# EDGAR Filing Document

**Accession Number:** 0000855396
**File Stem:** 0001752724-23-047461
**Filing Date:** 2023-2
**Character Count:** 189046
**Document Hash:** b8a7adf8f34907d3ee3687986c1a355d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-047461.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-047461

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LORD ABBETT SERIES FUND INC
- **CENTRAL INDEX KEY:** 0000855396
- **IRS NUMBER:** 133536969
- **STATE OF INCORPORATION:** NY
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05876
- **FILM NUMBER:** 23684748

**BUSINESS ADDRESS:**
- **STREET 1:** 90 HUDSON STREET
- **STREET 2:** 11TH FLOOR
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302
- **BUSINESS PHONE:** 201-827-2000

**MAIL ADDRESS:**
- **STREET 1:** 90 HUDSON STREET
- **STREET 2:** 11TH FLOOR
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302

## Series and Classes Contracts Data

### Total Return Portfolio (Series ID: S000028721)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000087852 | Class VC     |  |

## 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 SERIES FUND INC

- **b. Investment Company Act file number:** 811-05876

- **c. CIK number of Registrant:** 0000855396

- **d. LEI of Registrant:** 549300MNKALF1QZZNY95

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

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

  - **City:** JERSEY CITY

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07302

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

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

- **a. Name of Series:** Total Return Portfolio

- **b. EDGAR series identifier (if any):** S000028721

- **c. LEI of Series:** 549300WNI7Z4R98NYC03

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $805574360.71

**Total Liabilities:** $221069971.31

**Net Assets:** $584504389.40

**Delayed Delivery Securities:** $134158656.20

**Cash Not Reported:** $5596901.70

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -771.64000000 | **1-Year:** -19514.65000000 | **5-Year:** -59763.01000000 | **10-Year:** -58774.76000000 | **30-Year:** -6628.08000000

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

- **3-Month:** -66.44000000 | **1-Year:** -2157.40000000 | **5-Year:** -18845.88000000 | **10-Year:** -4922.82000000 | **30-Year:** -366.75000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000087852 | -1.20%               | 3.35%                | -0.40%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7948438.40             | $2122486.58                                |
| Month 2  | $-3445746.21             | $18796819.70                               |
| Month 3  | $-1961682.35             | $-1403280.80                               |

**Designated Index Information**

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

- **Index Identifier:** BCF2T

### Schedule of Portfolio Investments

| Name                                                       | Title                                                                                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| WESTPAC BANKING CORP                                       | Westpac Banking Corp                                                                                               | CUSIP: 961214EM1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    912000 | PA      | $836791.34    | 0.14%             | 2030-02-04      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                                     | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1088000 | PA      | $791400.29    | 0.14%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                    | Macy's Retail Holdings LLC                                                                                         | CUSIP: 55617LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    617000 | PA      | $547200.58    | 0.09%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                                                     | CUSIP: 09659T2A8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1296000 | PA      | $1147413.83   | 0.20%             | 2033-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F050429<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    313000 | PA      | $313780.15    | 0.05%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MHP LUX SA                                                 | MHP Lux SA                                                                                                         | CUSIP: 59318YAB4<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |    829000 | PA      | $394297.27    | 0.07%             | 2029-09-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                                                   | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4260000 | PA      | $2294159.78   | 0.39%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                         | CUSIP: 21H032613<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1525000 | PA      | $1401364.77   | 0.24%             | 2053-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                       | Verizon Master Trust                                                                                               | CUSIP: 92348KBC6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   2820000 | PA      | $2837799.84   | 0.49%             | 2027-11-22      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: SPP809NO5 CDS USD R F  1.00000 F_SPP809NO5 CCPCDX / Short: SPP809NO5 CDS USD P V 03MEVENT P_SPP809NO5 CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  12750000 | OU      | $106576.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                 | Cigna Corp                                                                                                         | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2832000 | PA      | $2378813.48   | 0.41%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                    | SCF Equipment Leasing 2021-1 LLC                                                                                   | CUSIP: 783897AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1369000 | PA      | $1204937.81   | 0.21%             | 2030-09-20      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                    | Standard Industries Inc/NJ                                                                                         | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    677000 | PA      | $553115.48    | 0.09%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                        | American Express Co                                                                                                | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1118217.04   | 0.19%             | 2033-08-03      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN GRP/FIN                                   | Neuberger Berman Group LLC / Neuberger Berman Finance Corp                                                         | CUSIP: 64128XAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    677000 | PA      | $549353.44    | 0.09%             | 2045-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                    | GA Global Funding Trust                                                                                            | CUSIP: 36143L2J3<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1689000 | PA      | $1617943.26   | 0.28%             | 2025-04-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F040628<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2967000 | PA      | $2783659.63   | 0.48%             | 2053-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                                                   | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1873000 | PA      | $1741960.07   | 0.30%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                            | Danske Bank A/S                                                                                                    | CUSIP: 23636AAR2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $183758.25    | 0.03%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140QMT53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2248895 | PA      | $1925675.38   | 0.33%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                | Hertz Vehicle Financing III LP                                                                                     | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1669000 | PA      | $1455598.49   | 0.25%             | 2027-12-27      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                        | Senegal Government International Bond                                                                              | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    640000 | PA      | $530795.52    | 0.09%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                           | Bain Capital Credit CLO 2019-2                                                                                     | CUSIP: 05682LAJ6<br>LEI: 549300WZ8E2KQS66KT95 | Long             | ABS-CBDO         | CORP              | KY        |   1690000 | PA      | $1654227.23   | 0.28%             | 2032-10-17      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                      | Time Warner Cable LLC                                                                                              | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    211000 | PA      | $210108.63    | 0.04%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2021-DNA6                                                                            | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1427000 | PA      | $1357390.23   | 0.23%             | 2041-10-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                        | Alfa Desarrollo SpA                                                                                                | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |    988384 | PA      | $752798.50    | 0.13%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                           | ABN AMRO Bank NV                                                                                                   | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $580152.38    | 0.10%             | 2037-03-13      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan Trust                         | New Century Home Equity Loan Trust Series 2005-A                                                                   | CUSIP: 64352VMA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2787 | PA      | $2633.71      | 0.00%             | 2035-08-25      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                                                        | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1167484.97   | 0.20%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                         | Viterra Finance BV                                                                                                 | CUSIP: 92852LAC3<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |   1219000 | PA      | $1148879.15   | 0.20%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                               | Centene Corp                                                                                                       | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    869000 | PA      | $816919.27    | 0.14%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                | BBCMS 2019-BWAY Mortgage Trust                                                                                     | CUSIP: 05492NAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    288000 | PA      | $264806.09    | 0.05%             | 2034-11-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                             | CPS Auto Receivables Trust 2020-C                                                                                  | CUSIP: 12597TAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    214688 | PA      | $213340.47    | 0.04%             | 2026-08-17      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                                         | SunCoke Energy Inc                                                                                                 | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    643000 | PA      | $552779.06    | 0.09%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                   | Occidental Petroleum Corp                                                                                          | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1719000 | PA      | $1780256.57   | 0.30%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2021-2                                                                                  | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1051807 | PA      | $878384.33    | 0.15%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                     | Lending Funding Trust 2020-2                                                                                       | CUSIP: 51507KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1840000 | PA      | $1604041.34   | 0.27%             | 2031-04-21      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                        | New Residential Mortgage Loan Trust 2020-NQM1                                                                      | CUSIP: 64830VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     78663 | PA      | $70454.04     | 0.01%             | 2060-01-26      | Variable      | 2.46%                 | 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        |   2010000 | PA      | $1980116.93   | 0.34%             | 2027-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac Structured Agency Credit Risk Debt Notes                                                               | CUSIP: 35564KB24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1678670 | PA      | $1687927.09   | 0.29%             | 2042-07-25      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                    | United Rentals North America Inc                                                                                   | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    155000 | PA      | $132768.59    | 0.02%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                 | Flagship Credit Auto Trust 2021-1                                                                                  | CUSIP: 33843WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    139267 | PA      | $138557.28    | 0.02%             | 2025-06-16      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                      | Westlake Automobile Receivables Trust 2020-3                                                                       | CUSIP: 96042QAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1450000 | PA      | $1390561.89   | 0.24%             | 2026-06-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                                               | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $802784.85    | 0.14%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F062622<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1917000 | PA      | $1960862.99   | 0.34%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                    | SCF Equipment Leasing 2019-2 LLC                                                                                   | CUSIP: 784034AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1442000 | PA      | $1389692.17   | 0.24%             | 2026-08-20      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                              | Citigroup Inc                                                                                                      | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2186000 | PA      | $2045857.90   | 0.35%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                           | Crown Castle Inc                                                                                                   | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   2308000 | PA      | $2024474.36   | 0.35%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond - WI Reopening                                                                    | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3990000 | PA      | $3907706.25   | 0.67%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                         | Southwest Gas Corp                                                                                                 | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |   1373000 | PA      | $1209337.14   | 0.21%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                           | First Investors Auto Owner Trust 2021-1                                                                            | CUSIP: 32059FAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $880430.30    | 0.15%             | 2027-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                       | Bank of America Corp                                                                                               | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3996000 | PA      | $3694258.76   | 0.63%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                 | Cigna Corp                                                                                                         | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    295000 | PA      | $285106.20    | 0.05%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust                  | Santander Consumer Auto Receivables Trust 2021-A                                                                   | CUSIP: 80282YAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1386000 | PA      | $1249474.29   | 0.21%             | 2027-03-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                       | Deephaven Residential Mortgage Trust 2021-3                                                                        | CUSIP: 24381VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1923036 | PA      | $1572775.99   | 0.27%             | 2066-08-25      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                 | US Bancorp                                                                                                         | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2235000 | PA      | $2127128.46   | 0.36%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                   | Santander UK Group Holdings PLC                                                                                    | CUSIP: 80281LAH8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1846000 | PA      | $1846000.00   | 0.32%             | 2024-01-05      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2610000 | PA      | $2512304.54   | 0.43%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                     | Advanced Micro Devices Inc                                                                                         | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $915933.87    | 0.16%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                   | Export Development Canada                                                                                          | CUSIP: 30216BJQ6<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   1400000 | PA      | $1319367.01   | 0.23%             | 2024-05-26      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140XH3N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2520221 | PA      | $2510869.59   | 0.43%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                     | GE HealthCare Technologies Inc                                                                                     | CUSIP: 36267VAE3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   2613000 | PA      | $2648156.61   | 0.45%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Corp Trust 2022-AGSS                                                                        | CUSIP: 36265XAA9<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   1820000 | PA      | $1803529.36   | 0.31%             | 2039-08-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                     | UBS AG                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   1399000 | PA      | $1383811.06   | 0.24%             | 2024-05-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                              | TransDigm Inc                                                                                                      | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    639000 | PA      | $562974.98    | 0.10%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                               | Calpine Corp                                                                                                       | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    609000 | PA      | $544645.63    | 0.09%             | 2028-03-15      | Fixed         | 5.12%                 | 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        |   1330000 | PA      | $1305736.38   | 0.22%             | 2031-04-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                        | DBWF 2018-GLKS Mortgage Trust                                                                                      | CUSIP: 23307GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1068861.75   | 0.18%             | 2030-12-19      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Nvent Finance Sarl                                         | nVent Finance Sarl                                                                                                 | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |   2097000 | PA      | $1929172.37   | 0.33%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.           | Freddie Mac Multifamily Structured Pass Through Certificates                                                       | CUSIP: 3137H7QH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2596000 | PA      | $2219195.79   | 0.38%             | 2032-05-25      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                                                   | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3572460.92   | 0.61%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EXPORT FIN & INS CORP                                      | Export Finance & Insurance Corp                                                                                    | CUSIP: 30220L2B9<br>LEI: 213800XAAULSUYWPBB61 | Long             | DBT              | NUSS              | AU        |   1455000 | PA      | $1471341.05   | 0.25%             | 2027-10-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140XFJT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1407076 | PA      | $1216304.30   | 0.21%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                        | Minejesa Capital BV                                                                                                | CUSIP: 602736AA8<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |   1335000 | PA      | $1175067.00   | 0.20%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                        | Sprint Capital Corp                                                                                                | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   1122000 | PA      | $1337822.31   | 0.23%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                        | COMM 2014-CCRE19 Mortgage Trust                                                                                    | CUSIP: 12592GBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440784 | PA      | $4816.63      | 0.00%             | 2047-08-10      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                | Workday Inc                                                                                                        | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1142336.13   | 0.20%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                            | HGI CRE CLO 2021-FL1 Ltd                                                                                           | CUSIP: 40441LAG1<br>LEI: 549300VYJ293N0KO2L78 | Long             | ABS-CBDO         | CORP              | KY        |   1150000 | PA      | $1071017.06   | 0.18%             | 2036-06-16      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US ULTRA BOND CBT MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       248 | NC      | $-901680.29   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Group Ltd                                        | Macquarie Group Ltd                                                                                                | CUSIP: 55608JAN8<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   1931000 | PA      | $1806265.59   | 0.31%             | 2029-03-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                      | Westlake Automobile Receivables Trust 2019-2                                                                       | CUSIP: 96041LAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    703522 | PA      | $702070.76    | 0.12%             | 2024-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2022-HQA3                                                                            | CUSIP: 35564KE39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    861692 | PA      | $861256.81    | 0.15%             | 2042-08-25      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                    | New Jersey Transportation Trust Fund Authority                                                                     | CUSIP: 6461366S5<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |   1140000 | PA      | $918929.60    | 0.16%             | 2042-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                           | CIFC Funding 2014-V Ltd                                                                                            | CUSIP: 12550AAT3<br>LEI: 549300Y56VCWZJQV2Z14 | Long             | ABS-CBDO         | CORP              | KY        |    640000 | PA      | $632132.36    | 0.11%             | 2031-10-17      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                        | Medline Borrower LP                                                                                                | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    663000 | PA      | $535534.94    | 0.09%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TCW Gem Ltd                                                | TCW CLO 2022-1 Ltd                                                                                                 | CUSIP: 871969AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1462899.66   | 0.25%             | 2033-04-22      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                     | Aviation Capital Group LLC                                                                                         | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    812000 | PA      | $707764.31    | 0.12%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                        | Petroleos Mexicanos                                                                                                | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1768000 | PA      | $1391773.14   | 0.24%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Connecticut Avenue Securities Trust 2021-R01                                                                       | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    820000 | PA      | $799700.90    | 0.14%             | 2041-10-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 20754KAB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    790000 | PA      | $736415.49    | 0.13%             | 2041-11-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                           | BAT Capital Corp                                                                                                   | CUSIP: 05526DAZ8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1432000 | PA      | $1379742.27   | 0.24%             | 2024-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                         | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    422000 | PA      | $424491.53    | 0.07%             | 2053-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                          | CUSIP: 00774MAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    523000 | PA      | $518224.99    | 0.09%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                       | Signal Peak CLO 8 Ltd                                                                                              | CUSIP: 56845NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2004915 | PA      | $1954963.32   | 0.33%             | 2033-04-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140XHXH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2648634 | PA      | $2278590.88   | 0.39%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                    | Japan International Cooperation Agency                                                                             | CUSIP: 47109LAF1<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |   1516000 | PA      | $1438206.46   | 0.25%             | 2027-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                       | Glencore Funding LLC                                                                                               | CUSIP: 378272AV0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1297000 | PA      | $1245795.08   | 0.21%             | 2029-03-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US 10YR ULTRA FUT MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -193 | NC      | $130258.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                                                             | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1368000 | PA      | $1400976.52   | 0.24%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                     | Santander Drive Auto Receivables Trust 2022-6                                                                      | CUSIP: 802918AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2310000 | PA      | $2236073.53   | 0.38%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                               | NiSource Inc                                                                                                       | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1952000 | PA      | $1697122.99   | 0.29%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.           | Freddie Mac Multifamily Structured Pass Through Certificates                                                       | CUSIP: 3137H9C98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1402000 | PA      | $1315670.87   | 0.23%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust              | J.P. Morgan Chase Commercial Mortgage SecuritiesTrust 2018-MINN                                                    | CUSIP: 46650GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    542000 | PA      | $518310.21    | 0.09%             | 2035-11-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                         | CUSIP: 21H060622<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6801000 | PA      | $6897370.99   | 1.18%             | 2053-02-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAREDO PETROLEUM INC                                       | Laredo Petroleum Inc                                                                                               | CUSIP: 516806AF3<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    579000 | PA      | $571588.83    | 0.10%             | 2025-01-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F030629<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3127000 | PA      | $2747442.43   | 0.47%             | 2053-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust                  | Santander Consumer Auto Receivables Trust 2020-B                                                                   | CUSIP: 802830AR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2081000 | PA      | $2006310.41   | 0.34%             | 2026-04-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140XDPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1276136 | PA      | $1181642.76   | 0.20%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                      | American Airlines Inc                                                                                              | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    352000 | PA      | $378339.90    | 0.06%             | 2025-07-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                        | Citigroup Commercial Mortgage Trust 2016-GC36                                                                      | CUSIP: 17324TAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $682317.38    | 0.12%             | 2049-02-10      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Packaging Coordinators Midco, Inc.                         | Packaging Coordinators Midco, Inc. 2020 1st Lien Term Loan                                                         | CUSIP: 69515EAH5<br>LEI: 549300SL20D7D39KSB12 | Long             | LON              | CORP              | US        |    668569 | PA      | $635739.35    | 0.11%             | 2027-11-30      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                     | VICI Properties LP / VICI Note Co Inc                                                                              | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              |  | US        |   1000000 | PA      | $992135.00    | 0.17%             | 2024-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                    | Japan Bank for International Cooperation                                                                           | CUSIP: 471048CT3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1998000 | PA      | $1955135.07   | 0.33%             | 2025-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140X7YL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    944851 | PA      | $817213.28    | 0.14%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                         | CUSIP: 21H030625<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8750000 | PA      | $7799002.49   | 1.33%             | 2053-02-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS PWR & LIGHT                                   | Indianapolis Power & Light Co                                                                                      | CUSIP: 455434BV1<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |   2543000 | PA      | $2616182.35   | 0.45%             | 2032-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140X7TQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4187696 | PA      | $3623100.09   | 0.62%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: SPP0096I4 CDS USD R F  1.00000 F_SPP0096I4 CCPCDX / Short: SPP0096I4 CDS USD P V 03MEVENT P_SPP0096I4 CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  11950000 | OU      | $-693873.30   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                        | Exeter Automobile Receivables Trust 2018-3                                                                         | CUSIP: 30166PAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1940000 | PA      | $1937496.62   | 0.33%             | 2024-08-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140QPAL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1281559 | PA      | $1221914.95   | 0.21%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                                                   | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5043000 | PA      | $4458500.77   | 0.76%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                   | California Resources Corp                                                                                          | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    642000 | PA      | $617745.24    | 0.11%             | 2026-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                                                        | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2024000 | PA      | $1683126.48   | 0.29%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                         | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1334000 | PA      | $1322049.65   | 0.23%             | 2053-01-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                   | Jacobs Entertainment Inc                                                                                           | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    609000 | PA      | $550493.98    | 0.09%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                     | CCO Holdings LLC / CCO Holdings Capital Corp                                                                       | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1312000 | PA      | $1134486.40   | 0.19%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                           | OneMain Financial Issuance Trust 2020-2                                                                            | CUSIP: 682696AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2745000 | PA      | $2295938.31   | 0.39%             | 2035-09-14      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                 | Flagship Credit Auto Trust 2018-3                                                                                  | CUSIP: 33844PAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1425000 | PA      | $1395601.40   | 0.24%             | 2025-12-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty Ltd                                    | Ausgrid Finance Pty Ltd                                                                                            | CUSIP: 052113AB3<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |   1118000 | PA      | $1038657.50   | 0.18%             | 2028-08-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                   | CUSIP: 3132DNTX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2776741 | PA      | $2766438.35   | 0.47%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd            | Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd                                                             | CUSIP: 03881EAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    330000 | PA      | $302595.67    | 0.05%             | 2036-05-15      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                        | Sprint Capital Corp                                                                                                | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    520000 | PA      | $540901.40    | 0.09%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                    | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                                                        | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1663000 | PA      | $1576889.21   | 0.27%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                | Netflix Inc                                                                                                        | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1833000 | PA      | $1889763.23   | 0.32%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                          | State Street Corp                                                                                                  | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    994000 | PA      | $921157.25    | 0.16%             | 2033-08-04      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria Government International Bond                                                                              | CUSIP: 65412JAD5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    605000 | PA      | $465459.78    | 0.08%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                   | CUSIP: 3132AAVU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1113395 | PA      | $1041576.66   | 0.18%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                                                        | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    577000 | PA      | $605723.16    | 0.10%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                                    | Alcoa Nederland Holding BV                                                                                         | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    634000 | PA      | $563374.71    | 0.10%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                      | GM Financial Automobile Leasing Trust 2022-2                                                                       | CUSIP: 36266FAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2655656 | PA      | $2625420.28   | 0.45%             | 2024-10-21      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                     | Diamondback Energy Inc                                                                                             | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    665000 | PA      | $584875.04    | 0.10%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                        | Starwood Mortgage Residential Trust 2020-3                                                                         | CUSIP: 85573MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    416569 | PA      | $383184.01    | 0.07%             | 2065-04-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                          | CPPIB Capital Inc                                                                                                  | CUSIP: 22411VAV0<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |   3800000 | PA      | $3870876.23   | 0.66%             | 2025-04-04      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                   | Constellation Energy Generation LLC                                                                                | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1303000 | PA      | $1334836.03   | 0.23%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                             | Carvana Auto Receivables Trust 2020-NP1                                                                            | CUSIP: 14687PAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1383034.95   | 0.24%             | 2027-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                   | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                          | CUSIP: 71568PAN9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |   1390000 | PA      | $1142632.40   | 0.20%             | 2030-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                   | Cheniere Energy Partners LP                                                                                        | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    692000 | PA      | $550871.26    | 0.09%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140XCWV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    917262 | PA      | $786497.55    | 0.13%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                        | COMM 2015-PC1 Mortgage Trust                                                                                       | CUSIP: 12593GAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    730000 | PA      | $648580.11    | 0.11%             | 2050-07-10      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital                                    | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1381000 | PA      | $1114070.35   | 0.19%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    684000 | PA      | $621492.81    | 0.11%             | 2053-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                      | Province of Ontario Canada                                                                                         | CUSIP: 683234DB1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   2964000 | PA      | $2815826.08   | 0.48%             | 2027-05-19      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                                  | Avant Loans Funding Trust 2022-REV1                                                                                | CUSIP: 05356GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2765000 | PA      | $2702183.62   | 0.46%             | 2031-09-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Bill                                                                                        | CUSIP: 912796CT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4825000 | PA      | $4767863.94   | 0.82%             | 2023-04-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                        | Starwood Mortgage Residential Trust 2020-1                                                                         | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18770 | PA      | $18040.54     | 0.00%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                                      | CNX Midstream Partners LP                                                                                          | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    637000 | PA      | $523591.72    | 0.09%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                                     | Option Care Health Inc                                                                                             | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |    655000 | PA      | $573770.18    | 0.10%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAYER CORP/NJ                                              | Bayer Corp/NJ                                                                                                      | CUSIP: 072732AC4<br>LEI: 54930050NR9YMICYZM28 | Long             | DBT              | CORP              | US        |    670000 | PA      | $685931.20    | 0.12%             | 2028-02-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                                                          | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $764947.86    | 0.13%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F042426<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3173000 | PA      | $3151346.15   | 0.54%             | 2038-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                         | Panama Government International Bond                                                                               | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1848000 | PA      | $1375384.02   | 0.24%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                         | CUSIP: 21H042612<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    777000 | PA      | $753864.86    | 0.13%             | 2053-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                     | Lendmark Funding Trust 2021-1                                                                                      | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1190397.04   | 0.20%             | 2031-11-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                 | Humana Inc                                                                                                         | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   2041000 | PA      | $2113528.81   | 0.36%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                | Rad CLO 7 Ltd                                                                                                      | CUSIP: 48661CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2072404 | PA      | $2031655.52   | 0.35%             | 2033-04-17      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                     | Lendmark Funding Trust 2021-2                                                                                      | CUSIP: 52604DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $477841.33    | 0.08%             | 2032-04-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                 | Apidos CLO XXVI                                                                                                    | CUSIP: 03766GAQ5<br>LEI: 549300RV409NJP65MP20 | Long             | ABS-CBDO         | CORP              | KY        |    570000 | PA      | $553348.08    | 0.09%             | 2029-07-18      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE             | New York City Transitional Finance Authority Future Tax Secured Revenue                                            | CUSIP: 64971XQY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    675000 | PA      | $479315.41    | 0.08%             | 2034-08-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                    | Metropolitan Life Global Funding I                                                                                 | CUSIP: 59217GFC8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    444000 | PA      | $434545.06    | 0.07%             | 2025-08-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Avid Automobile Receivables Trust                          | Avid Automobile Receivables Trust 2019-1                                                                           | CUSIP: 05369DAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    436696 | PA      | $434517.80    | 0.07%             | 2026-07-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                         | CUSIP: 21H042620<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7118000 | PA      | $6907730.15   | 1.18%             | 2053-02-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                                                      | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    605000 | PA      | $593614.66    | 0.10%             | 2025-05-24      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                    | AEP Transmission Co LLC                                                                                            | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |   1284000 | PA      | $1136581.46   | 0.19%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                              | TransDigm Inc                                                                                                      | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    569000 | PA      | $554442.00    | 0.09%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                                                         | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2465000 | PA      | $1960531.93   | 0.34%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                        | JPMorgan Chase & Co                                                                                                | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2477000 | PA      | $2283112.11   | 0.39%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                    | Structured Asset Securities Corp Series 2006-3H                                                                    | CUSIP: 86359DYK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3356 | PA      | $3188.04      | 0.00%             | 2035-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F062614<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3302000 | PA      | $3382196.70   | 0.58%             | 2053-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                   | Avolon Holdings Funding Ltd                                                                                        | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    928000 | PA      | $842325.44    | 0.14%             | 2026-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                           | Duke Energy Corp                                                                                                   | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2578000 | PA      | $2422530.18   | 0.41%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                   | CUSIP: 3132DNNR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1217121 | PA      | $1219365.07   | 0.21%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka                                      | Sri Lanka Government International Bond                                                                            | CUSIP: 85227SAK2<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    670000 | PA      | $221192.34    | 0.04%             | 2022-07-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140XCYM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    528162 | PA      | $489590.72    | 0.08%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN GRP/FIN                                   | Neuberger Berman Group LLC / Neuberger Berman Finance Corp                                                         | CUSIP: 64128XAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    469000 | PA      | $446489.31    | 0.08%             | 2027-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140QGKS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1155814 | PA      | $1035274.07   | 0.18%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS/CVR NITROGE                                   | CVR Partners LP / CVR Nitrogen Finance Corp                                                                        | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    649000 | PA      | $583066.90    | 0.10%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                    | Kinder Morgan Energy Partners LP                                                                                   | CUSIP: 494550BV7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1337741.37   | 0.23%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Corp Trust 2018-RIVR                                                                        | CUSIP: 36255WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    681826 | PA      | $636063.92    | 0.11%             | 2035-07-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                               | SM Energy Co                                                                                                       | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    726000 | PA      | $705980.55    | 0.12%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                   | EQT Corp                                                                                                           | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3141000 | PA      | $3262870.80   | 0.56%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE | Foothill-Eastern Transportation Corridor Agency                                                                    | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    660000 | PA      | $500482.16    | 0.09%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                               | Assurant Inc                                                                                                       | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    595000 | PA      | $441474.04    | 0.08%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                                                       | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1591000 | PA      | $1401028.84   | 0.24%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140QEN32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6619954 | PA      | $5715492.39   | 0.98%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2018-GW                                                                                                   | CUSIP: 12433UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1710000 | PA      | $1668914.17   | 0.29%             | 2035-05-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                                                             | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2642000 | PA      | $2528937.96   | 0.43%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                   | CUSIP: 3133KKRT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1518016 | PA      | $1301748.26   | 0.22%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                            | CSAIL 2019-C18 Commercial Mortgage Trust                                                                           | CUSIP: 12597DAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    708895 | PA      | $593289.04    | 0.10%             | 2052-12-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140XHVB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    744139 | PA      | $745510.52    | 0.13%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                                    | GSK Consumer Healthcare Capital US LLC                                                                             | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   1343000 | PA      | $1182744.56   | 0.20%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sunrun Demeter Issuer LLC                                  | Sunrun Demeter Issuer 2021-2 LLC                                                                                   | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    761192 | PA      | $595626.85    | 0.10%             | 2057-01-30      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US LONG BOND(CBT) MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       199 | NC      | $-229840.62   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| GARTNER INC                                                | Gartner Inc                                                                                                        | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    337000 | PA      | $291000.29    | 0.05%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                   | Avolon Holdings Funding Ltd                                                                                        | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2161000 | PA      | $1862201.19   | 0.32%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CIM Retail Portfolio Trust                                 | CIM Retail Portfolio Trust 2021-RETL                                                                               | CUSIP: 12566BAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1380000 | PA      | $1319936.34   | 0.23%             | 2036-08-15      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust               | American Express Credit Account Master Trust                                                                       | CUSIP: 02582JJV3<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   1350000 | PA      | $1320815.43   | 0.23%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                        | BHMS 2018-ATLS                                                                                                     | CUSIP: 05549GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1080000 | PA      | $1038717.76   | 0.18%             | 2035-07-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                   | Venture Global Calcasieu Pass LLC                                                                                  | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    600000 | PA      | $512250.00    | 0.09%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Credit Card Trust                          | BA Credit Card Trust                                                                                               | CUSIP: 05522RDF2<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   2820000 | PA      | $2849798.94   | 0.49%             | 2028-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F020620<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3428000 | PA      | $2793094.60   | 0.48%             | 2053-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F050411<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4537000 | PA      | $4558941.98   | 0.78%             | 2038-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust 2017-C41                                                                     | CUSIP: 95001ABG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1629962 | PA      | $1468472.21   | 0.25%             | 2050-11-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE       | Regents of the University of California Medical Center Pooled Revenue                                              | CUSIP: 913366KB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $248447.89    | 0.04%             | 2050-05-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                     | Aviation Capital Group LLC                                                                                         | CUSIP: 05369AAH4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1928000 | PA      | $1895349.86   | 0.32%             | 2024-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                             | NRG Energy Inc                                                                                                     | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    537000 | PA      | $475973.92    | 0.08%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Towd Point Asset Trust 2018-SL1                            | Towd Point Asset Trust 2018-SL1                                                                                    | CUSIP: 89174UAA4<br>LEI: 54930022FYEFQVX02P24 | Long             | ABS-O            | CORP              | US        |    190381 | PA      | $189306.14    | 0.03%             | 2046-01-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                    | Frontier Communications Holdings LLC                                                                               | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    641000 | PA      | $560240.41    | 0.10%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                                                     | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4792000 | PA      | $4469620.64   | 0.76%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                | BBCMS 2019-BWAY Mortgage Trust                                                                                     | CUSIP: 05492NAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    655000 | PA      | $608025.17    | 0.10%             | 2034-11-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                               | Comcast Corp                                                                                                       | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3399328.79   | 0.58%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                         | CUSIP: 21H040616<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5367000 | PA      | $5079382.15   | 0.87%             | 2053-01-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                                                   | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1349000 | PA      | $1140016.66   | 0.20%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                                                               | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1456000 | PA      | $1520441.37   | 0.26%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2021-ARIA                                                                                                 | CUSIP: 05608RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2094960.29   | 0.36%             | 2036-10-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                     | Galaxy Pipeline Assets Bidco Ltd                                                                                   | CUSIP: 36321PAC4<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   1613000 | PA      | $1254275.28   | 0.21%             | 2040-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                   | Angel Oak Mortgage Trust 2020-1                                                                                    | CUSIP: 03464RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70653 | PA      | $66295.40     | 0.01%             | 2059-12-25      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                    | International Bank for Reconstruction & Development                                                                | CUSIP: 459058JQ7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   6764000 | PA      | $6764035.98   | 1.16%             | 2023-01-13      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140XJU50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1227369 | PA      | $1044868.84   | 0.18%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                   | CUSIP: 3132DNQK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1843525 | PA      | $1841804.28   | 0.32%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                            | NGPL PipeCo LLC                                                                                                    | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   1489000 | PA      | $1215055.22   | 0.21%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                              | Aircastle Ltd                                                                                                      | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1114000 | PA      | $912823.27    | 0.16%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140XGTN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3686449 | PA      | $3294081.15   | 0.56%             | 2048-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                           | AMC Networks Inc                                                                                                   | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    677000 | PA      | $422832.20    | 0.07%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                         | Ford Motor Co                                                                                                      | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   2008000 | PA      | $1509457.17   | 0.26%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                    | Dryden Senior Loan Fund                                                                                            | CUSIP: 26245EAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1990000 | PA      | $1938279.44   | 0.33%             | 2028-04-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                            | BRAVO Residential Funding Trust 2021-NQM2                                                                          | CUSIP: 10569EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1892645 | PA      | $1780906.45   | 0.30%             | 2060-03-25      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                       | Verizon Master Trust                                                                                               | CUSIP: 92348KAL7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4402351.35   | 0.75%             | 2027-01-20      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                                                   | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1422000 | PA      | $1324620.43   | 0.23%             | 2026-04-30      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2021-DNA3                                                                            | CUSIP: 35564KEL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1290000 | PA      | $1265966.01   | 0.22%             | 2033-10-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                            | Residential Mortgage Loan Trust 2020-1                                                                             | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43546 | PA      | $41641.15     | 0.01%             | 2060-01-26      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                               | CSMC 2021-BHAR                                                                                                     | CUSIP: 12659VAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1157712.25   | 0.20%             | 2038-11-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp                                      | Playtika Holding Corp 2021 Term Loan                                                                               | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2028-03-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                                                      | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    816000 | PA      | $671013.85    | 0.11%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                                                         | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1522000 | PA      | $1375509.55   | 0.24%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F030611<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5294000 | PA      | $4647274.42   | 0.80%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                | Cargill Inc                                                                                                        | CUSIP: 141781BW3<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   2907000 | PA      | $2686171.55   | 0.46%             | 2032-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                 | BFLD 2019-DPLO                                                                                                     | CUSIP: 054970AQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    790000 | PA      | $744008.41    | 0.13%             | 2034-10-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                   | International Flavors & Fragrances Inc                                                                             | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   2094000 | PA      | $1851719.53   | 0.32%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                               | Centene Corp                                                                                                       | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2531000 | PA      | $2145338.88   | 0.37%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                               | Ares XL CLO Ltd                                                                                                    | CUSIP: 04016GBB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    759420 | PA      | $751021.27    | 0.13%             | 2029-01-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                     | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                              | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    709000 | PA      | $596403.71    | 0.10%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                                                   | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38567000 | PA      | $38435932.36  | 6.58%             | 2024-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                        | Consumers Energy Co                                                                                                | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    606000 | PA      | $521892.79    | 0.09%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                                                   | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9820000 | PA      | $9756323.39   | 1.67%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                            | PerkinElmer Inc                                                                                                    | CUSIP: 714046AL3<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1488349.72   | 0.25%             | 2024-09-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                               | AES Corp/The                                                                                                       | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1138000 | PA      | $1008950.80   | 0.17%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                                                                | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    619000 | PA      | $608978.27    | 0.10%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WACHOVIA CORP                                              | Wachovia Corp                                                                                                      | CUSIP: 337358BH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    660000 | PA      | $712633.11    | 0.12%             | 2026-08-01      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                                             | BankUnited Inc                                                                                                     | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1058697.82   | 0.18%             | 2030-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                   | CUSIP: 3132DNQX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2760399 | PA      | $2687910.74   | 0.46%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                     | Advanced Micro Devices Inc                                                                                         | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |   1189000 | PA      | $1108295.96   | 0.19%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                   | Intercontinental Exchange Inc                                                                                      | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   2821000 | PA      | $2728314.63   | 0.47%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                     | Santander Drive Auto Receivables Trust 2020-3                                                                      | CUSIP: 80285WAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2350000 | PA      | $2253682.67   | 0.39%             | 2026-11-16      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                         | CUSIP: 21H050623<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4503000 | PA      | $4461957.27   | 0.76%             | 2053-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                            | CUSIP: 35564KMH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $940838.90    | 0.16%             | 2041-11-25      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                                               | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1549000 | PA      | $1306203.59   | 0.22%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Baxalta Inc                                                | Baxalta Inc                                                                                                        | CUSIP: 07177MAB9<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    375000 | PA      | $365573.36    | 0.06%             | 2025-06-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                        | Delta Air Lines Inc                                                                                                | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   1287000 | PA      | $1316405.90   | 0.23%             | 2025-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                        | American Tower Corp                                                                                                | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1760000 | PA      | $1600437.15   | 0.27%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                 | Humana Inc                                                                                                         | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1718000 | PA      | $1487784.84   | 0.25%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage Trust                         | Ready Capital Mortgage Financing 2021-FL6 LLC                                                                      | CUSIP: 75575TAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1100000 | PA      | $1040823.12   | 0.18%             | 2036-07-25      | Floating      | 6.29%                 | 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        |   1350000 | PA      | $1299783.63   | 0.22%             | 2037-01-17      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                    | EIG Pearl Holdings Sarl                                                                                            | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |   1380000 | PA      | $1161452.16   | 0.20%             | 2036-08-31      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                     | Santander Drive Auto Receivables Trust 2022-5                                                                      | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2055000 | PA      | $1988258.94   | 0.34%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                        | American Tower Corp                                                                                                | CUSIP: 03027XAV2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    497000 | PA      | $474399.66    | 0.08%             | 2025-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1650000 | PA      | $1674863.12   | 0.29%             | 2053-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                  | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23                                                        | CUSIP: 61690QAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14398573 | PA      | $152565.84    | 0.03%             | 2050-07-15      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Opportunities X, Limited                   | Goldentree Loan Opportunities X Ltd                                                                                | CUSIP: 38137PAQ3<br>LEI: 549300IGEA8MXF2YEF61 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $741356.92    | 0.13%             | 2031-07-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                  | Prosus NV                                                                                                          | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    660000 | PA      | $590920.95    | 0.10%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                           | CIFC Funding 2021-I Ltd                                                                                            | CUSIP: 12563EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2690000 | PA      | $2651360.57   | 0.45%             | 2033-04-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                              | Citigroup Inc                                                                                                      | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4576000 | PA      | $4136324.47   | 0.71%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                               | CSMC 2020-AFC1 Trust                                                                                               | CUSIP: 12597MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    221063 | PA      | $203854.56    | 0.03%             | 2050-02-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                                                   | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15571000 | PA      | $12833910.16  | 2.20%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                | OCP CLO 2019-16 Ltd                                                                                                | CUSIP: 67570QAK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1510000 | PA      | $1476323.12   | 0.25%             | 2033-04-10      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                                                    | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3857000 | PA      | $3458883.62   | 0.59%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                                     | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1433000 | PA      | $1102821.12   | 0.19%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                | ONE Gas Inc                                                                                                        | CUSIP: 68235PAL2<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    550000 | PA      | $527630.11    | 0.09%             | 2024-03-11      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                        | JPMorgan Chase & Co                                                                                                | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $949776.11    | 0.16%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                      | Continental Resources Inc/OK                                                                                       | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   3189000 | PA      | $2974779.95   | 0.51%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                          | Kommunalbanken AS                                                                                                  | CUSIP: 50048MDE7<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   2350000 | PA      | $2392400.56   | 0.41%             | 2026-06-17      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                        | COMM 2014-CCRE17 Mortgage Trust                                                                                    | CUSIP: 12631DBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $975818.60    | 0.17%             | 2047-05-10      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                        | American Tower Corp                                                                                                | CUSIP: 03027XAZ3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    949000 | PA      | $893575.81    | 0.15%             | 2025-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                        | Elevance Health Inc                                                                                                | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1327000 | PA      | $1362675.77   | 0.23%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140QPAM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    946189 | PA      | $900046.02    | 0.15%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US 2YR NOTE (CBT) MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        81 | NC      | $-86812.56    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                                                   | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3138000 | PA      | $2242137.78   | 0.38%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                             | Mariner Finance Issuance Trust 2021-B                                                                              | CUSIP: 56847JAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $489331.12    | 0.08%             | 2036-11-20      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage Trust                         | Ready Capital Mortgage Financing 2022-FL8 LLC                                                                      | CUSIP: 75574PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2130000 | PA      | $2075370.34   | 0.36%             | 2037-01-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                                                     | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   4226000 | PA      | $4196716.78   | 0.72%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                           | CARLYLE US CLO 2021-1 LTD                                                                                          | CUSIP: 14316MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2860000 | PA      | $2781862.83   | 0.48%             | 2034-04-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                                   | PVH Corp                                                                                                           | CUSIP: 718592AB4<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    561000 | PA      | $572342.62    | 0.10%             | 2023-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                             | EPR Properties                                                                                                     | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   1069000 | PA      | $913747.93    | 0.16%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                      | Svensk Exportkredit AB                                                                                             | CUSIP: 87031CAH6<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   2706000 | PA      | $2708569.70   | 0.46%             | 2025-11-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140QEWH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6024098 | PA      | $5200915.33   | 0.89%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2020-1                                                                                  | CUSIP: 92536PAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126372 | PA      | $119541.58    | 0.02%             | 2060-01-25      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| UNITED STATES STEEL CORP                                   | United States Steel Corp                                                                                           | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |    587000 | PA      | $570561.90    | 0.10%             | 2029-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                        | Elevance Health Inc                                                                                                | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1742002.12   | 0.30%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F040412<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1309000 | PA      | $1276220.58   | 0.22%             | 2038-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                           | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                   | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    643000 | PA      | $570437.45    | 0.10%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.           | Freddie Mac Multifamily Structured Pass Through Certificates                                                       | CUSIP: 3137H8TZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2510000 | PA      | $2242501.77   | 0.38%             | 2032-08-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                                 | FIXED INC CLEARING CORP.REPO                                                                                       | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  11947421 | PA      | $11947420.55  | 2.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                   | Occidental Petroleum Corp                                                                                          | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    303000 | PA      | $306367.73    | 0.05%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                | Ovintiv Inc                                                                                                        | CUSIP: 292505AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1193000 | PA      | $1186653.82   | 0.20%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM                                           | Callon Petroleum Co                                                                                                | CUSIP: 13123XBD3<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    633000 | PA      | $604248.36    | 0.10%             | 2028-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                                   | Time Warner Cable Enterprises LLC                                                                                  | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    502000 | PA      | $559310.62    | 0.10%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                         | Discover Card Execution Note Trust                                                                                 | CUSIP: 254683CW3<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |   2085000 | PA      | $2025805.39   | 0.35%             | 2027-07-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140XBK82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1811168 | PA      | $1551564.63   | 0.27%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                           | Great Wolf Trust 2019-WOLF                                                                                         | CUSIP: 39152TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3216000 | PA      | $3126756.64   | 0.53%             | 2036-12-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                                                   | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    853000 | PA      | $821073.67    | 0.14%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140XHJE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2389835 | PA      | $2260157.89   | 0.39%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 31418DZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2516906 | PA      | $2056786.22   | 0.35%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                          | Levi Strauss & Co                                                                                                  | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |    661000 | PA      | $525488.39    | 0.09%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                   | Warnermedia Holdings Inc                                                                                           | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    705000 | PA      | $684720.24    | 0.12%             | 2024-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F042418<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1292000 | PA      | $1283586.61   | 0.22%             | 2038-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3138ELS95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96674 | PA      | $98154.93     | 0.02%             | 2042-03-01      | Floating      | 3.71%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                             | Barings CLO Ltd 2019-III                                                                                           | CUSIP: 06761KAL5<br>LEI: 549300T40QLO0VJIOB35 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1963946.20   | 0.34%             | 2031-04-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                         | Macquarie Bank Ltd                                                                                                 | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    516000 | PA      | $418313.52    | 0.07%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                   | First American Financial Corp                                                                                      | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    939000 | PA      | $688554.52    | 0.12%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Corp Trust 2021-ROSS                                                                        | CUSIP: 36264YAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1230000 | PA      | $1015414.82   | 0.17%             | 2026-05-15      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                                    | Alcoa Nederland Holding BV                                                                                         | CUSIP: 013822AC5<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |   1119000 | PA      | $1104324.32   | 0.19%             | 2028-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                           | Vista Point Securitization Trust 2020-2                                                                            | CUSIP: 92838TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    307194 | PA      | $269539.28    | 0.05%             | 2065-04-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                            | SEB Funding LLC                                                                                                    | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1536150 | PA      | $1304575.85   | 0.22%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                                       | KIND Trust 2021-KIND                                                                                               | CUSIP: 482606AN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1161605 | PA      | $1048191.30   | 0.18%             | 2038-08-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                         | Murphy Oil USA Inc                                                                                                 | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    404000 | PA      | $370389.22    | 0.06%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO LTD                                       | Marble Point CLO XVII Ltd                                                                                          | CUSIP: 56606CAA1<br>LEI: 2549003LUS5LG1CTZP23 | Long             | ABS-CBDO         | CORP              | KY        |   1134614 | PA      | $1114758.26   | 0.19%             | 2033-04-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                        | Macquarie Group Ltd                                                                                                | CUSIP: 55607PAG0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   2044000 | PA      | $1573230.87   | 0.27%             | 2032-06-23      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.           | Freddie Mac Multifamily Structured Pass Through Certificates                                                       | CUSIP: 3137H93C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    964000 | PA      | $891608.61    | 0.15%             | 2032-08-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                        | Global Payments Inc                                                                                                | CUSIP: 891906AE9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1988000 | PA      | $1976316.72   | 0.34%             | 2023-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                      | Westlake Automobile Receivables Trust 2021-1                                                                       | CUSIP: 96043FAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1850000 | PA      | $1699395.39   | 0.29%             | 2026-08-17      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Logan CLO I Ltd                                            | Logan CLO I Ltd                                                                                                    | CUSIP: 540543AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1040000 | PA      | $1014583.70   | 0.17%             | 2034-07-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                   | CUSIP: 3133KMFR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1919404 | PA      | $1642795.47   | 0.28%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                   | Sabine Pass Liquefaction LLC                                                                                       | CUSIP: 785592AM8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1512000 | PA      | $1515267.10   | 0.26%             | 2025-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 20-1 A PTT                                     | British Airways 2020-1 Class A Pass Through Trust                                                                  | CUSIP: 11044MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1105561 | PA      | $992092.43    | 0.17%             | 2032-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BELLRING BRANDS INC                                        | BellRing Brands Inc                                                                                                | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |    577000 | PA      | $555953.93    | 0.10%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                     | FMG Resources August 2006 Pty Ltd                                                                                  | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    696000 | PA      | $580191.51    | 0.10%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F060626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1090000 | PA      | $1105488.01   | 0.19%             | 2053-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                     | Diamondback Energy Inc                                                                                             | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   2136000 | PA      | $1773918.57   | 0.30%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Massage Envy Franchising, LLC                              | ME Funding LLC 2019-1                                                                                              | CUSIP: 55282GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1951640 | PA      | $1879091.88   | 0.32%             | 2049-07-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                        | BHMS 2018-ATLS                                                                                                     | CUSIP: 05549GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    630000 | PA      | $592375.96    | 0.10%             | 2035-07-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.           | Freddie Mac Multifamily Structured Pass Through Certificates                                                       | CUSIP: 3137BEWS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2453629 | PA      | $198678.66    | 0.03%             | 2032-02-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                             | CPS Auto Receivables Trust 2019-B                                                                                  | CUSIP: 22412AAE3<br>LEI: 549300RMJRP95RN5CL91 | Long             | ABS-O            | CORP              | US        |    575000 | PA      | $573401.50    | 0.10%             | 2025-03-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                                                   | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25647000 | PA      | $25510750.31  | 4.36%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                     | Comstock Resources Inc                                                                                             | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    666000 | PA      | $602270.46    | 0.10%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                   | Inter-American Investment Corp                                                                                     | CUSIP: 45828Q2A4<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |   1700000 | PA      | $1628516.46   | 0.28%             | 2025-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                                                | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2378000 | PA      | $1941655.50   | 0.33%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                       | National Fuel Gas Co                                                                                               | CUSIP: 636180BQ3<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   1622000 | PA      | $1615505.95   | 0.28%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                                                                | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65147.20     | 0.01%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                   | Vistra Operations Co LLC                                                                                           | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3061000 | PA      | $2937585.65   | 0.50%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                             | Bombardier Inc                                                                                                     | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    622000 | PA      | $575934.67    | 0.10%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                                          | Mountain View CLO 2017-1 LLC                                                                                       | CUSIP: 62432HAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    978058 | PA      | $967635.67    | 0.17%             | 2029-10-16      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                            | Danske Bank A/S                                                                                                    | CUSIP: 23636ABD2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   2071000 | PA      | $2007682.41   | 0.34%             | 2025-03-28      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2020-5                                                                                  | CUSIP: 92538CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    565802 | PA      | $515791.73    | 0.09%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                     | Anglo American Capital PLC                                                                                         | CUSIP: 034863AT7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   2455000 | PA      | $2316947.47   | 0.40%             | 2027-09-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                        | Buckeye Partners LP                                                                                                | CUSIP: 118230AS0<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    688000 | PA      | $586548.39    | 0.10%             | 2078-01-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Corp II                                                                                     | CUSIP: 36266CAE6<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1398707.83   | 0.24%             | 2036-11-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                   | AT&T Inc                                                                                                           | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1016000 | PA      | $959067.08    | 0.16%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                               | Credit Suisse Mortgage Capital Certificates                                                                        | CUSIP: 12659LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125278 | PA      | $121196.26    | 0.02%             | 2065-04-25      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                         | CUSIP: 21H052629<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6109000 | PA      | $6140295.49   | 1.05%             | 2053-02-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                   | Live Nation Entertainment Inc                                                                                      | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    604000 | PA      | $538692.50    | 0.09%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                     | CenterPoint Energy Resources Corp                                                                                  | CUSIP: 15189WAP5<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   1443000 | PA      | $1388009.36   | 0.24%             | 2032-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust 2013-LC12                                                                    | CUSIP: 94988QAU5<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |    364000 | PA      | $126758.45    | 0.02%             | 2046-07-15      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                     | Merrill Lynch Mortgage Investors Trust Series 2006-AF2                                                             | CUSIP: 59023NAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7105 | PA      | $3436.19      | 0.00%             | 2036-10-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                 | Flagship Credit Auto Trust 2018-4                                                                                  | CUSIP: 33845DAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1675000 | PA      | $1630525.40   | 0.28%             | 2026-03-16      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                          | Magnetite VII Ltd                                                                                                  | CUSIP: 55951PBA4<br>LEI: 549300B54XJTQC6DWJ15 | Long             | ABS-CBDO         | CORP              | KY        |   1614977 | PA      | $1593202.30   | 0.27%             | 2028-01-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                   | Neuberger Berman Loan Advisers CLO 35 Ltd                                                                          | CUSIP: 64133CAA7<br>LEI: 549300MYVO80EQUJK294 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1972034.56   | 0.34%             | 2033-01-19      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                                                   | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2769000 | PA      | $2514696.62   | 0.43%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                    | Royal Caribbean Cruises Ltd                                                                                        | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    297000 | PA      | $298856.25    | 0.05%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140XHWU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    923585 | PA      | $928707.16    | 0.16%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                   | FactSet Research Systems Inc                                                                                       | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |   2105000 | PA      | $1770433.17   | 0.30%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                        | Exeter Automobile Receivables Trust 2020-2                                                                         | CUSIP: 30167YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2380000 | PA      | $2375239.76   | 0.41%             | 2027-09-15      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                           | Eastern Gas Transmission & Storage Inc                                                                             | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    846000 | PA      | $732177.69    | 0.13%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                | Southern Co/The                                                                                                    | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2371412.23   | 0.41%             | 2024-08-01      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                    | Adani Ports & Special Economic Zone Ltd                                                                            | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    670000 | PA      | $586864.88    | 0.10%             | 2027-07-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140XHPS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2287230 | PA      | $2100219.04   | 0.36%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140LRB72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    527281 | PA      | $456195.60    | 0.08%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                         | Ally Financial Inc                                                                                                 | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    763000 | PA      | $789756.57    | 0.14%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                                                    | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1918000 | PA      | $1515935.87   | 0.26%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                              | Life Time Inc                                                                                                      | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    325000 | PA      | $302818.75    | 0.05%             | 2026-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                 | JPMBB Commercial Mortgage Securities Trust 2015-C30                                                                | CUSIP: 46644UBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    374000 | PA      | $329865.20    | 0.06%             | 2048-07-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                     | Philip Morris International Inc                                                                                    | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1302000 | PA      | $1323909.39   | 0.23%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Jane Street Group, LLC                                     | Jane Street Group, LLC 2021 Term Loan                                                                              | CUSIP: 47077DAG5<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2028-01-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                     | Marlette Funding Trust 2020-2                                                                                      | CUSIP: 57108RAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2070000 | PA      | $2025687.72   | 0.35%             | 2030-09-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                   | CUSIP: 3133KMK46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1991946 | PA      | $1625932.01   | 0.28%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140M7SF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2098131 | PA      | $1793865.85   | 0.31%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-25

**Name of Applicant:** LORD ABBETT SERIES FUND INC

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer