENU7ZZLTPT3E22 | Long             | ABS-CBDO         | CORP              | KY        |     81421 | PA      | $81443.03     | 0.01%             | 2029-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                              | Crown Castle Inc                                                                                                                           | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1133000 | PA      | $1107333.91   | 0.19%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                         | Athene Global Funding                                                                                                                      | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    363000 | PA      | $365409.82    | 0.06%             | 2026-02-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust           | Exeter Automobile Receivables Trust 2024-3                                                                                                 | CUSIP: 30165AAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1805000 | PA      | $1816659.94   | 0.31%             | 2028-09-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                      | Toyota Lease Owner Trust 2025-A                                                                                                            | CUSIP: 89239NAD7<br>LEI: 254900299R9KF5UH9O95 | Long             | ABS-O            | CORP              | US        |   1610000 | PA      | $1620925.62   | 0.27%             | 2028-02-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                        | Standard Chartered PLC                                                                                                                     | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    332000 | PA      | $337110.13    | 0.06%             | 2028-05-14      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                          | Bank of America Corp                                                                                                                       | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    376000 | PA      | $375273.03    | 0.06%             | 2026-06-19      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                       | Hyundai Capital America                                                                                                                    | CUSIP: 44891ACF2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1065503.66   | 0.18%             | 2025-06-26      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LoanCore 2022-CRE7 Issuer Ltd.                | LoanCore 2022-CRE7 Issuer Ltd                                                                                                              | CUSIP: 53946PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    484477 | PA      | $485052.98    | 0.08%             | 2037-01-17      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                           | Macquarie Group Ltd                                                                                                                        | CUSIP: 55608JBF4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    342000 | PA      | $342138.84    | 0.06%             | 2026-08-09      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                    | Hasbro Inc                                                                                                                                 | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   1502000 | PA      | $1432168.81   | 0.24%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                    | US Bancorp                                                                                                                                 | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194370.96    | 0.03%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                              | HF Sinclair Corp                                                                                                                           | CUSIP: 403949AP5<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    380000 | PA      | $383644.60    | 0.06%             | 2027-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                            | Smith & Nephew PLC                                                                                                                         | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $267513.80    | 0.04%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                   | Post Road Equipment Finance 2022-1                                                                                                         | CUSIP: 29252VAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71029 | PA      | $71027.55     | 0.01%             | 2028-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                      | Octane Receivables Trust 2023-3                                                                                                            | CUSIP: 67571CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    569427 | PA      | $573481.45    | 0.10%             | 2029-03-20      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                    | Affirm Asset Securitization Trust 2024-A                                                                                                   | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    840000 | PA      | $843705.74    | 0.14%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                    | Mattel Inc                                                                                                                                 | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1231724.38   | 0.21%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                      | Principal Life Global Funding II                                                                                                           | CUSIP: 74256LEY1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   1072000 | PA      | $1090041.57   | 0.18%             | 2029-01-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                  | Broadcom Inc Term Loan A5                                                                                                                  | CUSIP: 11134NAV7<br>LEI: 549300WV6GIDOZJTV909 | Long             | LON              | CORP              | US        |   3981750 | PA      | $3981750.00   | 0.67%             | 2028-08-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                      | Jackson National Life Global Funding                                                                                                       | CUSIP: 46849LUX7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1861000 | PA      | $1869639.86   | 0.31%             | 2026-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                        | VICI Properties LP / VICI Note Co Inc                                                                                                      | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |    546000 | PA      | $551515.69    | 0.09%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN CORP                             | NorthWestern Corp                                                                                                                          | CUSIP: 66807TAA0<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |   1848000 | PA      | $1868733.17   | 0.31%             | 2030-03-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14479900 | PA      | $14478203.10  | 2.43%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                                                                                                            | CUSIP: 3140XP5W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2470531 | PA      | $2548478.50   | 0.43%             | 2039-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                    | Flagship Credit Auto Trust 2022-4                                                                                                          | CUSIP: 33843XAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    181971 | PA      | $182207.73    | 0.03%             | 2027-06-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust        | Santander Drive Auto Receivables Trust 2024-2                                                                                              | CUSIP: 80286YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1680000 | PA      | $1703363.42   | 0.29%             | 2029-07-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                       | Hyundai Capital America                                                                                                                    | CUSIP: 44891ACL9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1737000 | PA      | $1738883.71   | 0.29%             | 2025-08-04      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                          | Las Vegas Sands Corp                                                                                                                       | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    181000 | PA      | $183273.91    | 0.03%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust           | Citigroup Commercial Mortgage Trust 2017-P7                                                                                                | CUSIP: 17325HBP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1560000 | PA      | $1523140.63   | 0.26%             | 2050-04-14      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                           | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1579323.74   | 0.27%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                        | Cadence Design Systems Inc                                                                                                                 | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    166000 | PA      | $165430.12    | 0.03%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                   | Long: B29760411 IRS USD R V 12MSOFR 429760413 CCPOIS / Short: B29760411 IRS USD P F  4.28708 429760412 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  39850000 | OU      | $-1199470.85  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                    | Navient Private Education Refi Loan Trust 2022-A                                                                                           | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    124372 | PA      | $111402.67    | 0.02%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                              | ABN AMRO Bank NV                                                                                                                           | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $305764.66    | 0.05%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                            | Regal Rexnord Corp                                                                                                                         | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1029000 | PA      | $1034553.63   | 0.17%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                    | US Bancorp                                                                                                                                 | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1848570.45   | 0.31%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                     | GATX Corp                                                                                                                                  | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    184000 | PA      | $185955.42    | 0.03%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                              | LPL Holdings Inc                                                                                                                           | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    434000 | PA      | $434695.35    | 0.07%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                          | Glencore Funding LLC                                                                                                                       | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    623000 | PA      | $630209.06    | 0.11%             | 2027-04-04      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                          | BAT International Finance PLC                                                                                                              | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    348000 | PA      | $363572.09    | 0.06%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ITR Concession Co LLC                         | ITR Concession Co LLC                                                                                                                      | CUSIP: 450636AA3<br>LEI: 5493007GBY3OBTILCX44 | Long             | DBT              | CORP              | US        |    725000 | PA      | $723831.85    | 0.12%             | 2025-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                       | SCF Equipment Leasing 2024-1 LLC                                                                                                           | CUSIP: 783896AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1742944.04   | 0.29%             | 2032-01-20      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST          | Mercedes-Benz Auto Receivables Trust 2023-2                                                                                                | CUSIP: 58769FAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1556041.20   | 0.26%             | 2031-01-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                               | Tyson Foods Inc                                                                                                                            | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    133000 | PA      | $136544.57    | 0.02%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                      | Lloyds Banking Group PLC                                                                                                                   | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    392000 | PA      | $396593.52    | 0.07%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust           | Exeter Automobile Receivables Trust 2024-2                                                                                                 | CUSIP: 30166DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1530000 | PA      | $1546651.60   | 0.26%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co                                | KFC Holding Co 2021 Term Loan B                                                                                                            | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |   1461108 | PA      | $1471153.05   | 0.25%             | 2028-03-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                  | GS Mortgage Securities Trust 2015-GC34                                                                                                     | CUSIP: 36250VAD4<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |    685000 | PA      | $679880.17    | 0.11%             | 2048-10-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd                                   | Bacardi Ltd                                                                                                                                | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   1500000 | PA      | $1496927.66   | 0.25%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KODIT GLOBAL 2024-1                           | KODIT Global 2024-1 Co Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KR        |    583000 | PA      | $590285.70    | 0.10%             | 2027-05-29      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                     | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F052474<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10831000 | PA      | $10974590.14  | 1.84%             | 2040-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                    | Affirm Asset Securitization Trust 2024-A                                                                                                   | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    345000 | PA      | $346237.93    | 0.06%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                        | Alliant Energy Finance LLC                                                                                                                 | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    177000 | PA      | $178912.96    | 0.03%             | 2027-06-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO Ltd                           | 522 Funding CLO 2020-6 Ltd                                                                                                                 | CUSIP: 33835AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2170000 | PA      | $2166875.20   | 0.36%             | 2034-10-23      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                    | GLS Auto Receivables Issuer Trust 2023-3                                                                                                   | CUSIP: 36267PAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29673 | PA      | $29688.48     | 0.00%             | 2027-03-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                 | AIB Group PLC                                                                                                                              | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    269000 | PA      | $283050.50    | 0.05%             | 2029-09-13      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust              | First National Master Note Trust                                                                                                           | CUSIP: 32113CCB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1865000 | PA      | $1899253.71   | 0.32%             | 2030-05-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                      | Vistra Operations Co LLC                                                                                                                   | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    304000 | PA      | $298397.27    | 0.05%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                        | Morgan Stanley Bank NA                                                                                                                     | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    833000 | PA      | $841598.95    | 0.14%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                  | Barclays PLC                                                                                                                               | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2020000 | PA      | $2032009.53   | 0.34%             | 2029-02-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                 | Citigroup Inc                                                                                                                              | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1101000 | PA      | $1099483.55   | 0.18%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                         | Pinnacle West Capital Corp                                                                                                                 | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    131000 | PA      | $132047.18    | 0.02%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                             | Eversource Energy                                                                                                                          | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    881000 | PA      | $882207.08    | 0.15%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                  | Centene Corp                                                                                                                               | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    713000 | PA      | $657112.28    | 0.11%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MARS INC                                      | Mars Inc                                                                                                                                   | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1807000 | PA      | $1815927.10   | 0.31%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                             | Hyatt Hotels Corp                                                                                                                          | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127171.80    | 0.02%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                       | GA Global Funding Trust                                                                                                                    | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    158000 | PA      | $161346.71    | 0.03%             | 2029-01-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                            | Southwest Gas Corp                                                                                                                         | CUSIP: 845011AF2<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    883000 | PA      | $904759.80    | 0.15%             | 2027-12-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                  | Enbridge Inc                                                                                                                               | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    226000 | PA      | $229878.04    | 0.04%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust        | Santander Drive Auto Receivables Trust 2023-5                                                                                              | CUSIP: 80286PAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1855000 | PA      | $1889027.01   | 0.32%             | 2029-12-17      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                             | State Street Corp                                                                                                                          | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    525000 | PA      | $526364.10    | 0.09%             | 2028-04-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust               | Citizens Auto Receivables Trust 2023-1                                                                                                     | CUSIP: 17331KAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1219206.72   | 0.20%             | 2030-10-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust               | Citizens Auto Receivables Trust 2023-2                                                                                                     | CUSIP: 17295FAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2325000 | PA      | $2342073.64   | 0.39%             | 2028-02-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                   | Post Road Equipment Finance 2025-1 LLC                                                                                                     | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1130000 | PA      | $1134449.71   | 0.19%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                            | Energy Transfer LP                                                                                                                         | CUSIP: 226373AQ1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    806000 | PA      | $806042.77    | 0.14%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                      | Octane Receivables Trust 2022-2                                                                                                            | CUSIP: 67578XAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1036000 | PA      | $1039649.83   | 0.17%             | 2028-07-20      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                 | Boeing Co/The                                                                                                                              | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    711000 | PA      | $748034.70    | 0.13%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                       | GA Global Funding Trust                                                                                                                    | CUSIP: 36143L2D6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1220095.04   | 0.21%             | 2028-09-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                             | Kinder Morgan Inc                                                                                                                          | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    550000 | PA      | $556323.57    | 0.09%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Trust   | Navistar Financial Dealer Note Master Owner Trust                                                                                          | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1155000 | PA      | $1164127.27   | 0.20%             | 2029-04-25      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                         | Bank of Ireland Group PLC                                                                                                                  | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $501901.50    | 0.08%             | 2026-09-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust               | Citizens Auto Receivables Trust 2023-1                                                                                                     | CUSIP: 17331KAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1007902 | PA      | $1014380.52   | 0.17%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                        | Morgan Stanley Bank NA                                                                                                                     | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    711000 | PA      | $710747.39    | 0.12%             | 2027-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS                       | Duquesne Light Holdings Inc                                                                                                                | CUSIP: 266233AG0<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |   1006000 | PA      | $972761.91    | 0.16%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                         | Antero Resources Corp                                                                                                                      | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    926000 | PA      | $948479.58    | 0.16%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| RTX Corporation                               | RTX Corporation Term Loan                                                                                                                  | CUSIP: 000000000<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | LON              | CORP              | US        |   2000000 | PA      | $1997500.00   | 0.34%             | 2026-11-06      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                               | Rolls-Royce PLC                                                                                                                            | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |   1481000 | PA      | $1515079.29   | 0.25%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23000000 | PA      | $23055703.24  | 3.88%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust         | Westlake Automobile Receivables Trust 2023-1                                                                                               | CUSIP: 96042XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41544 | PA      | $41555.02     | 0.01%             | 2028-01-18      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust               | Citizens Auto Receivables Trust 2023-2                                                                                                     | CUSIP: 17295FAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1040000 | PA      | $1057044.56   | 0.18%             | 2030-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                    | LAD Auto Receivables Trust 2024-2                                                                                                          | CUSIP: 505920AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1005000 | PA      | $1011215.12   | 0.17%             | 2028-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                          | Glencore Funding LLC                                                                                                                       | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    479000 | PA      | $484755.96    | 0.08%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-ICON                                                                           | CUSIP: 46650RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    192050 | PA      | $188693.14    | 0.03%             | 2034-01-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                             | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    549000 | PA      | $550356.88    | 0.09%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MARS INC                                      | Mars Inc                                                                                                                                   | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    341000 | PA      | $341479.33    | 0.06%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC   | BBCMS Mortgage Trust 2025-5C34                                                                                                             | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770000 | PA      | $796660.33    | 0.13%             | 2058-05-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Bank                                          | BANK 2017-BNK7                                                                                                                             | CUSIP: 06541XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1292129 | PA      | $1258043.41   | 0.21%             | 2060-09-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                       | Verdant Receivables 2024-1 LLC                                                                                                             | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1372175 | PA      | $1392142.00   | 0.23%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust           | PenFed Auto Receivables Owner Trust 2022-A                                                                                                 | CUSIP: 706874AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    974000 | PA      | $972611.27    | 0.16%             | 2028-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                         | US Bank NA/Cincinnati OH                                                                                                                   | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    538000 | PA      | $538709.87    | 0.09%             | 2028-05-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                         | SBNA Auto Lease Trust 2025-A                                                                                                               | CUSIP: 78437KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    965000 | PA      | $968098.33    | 0.16%             | 2028-04-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                        | Philip Morris International Inc                                                                                                            | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    361000 | PA      | $365580.11    | 0.06%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust         | NextGear Floorplan Master Owner Trust                                                                                                      | CUSIP: 65341KCF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1520000 | PA      | $1521022.05   | 0.26%             | 2030-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bank5                                         | BANK5 Trust 2024-5YR6                                                                                                                      | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1467681.18   | 0.25%             | 2057-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                  | HSBC USA Inc                                                                                                                               | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    488000 | PA      | $489441.04    | 0.08%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                           | American Tower Corp                                                                                                                        | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1474000 | PA      | $1450936.48   | 0.24%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH                        | Molex Electronic Technologies LLC                                                                                                          | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    548000 | PA      | $548814.91    | 0.09%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                       | JP Morgan REPO 4.12% 6-2-2025                                                                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | RA               | CORP              | US        |   5075000 | PA      | $5075000.00   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                | Solventum Corp                                                                                                                             | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    869000 | PA      | $886981.58    | 0.15%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15985000 | PA      | $16069295.94  | 2.70%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                                                                                                   | CUSIP: 38378XFF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6378 | PA      | $5750.60      | 0.00%             | 2048-01-16      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                     | Prosus NV                                                                                                                                  | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $700328.62    | 0.12%             | 2025-07-21      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                          | Glencore Funding LLC                                                                                                                       | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    618000 | PA      | $629564.60    | 0.11%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                       | Brighthouse Financial Global Funding                                                                                                       | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    661000 | PA      | $669751.85    | 0.11%             | 2027-04-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                      | Volkswagen Group of America Finance LLC                                                                                                    | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    269000 | PA      | $269081.19    | 0.05%             | 2027-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII           | Bayview Opportunity Master Fund VII 2024-CAR1 LLC                                                                                          | CUSIP: 07336QAC6<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |    642209 | PA      | $645072.90    | 0.11%             | 2031-12-26      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                      | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                  | CUSIP: 00774MAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    778000 | PA      | $777067.64    | 0.13%             | 2025-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                        | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37319.10     | 0.01%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                      | Icon Investments Six DAC                                                                                                                   | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   2439000 | PA      | $2500071.00   | 0.42%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                       | Development Bank of Japan Inc                                                                                                              | CUSIP: 25159MBP1<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |   1706000 | PA      | $1701236.42   | 0.29%             | 2027-08-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                     | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050460<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    315000 | PA      | $315183.67    | 0.05%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                              | Altria Group Inc                                                                                                                           | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1366630.10   | 0.23%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                           | American Tower Corp                                                                                                                        | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1093000 | PA      | $1064140.40   | 0.18%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                         | HPEFS Equipment Trust 2023-2                                                                                                               | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1035000 | PA      | $1051842.76   | 0.18%             | 2031-07-21      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                             | ITC Holdings Corp                                                                                                                          | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    307000 | PA      | $309044.98    | 0.05%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BX Trust                                      | BX Commercial Mortgage Trust 2024-XL5                                                                                                      | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410727 | PA      | $411467.03    | 0.07%             | 2041-03-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                   | BNP Paribas SA                                                                                                                             | CUSIP: 09659W2V5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    259000 | PA      | $261717.92    | 0.04%             | 2029-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                        | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    826592 | PA      | $817670.43    | 0.14%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                        | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325377.19    | 0.05%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                         | Rio Tinto Finance USA PLC                                                                                                                  | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1282000 | PA      | $1296831.32   | 0.22%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                      | Jackson National Life Global Funding                                                                                                       | CUSIP: 46849LUZ2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    436000 | PA      | $439688.62    | 0.07%             | 2026-04-10      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                           | American Express Co                                                                                                                        | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    603000 | PA      | $606488.08    | 0.10%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                      | Public Service Enterprise Group Inc                                                                                                        | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    320000 | PA      | $329932.44    | 0.06%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                              | LPL Holdings Inc                                                                                                                           | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1232000 | PA      | $1222512.63   | 0.21%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                         | RIO TINTO FIN USA PLC                                                                                                                      | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    429000 | PA      | $430881.65    | 0.07%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                              | CIFC Funding 2013-II Ltd                                                                                                                   | CUSIP: 12549BAY4<br>LEI: 2549009RG3XZEWMXDF59 | Long             | ABS-CBDO         | CORP              | KY        |    505801 | PA      | $506307.47    | 0.09%             | 2030-10-18      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                   | HONEYWELL INTERNATIONAL INC TERM LOAN A1                                                                                                   | CUSIP: 43852TCF0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1001250.00   | 0.17%             | 2027-05-07      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO                          | Liberty Utilities Co                                                                                                                       | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    423000 | PA      | $432532.50    | 0.07%             | 2029-01-31      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                       | Imperial Brands Finance PLC                                                                                                                | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   2326000 | PA      | $2387016.12   | 0.40%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                      | Icon Investments Six DAC                                                                                                                   | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    265000 | PA      | $269500.56    | 0.05%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                             | Japan Tobacco Inc                                                                                                                          | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    870000 | PA      | $888173.55    | 0.15%             | 2030-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                         | Truist Financial Corp                                                                                                                      | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    158000 | PA      | $158893.65    | 0.03%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                   | Oracle Corp                                                                                                                                | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    358000 | PA      | $338254.85    | 0.06%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                       | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2287000 | PA      | $2210222.19   | 0.37%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                    | FIXED INC CLEARING CORP.REPO                                                                                                               | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   2392822 | PA      | $2392821.92   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                      | Santander UK Group Holdings PLC                                                                                                            | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    391000 | PA      | $406055.51    | 0.07%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies              | Carlyle Global Market Strategies CLO 2014-2R Ltd                                                                                           | CUSIP: 14314LAC9<br>LEI: 549300K65HYRGER5BW54 | Long             | ABS-CBDO         | CORP              | KY        |    151536 | PA      | $151712.70    | 0.03%             | 2031-05-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                      | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1150000 | PA      | $1151658.78   | 0.19%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                        | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146506.44    | 0.02%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                          | Bank of America Corp                                                                                                                       | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    220000 | PA      | $212865.27    | 0.04%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                            | Regal Rexnord Corp                                                                                                                         | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    492000 | PA      | $505257.27    | 0.08%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP     | Invitation Homes Operating Partnership LP 2024 Term Loan                                                                                   | CUSIP: 46187CAJ0<br>LEI: 549300147YMUQB3GW319 | Long             | LON              |  | US        |    707000 | PA      | $696395.00    | 0.12%             | 2028-09-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20511500 | PA      | $20579604.54  | 3.46%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MSCG Trust                                    | MSCG Trust 2015-ALDR                                                                                                                       | CUSIP: 55352NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       559 | PA      | $558.54       | 0.00%             | 2035-06-07      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                 | Aircastle Ltd                                                                                                                              | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1477000 | PA      | $1476141.01   | 0.25%             | 2025-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                       | Hyundai Capital America                                                                                                                    | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    335000 | PA      | $336872.72    | 0.06%             | 2026-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                             | Tampa Electric Co                                                                                                                          | CUSIP: 875127BM3<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    445000 | PA      | $452509.17    | 0.08%             | 2029-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust            | Ellington Financial Mortgage Trust 2020-1                                                                                                  | CUSIP: 31574PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4742 | PA      | $4687.56      | 0.00%             | 2065-05-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                        | RR 26 Ltd                                                                                                                                  | CUSIP: 74989MAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1494975.00   | 0.25%             | 2038-04-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                      | Amcor Flexibles North America Inc                                                                                                          | CUSIP: 02344AAD0<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    164000 | PA      | $165175.59    | 0.03%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                  | UBS Group AG                                                                                                                               | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2211000 | PA      | $2222823.17   | 0.37%             | 2027-01-12      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-26

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

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer