# EDGAR Filing Document

**Accession Number:** 0000855396
**File Stem:** 0001752724-25-210831
**Filing Date:** 2025-8
**Character Count:** 449065
**Document Hash:** 2386fe926fd1bd8127091dce20ee4e10
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-210831.hdr.sgml**: 20250828

**ACCESSION NUMBER**: 0001752724-25-210831

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250828

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LORD ABBETT SERIES FUND INC
- **CENTRAL INDEX KEY:** 0000855396

**ORGANIZATION NAME:**
- **EIN:** 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:** 251269577

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

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

## Series and Classes Contracts Data

### Bond-Debenture Portfolio (Series ID: S000007299)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000020055 | 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:** 30 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:** Bond-Debenture Portfolio

- **b. EDGAR series identifier (if any):** S000007299

- **c. LEI of Series:** 549300AH5T7DR842HG66

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1437203241.61

**Total Liabilities:** $301194667.99

**Net Assets:** $1136008573.62

**Delayed Delivery Securities:** $198608408.33

**Cash Not Reported:** $2881903.33

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1011.81000000 | **1-Year:** -20164.56000000 | **5-Year:** -83767.43000000 | **10-Year:** -82121.57000000 | **30-Year:** -13578.17000000

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

- **3-Month:** -2055.33000000 | **1-Year:** -52360.57000000 | **5-Year:** -117896.87000000 | **10-Year:** -31776.52000000 | **30-Year:** -6997.07000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000020055 | -0.57%               | 1.15%                | 2.28%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-8552314.77             | $-2331213.89                               |
| Month 2  | $-2330159.46             | $12946872.93                               |
| Month 3  | $4332399.49              | $14841034.00                               |

**Designated Index Information**

- **Index Name:** BoFAML U.S. High Yield Constrained

- **Index Identifier:** VWA

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JANE STREET GRP/JSG FIN                                      | Jane Street Group / JSG Finance Inc                                                                                                        | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2010000 | PA      | $2067950.31   | 0.18%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| X.AI LLC/X.AI CO ISSUER                                      | X.AI LLC / X.AI Co Issuer Corp                                                                                                             | CUSIP: 983984AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2198000 | PA      | $2224200.16   | 0.20%             | 2030-06-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                         | Matador Resources Co                                                                                                                       | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   1172000 | PA      | $1173383.84   | 0.10%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                      | Studio City Finance Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |   1863000 | PA      | $1710776.21   | 0.15%             | 2029-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                        | Universal Health Services Inc                                                                                                              | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   1204000 | PA      | $1149676.29   | 0.10%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                     | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   1059800 | PA      | $133611.54    | 0.01%             | 2027-04-12      | None          | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                     | Mars Inc                                                                                                                                   | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1124000 | PA      | $1138027.98   | 0.10%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                                          | Zaxbys Funding LLC                                                                                                                         | CUSIP: 98920MAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    491288 | PA      | $502465.85    | 0.04%             | 2054-04-30      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                            | Brown & Brown Inc                                                                                                                          | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1180458.35   | 0.10%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                        | Wells Fargo Commercial Mortgage Trust 2024-5C1                                                                                             | CUSIP: 95003VAC2<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |   2670000 | PA      | $2788232.41   | 0.25%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL LP                                          | First Industrial LP                                                                                                                        | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              |  | US        |    898000 | PA      | $908917.40    | 0.08%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                     | Performance Food Group Inc                                                                                                                 | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1833289.36   | 0.16%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust                                  | Cherry Securitization Trust 2024-1                                                                                                         | CUSIP: 164737AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1455000 | PA      | $1465085.19   | 0.13%             | 2032-04-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                      | Allied Universal Holdco LLC                                                                                                                | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   1947000 | PA      | $2035748.15   | 0.18%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F062689<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6492000 | PA      | $6693962.42   | 0.59%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                          | Lightning Power LLC                                                                                                                        | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |   2754000 | PA      | $2900239.44   | 0.26%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                       | Lumen Technologies Inc                                                                                                                     | CUSIP: 156700AT3<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    117000 | PA      | $98467.20     | 0.01%             | 2042-03-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| ALICORP SAA                                                  | Alicorp SAA                                                                                                                                | CUSIP: 016234AE6<br>LEI: 549300Z1XH47TTIIJS11 | Long             | DBT              | CORP              | PE        |   4397000 | PA      | $1259496.91   | 0.11%             | 2032-06-16      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                                | SDR Commercial Mortgage Trust 2024-DSNY                                                                                                    | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    730000 | PA      | $729994.38    | 0.06%             | 2039-05-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                     | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                   | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    577000 | PA      | $564756.75    | 0.05%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-627.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                     | First American Financial Corp                                                                                                              | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    541000 | PA      | $530239.72    | 0.05%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                     | Alimentation Couche-Tard Inc                                                                                                               | CUSIP: 01626PAU0<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    830000 | PA      | $831464.01    | 0.07%             | 2034-02-12      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2851000 | PA      | $2855632.28   | 0.25%             | 2054-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds                     | Sri Lanka Government International Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   2416420 | PA      | $1972330.33   | 0.17%             | 2036-05-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| ITR Concession Co LLC                                        | ITR Concession Co LLC                                                                                                                      | CUSIP: 450636AC9<br>LEI: 5493007GBY3OBTILCX44 | Long             | DBT              | CORP              | US        |    785000 | PA      | $776728.46    | 0.07%             | 2035-07-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp                                    | Carpenter Technology Corp                                                                                                                  | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      2127 | NS      | $587860.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                     | BX Trust 2025-GW                                                                                                                           | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    980000 | PA      | $984118.25    | 0.09%             | 2042-07-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                    | Qorvo Inc                                                                                                                                  | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   1324000 | PA      | $1195103.70   | 0.11%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-912.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Xiaomi Corp                                                  | Xiaomi Corp                                                                                                                                | CUSIP: 000000000<br>LEI: 2549001ACVFAZRNMKL32 | Long             | EC               | CORP              | KY        |    162800 | NS      | $1253191.41   | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| VORNADO REALTY LP                                            | Vornado Realty LP                                                                                                                          | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |    819000 | PA      | $731037.57    | 0.06%             | 2031-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Anastasia Parent LLC                                         | Anastasia Parent LLC 2018 Term Loan B                                                                                                      | CUSIP: 03275UAB1<br>LEI: 254900JLBMA86EYGCG20 | Long             | LON              | CORP              | US        |   1275686 | PA      | $1063074.04   | 0.09%             | 2025-08-11      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| Astera Labs Inc                                              | Astera Labs Inc                                                                                                                            | CUSIP: 04626A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12278 | NS      | $1110176.76   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CALPINE CORP                                                 | Calpine Corp                                                                                                                               | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   3814000 | PA      | $3769350.65   | 0.33%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                       | US 10YR ULTRA FUT SEP25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       160 | NC      | $168001.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                                  | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-884.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                            | DISH Network Corp                                                                                                                          | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   3612000 | PA      | $3726124.75   | 0.33%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                           | Sonoco Products Co                                                                                                                         | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    883000 | PA      | $881379.21    | 0.08%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                     | Sumitomo Mitsui Financial Group Inc                                                                                                        | CUSIP: 86562MDK3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    669000 | PA      | $672177.75    | 0.06%             | 2034-06-05      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                         | Fiesta Purchaser Inc                                                                                                                       | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    692000 | PA      | $735108.14    | 0.06%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                                     | Hughes Satellite Systems Corp                                                                                                              | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2427000 | PA      | $2162322.30   | 0.19%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H062685<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2934000 | PA      | $3006565.80   | 0.26%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                     | Standard Industries Inc/NY                                                                                                                 | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    891000 | PA      | $844192.59    | 0.07%             | 2030-07-15      | Fixed         | 4.38%                 | 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        |   1377000 | PA      | $1178983.23   | 0.10%             | 2045-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GRUPO NUTRESA SA                                             | Grupo Nutresa SA                                                                                                                           | CUSIP: 40055CAB9<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |   1082000 | PA      | $1170157.57   | 0.10%             | 2035-05-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                               | BSTN Commercial Mortgage Trust 2025-1C                                                                                                     | CUSIP: 05615EAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370000 | PA      | $381012.79    | 0.03%             | 2044-06-15      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                                    | Pike Corp                                                                                                                                  | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |   1613000 | PA      | $1613066.94   | 0.14%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                     | Blue Racer Midstream LLC / Blue Racer Finance Corp                                                                                         | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1101000 | PA      | $1167381.49   | 0.10%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                     | Albion Financing 1 SARL / Aggreko Holdings Inc                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    164000 | PA      | $197801.93    | 0.02%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US                                        | Canpack SA / Canpack US LLC                                                                                                                | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1430000 | PA      | $1340556.07   | 0.12%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOLVAY FINANCE (AMERICA)                                     | Syensqo Finance America LLC                                                                                                                | CUSIP: 834423AE5<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |   1429000 | PA      | $1483198.73   | 0.13%             | 2029-06-04      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                               | Owens-Brockway Glass Container Inc                                                                                                         | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |   2187000 | PA      | $2243997.59   | 0.20%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ARKO CORP                                                    | Arko Corp                                                                                                                                  | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1671000 | PA      | $1412303.07   | 0.12%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                | CommScope LLC                                                                                                                              | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    352000 | PA      | $344091.69    | 0.03%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                                                                                    | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1121000 | PA      | $1148174.37   | 0.10%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                   | ROCK Trust 2024-CNTR                                                                                                                       | CUSIP: 74970WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1238584.08   | 0.11%             | 2041-11-13      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                       | VICI Properties LP / VICI Note Co Inc                                                                                                      | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              |  | US        |   2948000 | PA      | $2897460.28   | 0.26%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                                     | Plains All American Pipeline LP                                                                                                            | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2257679.23   | 0.20%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                     | CHS/Community Health Systems Inc                                                                                                           | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   2561000 | PA      | $2191518.38   | 0.19%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                                     | Crowdstrike Holdings Inc                                                                                                                   | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |   4608000 | PA      | $4362584.37   | 0.38%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                                     | Genting New York LLC / GENNY Capital Inc                                                                                                   | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1102000 | PA      | $1144159.82   | 0.10%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CITY FOOTBALL GROUP LIMITED                                  | City Football Group Limited 2024 Term Loan                                                                                                 | CUSIP: 17781XAD8<br>LEI: 213800K6VVWALRH9UJ69 | Long             | LON              | CORP              | GB        |    711622 | PA      | $709843.44    | 0.06%             | 2030-07-22      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                                         | Vermilion Energy Inc                                                                                                                       | CUSIP: 923725AD7<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | CORP              | CA        |   1434000 | PA      | $1379882.42   | 0.12%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                  | Tenneco Inc                                                                                                                                | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |   1704000 | PA      | $1686904.45   | 0.15%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                              | Lamb Weston Holdings Inc                                                                                                                   | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1436772.77   | 0.13%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Trust 2022-PSB                                                                                                                          | CUSIP: 05606DAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    733913 | PA      | $734601.21    | 0.06%             | 2039-08-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                       | Comstock Resources Inc                                                                                                                     | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    872000 | PA      | $870038.70    | 0.08%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                | UniCredit SpA                                                                                                                              | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   2274000 | PA      | $2406136.50   | 0.21%             | 2034-04-02      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                            | Ivanhoe Mines Ltd                                                                                                                          | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |   1617000 | PA      | $1615323.82   | 0.14%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                     | Clarios Global LP / Clarios US Finance Co                                                                                                  | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1057000 | PA      | $1085890.98   | 0.10%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                                      | Alcoa Nederland Holding BV                                                                                                                 | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |   1062000 | PA      | $1115289.04   | 0.10%             | 2031-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                       | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                                               | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   1110000 | PA      | $1174721.51   | 0.10%             | 2038-06-29      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                        | Micron Technology Inc                                                                                                                      | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    665000 | PA      | $681202.95    | 0.06%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FIN                                      | Borr IHC Ltd / Borr Finance LLC                                                                                                            | CUSIP: 100018AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1854378 | PA      | $1695172.30   | 0.15%             | 2028-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                       | JW Commercial Mortgage Trust 2024-MRCO                                                                                                     | CUSIP: 46657XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2030000 | PA      | $2034164.75   | 0.18%             | 2039-06-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                  | Vistra Corp                                                                                                                                | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1149389.53   | 0.10%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                            | Post Holdings Inc                                                                                                                          | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1105622.22   | 0.10%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                              | Long: B64129770 IRS USD R V 12MUSCPI 264129772 CCPINFLATIONZERO / Short: B64129770 IRS USD P F  2.66500 264129771 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |  10000000 | OU      | $-25976.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020 TR                                      | Alaska Airlines 2020-1 Class A Pass Through Trust                                                                                          | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1286738 | PA      | $1288869.81   | 0.11%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                      | Colombia Government International Bonds                                                                                                    | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1112000 | PA      | $1151954.16   | 0.10%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                                     | Rolls-Royce Holdings PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |     47606 | NS      | $630905.39    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F062671<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    571000 | PA      | $589633.36    | 0.05%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                             | ABN AMRO Bank NV                                                                                                                           | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1600000 | PA      | $1407797.01   | 0.12%             | 2037-03-13      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                 | SK Hynix Inc                                                                                                                               | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    690000 | PA      | $746113.94    | 0.07%             | 2033-01-17      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                       | Old Republic International Corp                                                                                                            | CUSIP: 680223AM6<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |   1098000 | PA      | $1131251.91   | 0.10%             | 2034-03-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                       | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                               | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1746000 | PA      | $1731106.76   | 0.15%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GPS HOSPITALITY HOLDING                                      | GPS Hospitality Holding Co LLC / GPS Finco Inc                                                                                             | CUSIP: 36262BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $108166.73    | 0.01%             | 2028-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                        | Molina Healthcare Inc                                                                                                                      | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   1258000 | PA      | $1145911.45   | 0.10%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                        | Freedom Mortgage Holdings LLC                                                                                                              | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   1794000 | PA      | $1851465.93   | 0.16%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                          | Coinbase Global Inc                                                                                                                        | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   1249000 | PA      | $1113091.56   | 0.10%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                       | EquipmentShare.com Inc                                                                                                                     | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   2756000 | PA      | $2914966.08   | 0.26%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                 | NiSource Inc                                                                                                                               | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $1138203.61   | 0.10%             | 2055-03-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FRONTERA GENERATION                                          | FRONTERA GENERATION                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9472 | NS      | $80512.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ORLEN SA                                                     | ORLEN SA                                                                                                                                   | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |    993000 | PA      | $1020559.48   | 0.09%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                      | Starwood Property Trust Inc                                                                                                                | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   2186000 | PA      | $2262378.84   | 0.20%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                                           | SunCoke Energy Inc                                                                                                                         | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |   1912000 | PA      | $1781100.04   | 0.16%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BENTELER INTERNATIONAL A                                     | Benteler International AG                                                                                                                  | CUSIP: 000000000<br>LEI: 529900ZAFSOBVFCKF263 | Long             | DBT              | CORP              | AT        |    516000 | PA      | $628382.13    | 0.06%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                | Amphenol Corp                                                                                                                              | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     12501 | NS      | $1234473.75   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                     | Capital One Financial Corp                                                                                                                 | CUSIP: 14040HDK8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1166000 | PA      | $1153930.50   | 0.10%             | 2027-10-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| FIRST QUANTUM MINERALS L                                     | First Quantum Minerals Ltd                                                                                                                 | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    360000 | PA      | $382534.94    | 0.03%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                               | Gray Media Inc                                                                                                                             | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1084000 | PA      | $1165381.30   | 0.10%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                          | Axon Enterprise Inc                                                                                                                        | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    551000 | PA      | $568721.06    | 0.05%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP                                           | Czechoslovak Group AS                                                                                                                      | CUSIP: 000000000<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |    854000 | PA      | $862492.41    | 0.08%             | 2031-01-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                         | Commercial Metals Co                                                                                                                       | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    791000 | PA      | $729219.50    | 0.06%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GRUMA SAB DE CV                                              | Gruma SAB de CV                                                                                                                            | CUSIP: 400131AH1<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |   1154000 | PA      | $1161613.43   | 0.10%             | 2034-12-09      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| COLONIAL ENTERPRISES INC                                     | Colonial Enterprises Inc                                                                                                                   | CUSIP: 19565CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1241000 | PA      | $1143777.63   | 0.10%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                     | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                                        | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1942000 | PA      | $1738785.53   | 0.15%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                       | Regions Financial Corp                                                                                                                     | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    941000 | PA      | $943770.59    | 0.08%             | 2035-09-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                         | Republic of Uzbekistan International Bond                                                                                                  | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   1387000 | PA      | $1429571.16   | 0.13%             | 2032-05-25      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                        | Amrize Finance US LLC                                                                                                                      | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    659000 | PA      | $668955.88    | 0.06%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050478<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3536000 | PA      | $3561954.56   | 0.31%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                                          | First Republic Bank/CA                                                                                                                     | CUSIP: 33616CAC4<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $1875.00      | 0.00%             | 2047-02-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                         | Kite Realty Group LP                                                                                                                       | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              |  | US        |   1180000 | PA      | $1184899.82   | 0.10%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                     | Benchmark 2025-V14 Mortgage Trust                                                                                                          | CUSIP: 08164BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2548802 | PA      | $2658291.91   | 0.23%             | 2057-04-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                           | Southwest Gas Corp                                                                                                                         | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1002592.63   | 0.09%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Commercial Mortgage Trust 2021-VOLT                                                                                                     | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2683654 | PA      | $2676108.82   | 0.24%             | 2036-09-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| FNB CORP                                                     | FNB Corp/PA                                                                                                                                | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |   1326000 | PA      | $1333936.38   | 0.12%             | 2030-12-11      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| UTEX                                                         | UTEX                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8205 | NS      | $254355.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NYO Commercial Mortgage Trust                                | NYO Commercial Mortgage Trust 2021-1290                                                                                                    | CUSIP: 62955HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1790000 | PA      | $1787638.81   | 0.16%             | 2038-11-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                   | Driven Brands Funding LLC                                                                                                                  | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    453122 | PA      | $433606.24    | 0.04%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                                     | CQP Holdco LP / BIP-V Chinook Holdco LLC                                                                                                   | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1789000 | PA      | $1768562.82   | 0.16%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                                        | CMG Media Corporation 2024 Term Loan                                                                                                       | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1742602 | PA      | $1693347.16   | 0.15%             | 2029-06-18      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                        | Panther Escrow Issuer LLC                                                                                                                  | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1069000 | PA      | $1111125.01   | 0.10%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                         | Freeport-McMoRan Inc                                                                                                                       | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1782000 | PA      | $1810980.67   | 0.16%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                        | Huntington Bancshares Inc/OH                                                                                                               | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1648296.02   | 0.15%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| DCP RIGHTS, LLC                                              | SHOW Trust 2022-BIZ                                                                                                                        | CUSIP: 82539LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3850000 | PA      | $2935559.55   | 0.26%             | 2027-01-15      | Floating      | 7.30%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $2685.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LKQ CORP                                                     | LKQ Corp                                                                                                                                   | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |   1344000 | PA      | $1418352.22   | 0.12%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                 | Fibercop SpA                                                                                                                               | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |   1147000 | PA      | $1079144.63   | 0.09%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds                     | Sri Lanka Government International Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    481153 | PA      | $391809.89    | 0.03%             | 2038-02-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                              | Fair Isaac Corp                                                                                                                            | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   1828000 | PA      | $1849325.06   | 0.16%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                      | Arthur J Gallagher & Co                                                                                                                    | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1812000 | PA      | $1813904.10   | 0.16%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                           | Viking Cruises Ltd                                                                                                                         | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   1060000 | PA      | $1142283.56   | 0.10%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                      | United Airlines 2023-1 Class A Pass Through Trust                                                                                          | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1287763 | PA      | $1318119.48   | 0.12%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                             | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                                | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1823000 | PA      | $1774655.32   | 0.16%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| STATE STREET CORP                                            | State Street Corp                                                                                                                          | CUSIP: 857477CS0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1341000 | PA      | $1367691.26   | 0.12%             | 2030-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                        | Quikrete Holdings Inc                                                                                                                      | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1671000 | PA      | $1719366.96   | 0.15%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                               | Solventum Corp                                                                                                                             | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1012000 | PA      | $1041932.95   | 0.09%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                       | Velocity Commercial Capital Loan Trust 2024-2                                                                                              | CUSIP: 92259QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1387925 | PA      | $1412465.51   | 0.12%             | 2054-06-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                       | Delek Logistics Partners LP / Delek Logistics Finance Corp                                                                                 | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1482000 | PA      | $1539111.83   | 0.14%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-159.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sealed Air Corp                                              | Sealed Air Corp                                                                                                                            | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1145086.20   | 0.10%             | 2033-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                           | Banco Santander SA                                                                                                                         | CUSIP: 05964HBH7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $635324.40    | 0.06%             | 2034-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Life Financial Services Trust                                | Life 2022-BMR Mortgage Trust                                                                                                               | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    810000 | PA      | $785716.77    | 0.07%             | 2039-05-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                              | Sands China Ltd                                                                                                                            | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   1442000 | PA      | $1453654.24   | 0.13%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                 | Ecopetrol SA                                                                                                                               | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   3051000 | PA      | $2108251.07   | 0.19%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                      | Phillips Edison Grocery Center Operating Partnership I LP                                                                                  | CUSIP: 71845JAC2<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |    766000 | PA      | $742236.81    | 0.07%             | 2035-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING CO OF AME                                     | Roller Bearing Co of America Inc                                                                                                           | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1178062.30   | 0.10%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WINDFALL MINING GROUP                                        | Windfall Mining Group Inc / Groupe Minier Windfall Inc                                                                                     | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |   1093000 | PA      | $1117697.79   | 0.10%             | 2032-05-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                          | Dollar General Corp                                                                                                                        | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   1374000 | PA      | $1379364.26   | 0.12%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                 | GS Mortgage Securities Corp Trust 2024-MARK                                                                                                | CUSIP: 36270HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1320000 | PA      | $1322473.15   | 0.12%             | 2034-06-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                       | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                                               | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   1126000 | PA      | $1164643.19   | 0.10%             | 2039-01-08      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Cloudflare Inc                                               | Cloudflare Inc                                                                                                                             | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |      3162 | NS      | $619214.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LONGFOR HOLDINGS LTD                                         | Longfor Group Holdings Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 254900UJX27B2F1JYR13 | Long             | DBT              | CORP              | KY        |    784000 | PA      | $573792.83    | 0.05%             | 2032-01-13      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| KRAKEN OIL & GAS PARTNER                                     | Kraken Oil & Gas Partners LLC                                                                                                              | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |    855000 | PA      | $840696.62    | 0.07%             | 2029-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                        | Uber Technologies Inc                                                                                                                      | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      7504 | NS      | $700123.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                     | AL Candelaria -spain- SA                                                                                                                   | CUSIP: 000000000<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |   1012000 | PA      | $859542.20    | 0.08%             | 2033-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                      | GLP Capital LP / GLP Financing II Inc                                                                                                      | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |   1278000 | PA      | $1205873.13   | 0.11%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                   | 3M Co                                                                                                                                      | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   2191000 | PA      | $2211611.61   | 0.19%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                                   | Cabot Corp                                                                                                                                 | CUSIP: 127055AM3<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |   1611000 | PA      | $1610923.49   | 0.14%             | 2032-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                        | Wells Fargo Commercial Mortgage Trust 2024-MGP                                                                                             | CUSIP: 95003TAS2<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |   1980000 | PA      | $1973412.14   | 0.17%             | 2041-08-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                        | Sri Lanka Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     94840 | PA      | $77410.30     | 0.01%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                     | Provincia de Buenos Aires/Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |    135409 | PA      | $97663.51     | 0.01%             | 2037-09-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| 1261229 BC LTD                                               | 1261229 BC Ltd                                                                                                                             | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2045000 | PA      | $2064406.99   | 0.18%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Ollie's Bargain Outlet Holdings Inc                          | Ollie's Bargain Outlet Holdings Inc                                                                                                        | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |      8756 | NS      | $1153865.68   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                     | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                             | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2166699.90   | 0.19%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                        | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    607800 | PA      | $110384.19    | 0.01%             | 2022-08-23      | None          | 12.75%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H060689<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     78000 | PA      | $79063.20     | 0.01%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                       | US ULTRA BOND CBT SEP25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        26 | NC      | $28817.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VITERRA FINANCE BV                                           | Viterra Finance BV                                                                                                                         | CUSIP: 92852LAB5<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |   1518000 | PA      | $1396822.16   | 0.12%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                             | Deutsche Bank AG/New York NY                                                                                                               | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1180000 | PA      | $1167554.27   | 0.10%             | 2032-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                               | Crockett Partners Equipment Co IIA LLC                                                                                                     | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1275000 | PA      | $1289526.74   | 0.11%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                     | Take-Two Interactive Software Inc                                                                                                          | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   1079000 | PA      | $1111538.56   | 0.10%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |         1 | NC      | $25557.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NMI HOLDINGS                                                 | NMI Holdings Inc                                                                                                                           | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |    944000 | PA      | $969818.40    | 0.09%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BENTELER INTERNATIONAL A                                     | Benteler International AG                                                                                                                  | CUSIP: 08263DAA4<br>LEI: 529900ZAFSOBVFCKF263 | Long             | DBT              | CORP              | AT        |   1000000 | PA      | $1053363.00   | 0.09%             | 2028-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                                                                           | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2794000 | PA      | $2830085.60   | 0.25%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                       | Westinghouse Air Brake Technologies Corp                                                                                                   | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   1048000 | PA      | $1085572.70   | 0.10%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                | TransDigm Inc                                                                                                                              | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2887000 | PA      | $2834782.80   | 0.25%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                          | Ashtead Capital Inc                                                                                                                        | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    698000 | PA      | $683837.90    | 0.06%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                     | LABL Inc                                                                                                                                   | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |   2034000 | PA      | $1741313.91   | 0.15%             | 2031-10-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2024-1 AA PTT                                     | United Airlines 2024-1 Class AA Pass Through Trust                                                                                         | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2278002 | PA      | $2306894.40   | 0.20%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                     | Jaguar Land Rover Automotive PLC                                                                                                           | CUSIP: 47010BAK0<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    950000 | PA      | $954901.05    | 0.08%             | 2028-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2843000 | PA      | $2842793.80   | 0.25%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| API Group Corp                                               | API Group Corp                                                                                                                             | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |     22512 | NS      | $1149237.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KINROSS GOLD CORP                                            | Kinross Gold Corp                                                                                                                          | CUSIP: 496902AT4<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |   1873000 | PA      | $2015033.50   | 0.18%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                              | DR Horton Inc                                                                                                                              | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   1119000 | PA      | $1129316.32   | 0.10%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                         | Flutter Treasury DAC                                                                                                                       | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    843000 | PA      | $868857.34    | 0.08%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                     | APA Corp                                                                                                                                   | CUSIP: 03743QAK4<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    401000 | PA      | $306420.81    | 0.03%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    615000 | PA      | $610391.25    | 0.05%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                        | Foundry JV Holdco LLC                                                                                                                      | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1463000 | PA      | $1538310.79   | 0.14%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                | Citigroup Inc                                                                                                                              | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      7003 | NS      | $596095.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CAIXABANK SA                                                 | CaixaBank SA                                                                                                                               | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   2569000 | PA      | $2670773.17   | 0.24%             | 2029-01-18      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                      | ATI Inc                                                                                                                                    | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |   1596000 | PA      | $1673793.83   | 0.15%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                          | Fifth Third Bancorp                                                                                                                        | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    941000 | PA      | $951739.87    | 0.08%             | 2030-09-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-4522.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                                     | Jacobs Engineering Group Inc                                                                                                               | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |   1087000 | PA      | $1131721.55   | 0.10%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                              | MEG Energy Corp                                                                                                                            | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |   1157000 | PA      | $1156542.18   | 0.10%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust                                 | WB Commercial Mortgage Trust 2024-HQ                                                                                                       | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1110000 | PA      | $1114738.59   | 0.10%             | 2040-03-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                       | Clydesdale Acquisition Holdings Inc                                                                                                        | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   1141000 | PA      | $1167829.47   | 0.10%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                          | Minejesa Capital BV                                                                                                                        | CUSIP: 602736AA8<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |   1223570 | PA      | $1209583.37   | 0.11%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                       | Philip Morris International Inc                                                                                                            | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1702568.10   | 0.15%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                               | NRG Energy Inc                                                                                                                             | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1501000 | PA      | $1648983.59   | 0.15%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sea Ltd                                                      | Sea Ltd                                                                                                                                    | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |      7226 | NS      | $1155726.44   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NYO Commercial Mortgage Trust                                | NYO Commercial Mortgage Trust 2021-1290                                                                                                    | CUSIP: 62955HAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    430000 | PA      | $428048.53    | 0.04%             | 2038-11-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                             | CSC Holdings LLC                                                                                                                           | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2491000 | PA      | $2370885.97   | 0.21%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| TWITTER INC                                                  | Twitter Inc Term Loan                                                                                                                      | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2900128 | PA      | $2836919.27   | 0.25%             | 2029-10-26      | Floating      | 10.93%                | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                               | Solventum Corp                                                                                                                             | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1167000 | PA      | $1212283.65   | 0.11%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                        | Spotify Technology SA                                                                                                                      | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |      1509 | NS      | $1157916.06   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                                        | Robinhood Markets Inc                                                                                                                      | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |     14532 | NS      | $1360631.16   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ACBL HLDG CORP                                               | ACBL HLDG CORP                                                                                                                             | CUSIP: 00085Q605<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     16904 | NS      | $1048048.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                          | Synchrony Financial                                                                                                                        | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    532000 | PA      | $546997.98    | 0.05%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                       | Roper Technologies Inc                                                                                                                     | CUSIP: 776696AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    706000 | PA      | $707643.96    | 0.06%             | 2032-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                           | Regal Rexnord Corp                                                                                                                         | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   2079000 | PA      | $2196211.86   | 0.19%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                               | Wynn Macau Ltd                                                                                                                             | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   1193000 | PA      | $1190886.72   | 0.10%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DALLAS TX CONVENTION CENTER HOTEL DEV CORP HOTEL REVENUE     | Dallas Convention Center Hotel Development Corp                                                                                            | CUSIP: 235417AA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1210000 | PA      | $1338139.12   | 0.12%             | 2042-01-01      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                        | Tenet Healthcare Corp                                                                                                                      | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1057000 | PA      | $1094237.05   | 0.10%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                          | Cheniere Energy Inc                                                                                                                        | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      5503 | NS      | $1340090.56   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER LP                                          | Medline Borrower LP                                                                                                                        | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   2399000 | PA      | $2302886.70   | 0.20%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                     | Western Midstream Operating LP                                                                                                             | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1053000 | PA      | $1102792.09   | 0.10%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                         | Alpha Generation LLC                                                                                                                       | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |   1132000 | PA      | $1167669.32   | 0.10%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                 | CSMC 2021-BPNY                                                                                                                             | CUSIP: 12659XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    991132 | PA      | $930081.13    | 0.08%             | 2026-08-15      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                              | Nissan Motor Co Ltd                                                                                                                        | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   3242000 | PA      | $2976482.50   | 0.26%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| RAYONIER LP                                                  | Rayonier LP                                                                                                                                | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              |  | US        |   2532000 | PA      | $2240730.60   | 0.20%             | 2031-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                | Carnival Corp                                                                                                                              | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1528000 | PA      | $1544910.38   | 0.14%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                       | Standard Chartered PLC                                                                                                                     | CUSIP: 853254CZ1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1470000 | PA      | $1548672.97   | 0.14%             | 2035-01-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| TWITTER INC                                                  | Twitter Inc 2025 Fixed Term Loan                                                                                                           | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1143000 | PA      | $1112996.25   | 0.10%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                         | Garda World Security Corp                                                                                                                  | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    717000 | PA      | $742344.37    | 0.07%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                             | LPL Holdings Inc                                                                                                                           | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    880000 | PA      | $890666.67    | 0.08%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                             | Great Wolf Trust 2024-WOLF                                                                                                                 | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1504231.95   | 0.13%             | 2039-03-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                     | Builders FirstSource Inc                                                                                                                   | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1079000 | PA      | $1109722.37   | 0.10%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Casey's General Stores Inc                                   | Casey's General Stores Inc                                                                                                                 | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      1125 | NS      | $574053.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                               | NRG Energy Inc                                                                                                                             | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   2111000 | PA      | $2345472.40   | 0.21%             | 2028-03-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                                     | PetSmart Inc / PetSmart Finance Corp                                                                                                       | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    971000 | PA      | $947709.92    | 0.08%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                      | XPO Inc                                                                                                                                    | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    961000 | PA      | $1007869.89   | 0.09%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                               | BAHA Trust 2024-MAR                                                                                                                        | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1420000 | PA      | $1486733.18   | 0.13%             | 2041-12-10      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                     | Olympus Water US Holding Corp                                                                                                              | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1429000 | PA      | $1458780.36   | 0.13%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bojangles Issuer, LLC                                        | Bojangles Issuer LLC                                                                                                                       | CUSIP: 09748RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1240000 | PA      | $1266889.15   | 0.11%             | 2054-11-20      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                       | Ukraine Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   2700000 | PA      | $1259105.26   | 0.11%             | 2035-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                             | CSC Holdings LLC                                                                                                                           | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2193000 | PA      | $1086874.27   | 0.10%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                     | Macquarie Airfinance Holdings Ltd                                                                                                          | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   2152000 | PA      | $2279159.53   | 0.20%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HECLA MINING CO                                              | Hecla Mining Co                                                                                                                            | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |   1194000 | PA      | $1204188.40   | 0.11%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NY Commercial Mortgage Trust                                 | NY Commercial Mortgage Trust 2025-299P                                                                                                     | CUSIP: 62957FAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390000 | PA      | $404430.08    | 0.04%             | 2047-02-10      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                     | Huntington Ingalls Industries Inc                                                                                                          | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    390000 | PA      | $401036.77    | 0.04%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TAV HAVALIMANLARI HOLDIN                                     | TAV Havalimanlari Holding AS                                                                                                               | CUSIP: 87216EAA4<br>LEI: 789000PBM9TT5D88M597 | Long             | DBT              | CORP              | TR        |   1080000 | PA      | $1127305.39   | 0.10%             | 2028-12-07      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Trust 2025-ROIC                                                                                                                         | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1430000 | PA      | $1406055.22   | 0.12%             | 2030-03-15      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                             | AMC Networks Inc                                                                                                                           | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1120500.00   | 0.10%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                      | GLP Capital LP / GLP Financing II Inc                                                                                                      | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              |  | US        |   1272000 | PA      | $1223341.17   | 0.11%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                                                                            | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1648000 | PA      | $1703884.08   | 0.15%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                       | Cloud Software Group Inc                                                                                                                   | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   2926000 | PA      | $3116655.23   | 0.27%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                        | Caesars Entertainment Inc                                                                                                                  | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1956000 | PA      | $1868332.12   | 0.16%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| SABAL TRAIL TRANS                                            | Sabal Trail Transmission LLC                                                                                                               | CUSIP: 78516FAA7<br>LEI: 5493002DWITGSZFUI977 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1109875.53   | 0.10%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                        | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |   2721600 | PA      | $550035.36    | 0.05%             | 2026-10-21      | None          | 11.75%                | Yes           |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                           | Viterra Finance BV                                                                                                                         | CUSIP: 92852LAA7<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |   1082000 | PA      | $1059195.06   | 0.09%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                         | Kaiser Aluminum Corp                                                                                                                       | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1528000 | PA      | $1430560.36   | 0.13%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                                  | Trimble Inc                                                                                                                                | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |   1426000 | PA      | $1515523.04   | 0.13%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                       | AS Mileage Plan IP Ltd                                                                                                                     | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1756000 | PA      | $1728659.03   | 0.15%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Dutch Bros Inc                                               | Dutch Bros Inc                                                                                                                             | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16473 | NS      | $1126259.01   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $1115662.49   | 0.10%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | SE        |         1 | NC      | $-254.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                        | QXO Building Products Inc                                                                                                                  | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |   2198000 | PA      | $2269879.00   | 0.20%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                | Carnival Corp                                                                                                                              | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2100000 | PA      | $2056687.50   | 0.18%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-14986.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                        | Cousins Properties LP                                                                                                                      | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |   1929000 | PA      | $1985487.08   | 0.17%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                      | Bahamas Government International Bond                                                                                                      | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |    454000 | PA      | $461718.00    | 0.04%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                        | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                                   | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2837000 | PA      | $2829513.81   | 0.25%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                            | Rakuten Group Inc                                                                                                                          | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    813000 | PA      | $892815.27    | 0.08%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                 | AES Corp/The                                                                                                                               | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1226000 | PA      | $1265354.47   | 0.11%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                         | Capstone Copper Corp                                                                                                                       | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |   1737000 | PA      | $1779702.41   | 0.16%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                  | Vistra Corp                                                                                                                                | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    288000 | PA      | $313744.03    | 0.03%             | 2029-01-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                         | Egypt Government International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   2675000 | PA      | $2174036.97   | 0.19%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                        | Freeport Indonesia PT                                                                                                                      | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |   1115000 | PA      | $1095044.62   | 0.10%             | 2052-04-14      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: —       |
| GLP CAPITAL LP / FIN II                                      | GLP Capital LP / GLP Financing II Inc                                                                                                      | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              |  | US        |   1000000 | PA      | $1025341.00   | 0.09%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                             | LPL Holdings Inc                                                                                                                           | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $1046500.46   | 0.09%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSATLANTIC HOLDINGS                                       | Transatlantic Holdings Inc                                                                                                                 | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |    934000 | PA      | $1174258.73   | 0.10%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                | Aircastle Ltd                                                                                                                              | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1132000 | PA      | $1182383.49   | 0.10%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                                                                              | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1935018.14   | 0.17%             | 2030-02-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                         | Ghana Government International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |   3989000 | PA      | $3113400.90   | 0.27%             | 2035-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Range Resources Corp                                         | Range Resources Corp                                                                                                                       | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     26684 | NS      | $1085238.28   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWDEN UK REFINANCE / US                                     | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC                                                              | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1134000 | PA      | $1185034.54   | 0.10%             | 2032-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                           | Bausch + Lomb Corp                                                                                                                         | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |   1066000 | PA      | $1113970.00   | 0.10%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                                     | Fortress Transportation and Infrastructure Investors LLC                                                                                   | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   1092000 | PA      | $1131459.42   | 0.10%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                | CoreWeave Inc                                                                                                                              | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   1118000 | PA      | $1143918.97   | 0.10%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                      | VZ Secured Financing BV                                                                                                                    | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   2453000 | PA      | $2184269.93   | 0.19%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                             | Altice France SA                                                                                                                           | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   2864000 | PA      | $2412920.00   | 0.21%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                         | Tencent Holdings Ltd                                                                                                                       | CUSIP: 88032WAG1<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   1078000 | PA      | $1062947.85   | 0.09%             | 2028-01-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                       | Mauser Packaging Solutions Holding Co                                                                                                      | CUSIP: 57763RAB3<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1904000 | PA      | $1907046.59   | 0.17%             | 2026-08-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                       | Coca-Cola Femsa SAB de CV                                                                                                                  | CUSIP: 191241AK4<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |   1188000 | PA      | $1182642.12   | 0.10%             | 2035-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $4044.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                     | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  34217517 | PA      | $1902696.71   | 0.17%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| 3i Group PLC                                                 | 3i Group PLC                                                                                                                               | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |     21219 | NS      | $1200829.64   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                       | Spirit AeroSystems Inc                                                                                                                     | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   1237000 | PA      | $1365772.94   | 0.12%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Talen Energy Corp                                            | Talen Energy Corp                                                                                                                          | CUSIP: 87422Q109<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | EC               | CORP              | US        |      4046 | NS      | $1176455.42   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Celestica Inc                                                | Celestica Inc                                                                                                                              | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |      7271 | NS      | $1135075.81   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                     | Perrigo Finance Unlimited Co                                                                                                               | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |   1489000 | PA      | $1504278.63   | 0.13%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                          | Churchill Downs Inc                                                                                                                        | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |   1787000 | PA      | $1765080.80   | 0.16%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HANWHA LIFE INSURANCE                                        | Hanwha Life Insurance Co Ltd                                                                                                               | CUSIP: 41135UAC9<br>LEI: 988400ZKCI3R9DQHR320 | Long             | DBT              | CORP              | KR        |    709000 | PA      | $731064.08    | 0.06%             | 2055-06-24      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                  | Gap Inc/The                                                                                                                                | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    996000 | PA      | $895233.24    | 0.08%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                                      | ONE 2021-PARK Mortgage Trust                                                                                                               | CUSIP: 682413AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $2701177.33   | 0.24%             | 2036-03-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                             | DT Midstream Inc                                                                                                                           | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1293000 | PA      | $1210768.95   | 0.11%             | 2032-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                          | CDW LLC / CDW Finance Corp                                                                                                                 | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1131000 | PA      | $1129286.73   | 0.10%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                           | Royalty Pharma PLC                                                                                                                         | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1702000 | PA      | $1725319.43   | 0.15%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Trust 2025-TAIL                                                                                                                         | CUSIP: 123912AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $903188.52    | 0.08%             | 2035-06-15      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                       | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797QV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6932000 | PA      | $6864030.01   | 0.60%             | 2025-09-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                 | Navient Corp                                                                                                                               | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   1437000 | PA      | $1496274.55   | 0.13%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                        | Atlassian Corp                                                                                                                             | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   1679000 | PA      | $1724963.77   | 0.15%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                                             | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    677000 | PA      | $596196.29    | 0.05%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                       | Lumen Technologies Inc 2024 Extended Term Loan B2                                                                                          | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    269629 | PA      | $266660.52    | 0.02%             | 2030-04-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                              | Stream Innovations 2024-1 Issuer Trust                                                                                                     | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    416478 | PA      | $432851.20    | 0.04%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                     | Western Midstream Operating LP                                                                                                             | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2523000 | PA      | $2427395.99   | 0.21%             | 2030-02-01      | Fixed         | 4.05%                 | 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        |   1940000 | PA      | $1880921.86   | 0.17%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-356.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                       | Lumen Technologies Inc                                                                                                                     | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   1997000 | PA      | $1799197.15   | 0.16%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                       | Choice Hotels International Inc                                                                                                            | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1672987.66   | 0.15%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ASTORIA ENERGY LLC                                           | ASTORIA ENERGY LLC 2025 TERM LOAN B                                                                                                        | CUSIP: 04626LAJ8<br>LEI: 549300BXD26J7I0IPB62 | Long             | LON              | CORP              | US        |   1143000 | PA      | $1146097.53   | 0.10%             | 2032-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                 | US Foods Inc                                                                                                                               | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   1241000 | PA      | $1220407.09   | 0.11%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                     | Builders FirstSource Inc                                                                                                                   | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1182135.12   | 0.10%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                          | Synchrony Financial                                                                                                                        | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2687000 | PA      | $2812796.37   | 0.25%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PALOMINO FUNDING TRUST I                                     | Palomino Funding Trust I                                                                                                                   | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2239000 | PA      | $2366415.94   | 0.21%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| BRIGHTLINE EAST LLC                                          | Brightline East LLC                                                                                                                        | CUSIP: 093536AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1172000 | PA      | $868346.52    | 0.08%             | 2030-01-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: —       |
| Microsoft Corp                                               | Microsoft Corp                                                                                                                             | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      1250 | NS      | $621762.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-6896.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                     | USA Compression Partners LP / USA Compression Finance Corp                                                                                 | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $717889.90    | 0.06%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                       | US 2YR NOTE (CBT) SEP25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       706 | NC      | $578758.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                                             | CSC Holdings LLC                                                                                                                           | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   5975000 | PA      | $2783966.88   | 0.25%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                         | CITGO Petroleum Corp                                                                                                                       | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   1426000 | PA      | $1486817.47   | 0.13%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                        | Caesars Entertainment Inc                                                                                                                  | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1549000 | PA      | $1605084.64   | 0.14%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                         | National Fuel Gas Co                                                                                                                       | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   1127000 | PA      | $1158903.01   | 0.10%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fluor Corp                                                   | Fluor Corp                                                                                                                                 | CUSIP: 343412AF9<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1317926.98   | 0.12%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1210351.26   | 0.11%             | 2030-02-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                     | Brandywine Operating Partnership LP                                                                                                        | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |   1968000 | PA      | $1854998.03   | 0.16%             | 2029-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| LETRA TESOURO NACIONAL                                       | Brazil Letras do Tesouro Nacional                                                                                                          | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  13424000 | PA      | $1969025.93   | 0.17%             | 2027-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                     | Hilton Domestic Operating Co Inc                                                                                                           | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1268000 | PA      | $1216321.65   | 0.11%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                 | SK Hynix Inc                                                                                                                               | CUSIP: 78392BAH0<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    886000 | PA      | $911775.64    | 0.08%             | 2029-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ILFC E-CAPITAL TRUST I                                       | ILFC E-Capital Trust I                                                                                                                     | CUSIP: 44965TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1806000 | PA      | $1514582.40   | 0.13%             | 2065-12-21      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                              | Long: BLK60ADV5 IRS USD R V 12MUSCPI INF_SLK60ADV5 CCPINFLATIONZERO / Short: BLK60ADV5 IRS USD P F  2.66500 FIX_SLK60ADV5 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |   4373000 | OU      | $-105183.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                 | SM Energy Co                                                                                                                               | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    778000 | PA      | $775816.70    | 0.07%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                            | NatWest Group PLC                                                                                                                          | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1159000 | PA      | $1253057.49   | 0.11%             | 2033-11-10      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Mirabela Nickel Ltd                                          | MIRABELA NICKEL                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15172 | PA      | $0.00         | 0.00%             | 2044-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                        | Foundry JV Holdco LLC                                                                                                                      | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1936000 | PA      | $1987148.73   | 0.17%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                              | Long: BLFD0V9M5 IRS USD R V 12MUSCPI INF_SLFD0V9M5 CCPINFLATIONZERO / Short: BLFD0V9M5 IRS USD P F  2.74750 FIX_SLFD0V9M5 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |   6000000 | OU      | $-232611.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust                                  | Cherry Securitization Trust 2025-1                                                                                                         | CUSIP: 16473RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1055000 | PA      | $1066558.26   | 0.09%             | 2032-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                             | Vmed O2 UK Financing I PLC                                                                                                                 | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   2598000 | PA      | $2381701.43   | 0.21%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                        | Trivium Packaging Finance BV                                                                                                               | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |   1782000 | PA      | $1885805.06   | 0.17%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                                            | Ma'aden Sukuk Ltd                                                                                                                          | CUSIP: 55407NAB8<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |    696000 | PA      | $710231.11    | 0.06%             | 2035-02-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Coupang Inc                                                  | Coupang Inc                                                                                                                                | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |     42503 | NS      | $1273389.88   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                     | Constellation Energy Generation LLC                                                                                                        | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   2067000 | PA      | $2208828.47   | 0.19%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                | DISH DBS Corp                                                                                                                              | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2478000 | PA      | $1654065.00   | 0.15%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ILFC E-CAPITAL TRUST II                                      | ILFC E-Capital Trust II                                                                                                                    | CUSIP: 44965UAA2<br>LEI: N/A                  | Long             | SN               | CORP              | US        |    836000 | PA      | $714328.39    | 0.06%             | 2065-12-21      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F060477<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4025000 | PA      | $4140079.54   | 0.36%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Commercial Mortgage Trust 2024-GPA3                                                                                                     | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    703286 | PA      | $705073.39    | 0.06%             | 2039-12-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                     | Vistra Operations Co LLC                                                                                                                   | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3748000 | PA      | $3655418.03   | 0.32%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Olin Corp                                                    | Olin Corp                                                                                                                                  | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |   1347000 | PA      | $1300745.91   | 0.11%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                      | Crescent Energy Finance LLC                                                                                                                | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   1696000 | PA      | $1622708.34   | 0.14%             | 2033-01-15      | Fixed         | 7.38%                 | 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        |    364795 | PA      | $364541.39    | 0.03%             | 2027-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                                                                            | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1881000 | PA      | $1894291.05   | 0.17%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Corp.                            | Mavis Tire Express Services Corp 2025 Repriced Term Loan                                                                                   | CUSIP: 57777YAG1<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |    332168 | PA      | $332421.61    | 0.03%             | 2028-05-04      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                       | Lumen Technologies Inc                                                                                                                     | CUSIP: 550241AB9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    494326 | PA      | $482585.76    | 0.04%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Rubrik Inc                                                   | Rubrik Inc                                                                                                                                 | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Long             | EC               | CORP              | US        |      6253 | NS      | $560206.27    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FMG RESOURCES AUG 2006                                       | FMG Resources August 2006 Pty Ltd                                                                                                          | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   1345000 | PA      | $1369043.22   | 0.12%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                     | Cheniere Energy Partners LP                                                                                                                | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1210907.48   | 0.11%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                        | Bausch Health Cos Inc                                                                                                                      | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   2327000 | PA      | $2305382.17   | 0.20%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: —       |
| SOUTH BOW CAN INFRA HOLD                                     | South Bow Canadian Infrastructure Holdings Ltd                                                                                             | CUSIP: 836720AH5<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |   1132000 | PA      | $1168962.06   | 0.10%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                       | Mauser Packaging Solutions Holding Co                                                                                                      | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1131000 | PA      | $1123901.28   | 0.10%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                            | Take-Two Interactive Software Inc                                                                                                          | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      4999 | NS      | $1214007.15   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                     | Walgreens Boots Alliance Inc                                                                                                               | CUSIP: 931427AW8<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    636000 | PA      | $674930.24    | 0.06%             | 2029-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                 | Hudson Yards 2025-SPRL Mortgage Trust                                                                                                      | CUSIP: 44855PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $259275.95    | 0.02%             | 2040-01-13      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                | Carnival Corp                                                                                                                              | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2494000 | PA      | $2516151.03   | 0.22%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-9503.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                            | CBRE Services Inc                                                                                                                          | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   1702000 | PA      | $1708047.00   | 0.15%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                          | United Airlines Inc                                                                                                                        | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    696000 | PA      | $676063.22    | 0.06%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                      | Colombia Government International Bonds                                                                                                    | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1166000 | PA      | $1208361.63   | 0.11%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                             | Puget Energy Inc                                                                                                                           | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $966451.84    | 0.09%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                              | Nissan Motor Co Ltd                                                                                                                        | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    798000 | PA      | $766633.97    | 0.07%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                            | GXO Logistics Inc                                                                                                                          | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   1389000 | PA      | $1209432.61   | 0.11%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $2435.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                | Boeing Co/The                                                                                                                              | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2726000 | PA      | $2963661.51   | 0.26%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                                | BLP Commercial Mortgage Trust 2024-IND2                                                                                                    | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2770576 | PA      | $2777094.55   | 0.24%             | 2041-03-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                            | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |   2360000 | PA      | $443314.20    | 0.04%             | 2022-10-04      | None          | 6.10%                 | Yes           |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                     | AL Candelaria -spain- SA                                                                                                                   | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |   1646000 | PA      | $1398030.10   | 0.12%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                       | Cushman & Wakefield US Borrower LLC                                                                                                        | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $1114119.26   | 0.10%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                            | Nexa Resources SA                                                                                                                          | CUSIP: 65290DAC7<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |    672000 | PA      | $675839.14    | 0.06%             | 2037-04-08      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                     | Smyrna Ready Mix Concrete LLC                                                                                                              | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1736843.29   | 0.15%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                          | Axon Enterprise Inc                                                                                                                        | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    770000 | PA      | $793762.20    | 0.07%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                     | EQT Corp                                                                                                                                   | CUSIP: 26884LAS8<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1536000 | PA      | $1571132.57   | 0.14%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                     | Snam SpA                                                                                                                                   | CUSIP: 83304JAC1<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    446000 | PA      | $463921.60    | 0.04%             | 2055-05-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HOLDINGS INC                                     | ASP Unifrax Holdings Inc                                                                                                                   | CUSIP: 00218LAH4<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |   2266888 | PA      | $1042768.48   | 0.09%             | 2029-09-30      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                                     | Jersey Mike's Funding LLC                                                                                                                  | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    922688 | PA      | $939958.36    | 0.08%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                                                  | Rollins Inc                                                                                                                                | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |   1681000 | PA      | $1688035.56   | 0.15%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                | Sinclair Television Group Inc 2025 Term Loan B6                                                                                            | CUSIP: 829229AU7<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |   2702463 | PA      | $2324118.07   | 0.20%             | 2029-12-31      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                     | Univision Communications Inc                                                                                                               | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1356163.34   | 0.12%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods Inc                                         | Smithfield Foods Inc                                                                                                                       | CUSIP: 832248BB3<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   2021000 | PA      | $2035276.22   | 0.18%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                            | Trinidad & Tobago Government International Bond                                                                                            | CUSIP: 896292AM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |   1161000 | PA      | $1143039.33   | 0.10%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                         | Samarco Mineracao SA                                                                                                                       | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |   2496721 | PA      | $2455975.56   | 0.22%             | 2031-06-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                       | Anglo American Capital PLC                                                                                                                 | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1083000 | PA      | $1118914.50   | 0.10%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SWISS RE SUB FIN PLC                                         | Swiss RE Subordinated Finance PLC                                                                                                          | CUSIP: 87088QAA2<br>LEI: 636700H29EH5Z8ZU8L04 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1212970.80   | 0.11%             | 2035-04-05      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                     | First Citizens BancShares Inc/NC                                                                                                           | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   1278000 | PA      | $1274859.57   | 0.11%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                              | Madison IAQ LLC                                                                                                                            | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |   1718000 | PA      | $1691197.65   | 0.15%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                 | UBS Group AG                                                                                                                               | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    802000 | PA      | $929446.62    | 0.08%             | 2033-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                          | Quanta Services Inc                                                                                                                        | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      3157 | NS      | $1193598.56   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ABC SUPPLY CO INC                                            | American Builders & Contractors Supply Co Inc                                                                                              | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |   1214000 | PA      | $1188222.05   | 0.10%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                           | Regency Centers LP                                                                                                                         | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    802000 | PA      | $804293.42    | 0.07%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                         | Atlas Warehouse Lending Co LP                                                                                                              | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   1346000 | PA      | $1360842.96   | 0.12%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                                            | Newmark Group Inc                                                                                                                          | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1656748.13   | 0.15%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds      | Republic of South Africa Government International Bonds                                                                                    | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   2306000 | PA      | $1738555.94   | 0.15%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050486<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13544000 | PA      | $13638123.49  | 1.20%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                        | Civitas Resources Inc                                                                                                                      | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   1423000 | PA      | $1445843.42   | 0.13%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                          | Silgan Holdings Inc                                                                                                                        | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |    524000 | PA      | $515440.67    | 0.05%             | 2028-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                | CommScope LLC                                                                                                                              | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   1212000 | PA      | $1208262.80   | 0.11%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| PENNYMAC FIN SVCS INC                                        | PennyMac Financial Services Inc                                                                                                            | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $2102460.23   | 0.19%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-3179.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OZK                                                     | Bank OZK                                                                                                                                   | CUSIP: 06417NA94<br>LEI: 549300VYK2WBD7SST478 | Long             | DBT              | CORP              | US        |   2182000 | PA      | $1963800.00   | 0.17%             | 2031-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                                         | Vermilion Energy Inc                                                                                                                       | CUSIP: 923725AE5<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | CORP              | CA        |   1477000 | PA      | $1387371.80   | 0.12%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                                                                            | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1123000 | PA      | $1156774.80   | 0.10%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                                                                                    | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1101000 | PA      | $1132837.57   | 0.10%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                             | GGAM Finance Ltd                                                                                                                           | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |   2161000 | PA      | $2287394.73   | 0.20%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1272000 | PA      | $1292707.00   | 0.11%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |         1 | NC      | $1367.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                     | Virgin Media Bristol LLC 2023 USD Term Loan Y                                                                                              | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |   1146000 | PA      | $1132912.68   | 0.10%             | 2031-03-31      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                   | ROCK Trust 2024-CNTR                                                                                                                       | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2930000 | PA      | $3092422.79   | 0.27%             | 2041-11-13      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                  | Paychex Inc                                                                                                                                | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   1152000 | PA      | $1191326.92   | 0.10%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| LD CELULOSE INTERNATIONA                                     | LD Celulose International GmbH                                                                                                             | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |    523000 | PA      | $550784.38    | 0.05%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LONDON                                        | Macquarie Bank Ltd/London                                                                                                                  | CUSIP: 000000000<br>LEI: 549300MPRNPO6FWNKN78 | Long             | DBT              | CORP              | AU        |    501000 | PA      | $503756.00    | 0.04%             | 2027-03-08      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |         1 | NC      | $28585.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APA CORP                                                     | APA Corp                                                                                                                                   | CUSIP: 03743QAF5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   1119000 | PA      | $1071731.31   | 0.09%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DPL INC                                                      | DPL Inc                                                                                                                                    | CUSIP: 233293AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1459000 | PA      | $1414662.16   | 0.12%             | 2029-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                        | Molina Healthcare Inc                                                                                                                      | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1838251.40   | 0.16%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                            | Japan Tobacco Inc                                                                                                                          | CUSIP: 471105AE6<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   1026000 | PA      | $1073296.16   | 0.09%             | 2035-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                                            | MC Brazil Downstream Trading SARL                                                                                                          | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |   2039699 | PA      | $1614829.67   | 0.14%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-333.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                     | Hilton Domestic Operating Co Inc                                                                                                           | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    807000 | PA      | $731531.46    | 0.06%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                       | Sempra                                                                                                                                     | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1411000 | PA      | $1343027.47   | 0.12%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION COMPANY PLC                               | Bellis Acquisition Company PLC 2024 EUR Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | LON              | CORP              | GB        |   1473077 | PA      | $1648017.51   | 0.15%             | 2031-05-14      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| E W SCRIPPS COMPANY THE                                      | EW Scripps Company (The) 2025 Term Loan B2                                                                                                 | CUSIP: 26928BAQ2<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |   1729000 | PA      | $1680008.79   | 0.15%             | 2028-06-30      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                     | Constellation Energy Generation LLC                                                                                                        | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1470683.81   | 0.13%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                                     | Jacobs Engineering Group Inc                                                                                                               | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    845000 | PA      | $888301.48    | 0.08%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                             | CSC Holdings LLC                                                                                                                           | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    471000 | PA      | $332706.20    | 0.03%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                     | American Assets Trust LP                                                                                                                   | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |   2510000 | PA      | $2509954.24   | 0.22%             | 2034-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                   | Driven Brands Funding LLC                                                                                                                  | CUSIP: 26209XAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    694750 | PA      | $720208.28    | 0.06%             | 2054-10-20      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |         1 | NC      | $1443374.56   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                             | Societe Generale SA                                                                                                                        | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1095000 | PA      | $1128387.69   | 0.10%             | 2035-01-19      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                         | LifePoint Health Inc                                                                                                                       | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    996000 | PA      | $1100028.22   | 0.10%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ARIS MINING CORP                                             | Aris Mining Corp                                                                                                                           | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |   1456000 | PA      | $1486699.76   | 0.13%             | 2029-10-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                                      | Zebra Technologies Corp                                                                                                                    | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |   1613000 | PA      | $1659699.58   | 0.15%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                         | Western Digital Corp                                                                                                                       | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   1421000 | PA      | $1258240.79   | 0.11%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                               | OPAL BIDCO                                                                                                                                 | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |   1593000 | PA      | $1626871.96   | 0.14%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WATCO COS LLC/FINANCE CO                                     | Watco Cos LLC / Watco Finance Corp                                                                                                         | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    941000 | PA      | $984338.70    | 0.09%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                             | Vital Energy Inc                                                                                                                           | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |   1218000 | PA      | $1080237.14   | 0.10%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LORD ABBETT PVT CR FUND 1 LP                                 | LORD ABBETT PVT CR FUND 1 LP                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | RF                | US        |    424306 | NS      | $10667049.35  | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                  | KeyBank NA/Cleveland OH                                                                                                                    | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   1946000 | PA      | $1880146.21   | 0.17%             | 2029-04-13      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                                      | Meituan                                                                                                                                    | CUSIP: 58533EAF0<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |   1688000 | PA      | $1688770.27   | 0.15%             | 2029-10-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                                    | Palantir Technologies Inc                                                                                                                  | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      7879 | NS      | $1074065.28   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                     | Aston Martin Capital Holdings Ltd                                                                                                          | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |   1667000 | PA      | $1580313.50   | 0.14%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                       | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2108000 | PA      | $2067437.08   | 0.18%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fidelity Investments                                         | Fidelity Investments Money Market Government Portfolio                                                                                     | CUSIP: 31607A703<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |  13456565 | NS      | $13456564.65  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050684<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11414000 | PA      | $11180121.89  | 0.98%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                           | Regency Centers LP                                                                                                                         | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |   1041000 | PA      | $1056774.48   | 0.09%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                        | HUB International Ltd                                                                                                                      | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    909000 | PA      | $951680.67    | 0.08%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                     | Allison Transmission Inc                                                                                                                   | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   1261000 | PA      | $1156597.14   | 0.10%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HUNT COS INC                                                 | Hunt Cos Inc                                                                                                                               | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1383939.83   | 0.12%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NetEase Inc                                                  | NetEase Inc                                                                                                                                | CUSIP: 000000000<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | KY        |     50100 | NS      | $1350162.96   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                       | Roper Technologies Inc                                                                                                                     | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    960000 | PA      | $824605.25    | 0.07%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                               | Gray Media Inc                                                                                                                             | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   4861000 | PA      | $3649134.42   | 0.32%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bolivia Government International Bonds                       | Bolivia Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 529900TGIRPY3SZXEB56 | Long             | DBT              | NUSS              | BO        |   1785000 | PA      | $1258425.00   | 0.11%             | 2028-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                           | nVent Finance Sarl                                                                                                                         | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |   1794000 | PA      | $1828407.75   | 0.16%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                          | Churchill Downs Inc                                                                                                                        | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |   1116000 | PA      | $1114546.62   | 0.10%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                            | Post Holdings Inc                                                                                                                          | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1218000 | PA      | $1172037.80   | 0.10%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Trust 2021-ARIA                                                                                                                         | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249850.10    | 0.02%             | 2036-10-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                        | Freedom Mortgage Corp                                                                                                                      | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    402000 | PA      | $446094.92    | 0.04%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| ESC GCB144A HERTZ CORP                                       | ESC GCB144A HERTZ CORP                                                                                                                     | CUSIP: 428ESCAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    987000 | PA      | $74025.00     | 0.01%             | 2024-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                     | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   1240000 | PA      | $156329.79    | 0.01%             | 2027-04-12      | None          | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BankUnited Inc                                               | BankUnited Inc                                                                                                                             | CUSIP: 06652KAA1<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |   1178000 | PA      | $1177033.76   | 0.10%             | 2025-11-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                                                                                  | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1144192.64   | 0.10%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SMRT                                                         | SMRT 2022-MINI                                                                                                                             | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $747532.43    | 0.07%             | 2039-01-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                                          | SVB Financial Trust                                                                                                                        | CUSIP: 78500B403<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    156880 | NS      | $9020.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERGY INC                                                   | Evergy Inc                                                                                                                                 | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1719970.71   | 0.15%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                     | Huntington Ingalls Industries Inc                                                                                                          | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2016409.72   | 0.18%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Construction Partners Inc                                    | Construction Partners Inc                                                                                                                  | CUSIP: 21044C107<br>LEI: 549300MHLFL4E8JLZU44 | Long             | EC               | CORP              | US        |     12526 | NS      | $1331263.28   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                                           | Ally Financial Inc                                                                                                                         | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2277000 | PA      | $2373758.18   | 0.21%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                          | Ecuador Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   4957627 | PA      | $4319332.52   | 0.38%             | 2030-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                               | Rocket Cos Inc                                                                                                                             | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1701000 | PA      | $1742590.33   | 0.15%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Lebanon Government International Bonds                       | Lebanon Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |   3165000 | PA      | $596562.94    | 0.05%             | 2027-03-23      | None          | 6.85%                 | Yes           |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                      | Park River Holdings Inc                                                                                                                    | CUSIP: 70082LAB3<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |    647000 | PA      | $528206.14    | 0.05%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| DoorDash Inc                                                 | DoorDash Inc                                                                                                                               | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      5011 | NS      | $1235261.61   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL HOLDINGS INC                                             | LPL Holdings Inc                                                                                                                           | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1574000 | PA      | $1628468.16   | 0.14%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                             | Deutsche Bank AG/New York NY                                                                                                               | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3219000 | PA      | $3432737.25   | 0.30%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                              | Long: BLYO16AP5 IRS USD R V 12MUSCPI INF_SLYO16AP5 CCPINFLATIONZERO / Short: BLYO16AP5 IRS USD P F  2.54375 FIX_SLYO16AP5 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |   2807089 | OU      | $33553.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                             | Vmed O2 UK Financing I PLC                                                                                                                 | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   1253000 | PA      | $1159841.09   | 0.10%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                       | Venture Global LNG Inc                                                                                                                     | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2535000 | PA      | $2763157.61   | 0.24%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                           | Subway Funding LLC                                                                                                                         | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    731325 | PA      | $726135.88    | 0.06%             | 2054-07-30      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED HKD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HK        |         1 | NC      | $-786.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Badger Meter Inc                                             | Badger Meter Inc                                                                                                                           | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |      3503 | NS      | $858059.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                                  | Netflix Inc                                                                                                                                | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       892 | NS      | $1194503.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PUNCH FINANCE PLC                                            | Punch Finance PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 2138006IJRIU1Q5DN388 | Long             | DBT              | CORP              | GB        |   1055000 | PA      | $1476269.29   | 0.13%             | 2030-12-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                       | JW Trust 2024-BERY                                                                                                                         | CUSIP: 46676AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    810000 | PA      | $811751.79    | 0.07%             | 2039-11-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                       | Lumen Technologies Inc                                                                                                                     | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $999917.42    | 0.09%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ACProducts Inc                                               | ACProducts Inc 2021 Term Loan B                                                                                                            | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |    607362 | PA      | $462924.97    | 0.04%             | 2028-05-17      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY INDL DEV AGY RENTAL REVENUE                 | New York City Industrial Development Agency                                                                                                | CUSIP: 64943QAA6<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |    685000 | PA      | $764201.07    | 0.07%             | 2029-03-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                                      | JT International Financial Services BV                                                                                                     | CUSIP: 480914AA8<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |   1273000 | PA      | $1411199.60   | 0.12%             | 2032-10-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                                     | Vertiv Group Corp                                                                                                                          | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    921000 | PA      | $898804.45    | 0.08%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                     | APA Corp                                                                                                                                   | CUSIP: 03743QAQ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    608000 | PA      | $596666.62    | 0.05%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Arizona Biltmore Trust                                       | ARZ Trust 2024-BILT                                                                                                                        | CUSIP: 00218TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    660000 | PA      | $678355.72    | 0.06%             | 2029-06-11      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                               | BAHA Trust 2024-MAR                                                                                                                        | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    690000 | PA      | $715291.40    | 0.06%             | 2041-12-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Brink's Co/The                                               | Brink's Co/The                                                                                                                             | CUSIP: 109696AA2<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    762000 | PA      | $757693.10    | 0.07%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                 | Broadcom Inc                                                                                                                               | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      2255 | NS      | $621590.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                     | South Bow USA Infrastructure Holdings LLC                                                                                                  | CUSIP: 83007CAE2<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1113722.43   | 0.10%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | SE        |         1 | NC      | $2713.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                     | Celanese US Holdings LLC                                                                                                                   | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1496000 | PA      | $1550228.16   | 0.14%             | 2027-07-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Commercial Mortgage Trust 2024-SLCT                                                                                                     | CUSIP: 12433JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    860000 | PA      | $867998.09    | 0.08%             | 2042-01-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Alloy Finco Limited                                          | Alloy Finco Limited USD Holdco PIK Term Loan                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |   1738683 | PA      | $2694958.73   | 0.24%             | 2028-03-06      | Floating      | 13.50%                | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                 | Entegris Inc                                                                                                                               | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $1013586.43   | 0.09%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 19-1 AA PTT                                      | British Airways 2019-1 Class AA Pass Through Trust                                                                                         | CUSIP: 11043XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    576620 | PA      | $536957.60    | 0.05%             | 2032-12-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SoFi Technologies Inc                                        | SoFi Technologies Inc                                                                                                                      | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |     80195 | NS      | $1460350.95   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-24920.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                       | Clydesdale Acquisition Holdings Inc                                                                                                        | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   1294000 | PA      | $1328800.65   | 0.12%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds            | Argentina Republic Government International Bonds                                                                                          | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   9681023 | PA      | $7744818.05   | 0.68%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                            | Tampa Electric Co                                                                                                                          | CUSIP: 875127BN1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |   2194000 | PA      | $2205401.30   | 0.19%             | 2035-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                       | Patrick Industries Inc                                                                                                                     | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |   1102000 | PA      | $1105804.10   | 0.10%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                      | Nissan Motor Acceptance Co LLC                                                                                                             | CUSIP: 65480CAG0<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    255000 | PA      | $251602.73    | 0.02%             | 2027-09-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                     | Hilton Domestic Operating Co Inc                                                                                                           | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1153000 | PA      | $1148558.76   | 0.10%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Claires Holdings LLC                                         | CLAIRES HOLDINGS                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1067 | NS      | $160.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS A                                       | JetBlue 2019-1 Class A Pass Through Trust                                                                                                  | CUSIP: 477143AJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    752877 | PA      | $692334.18    | 0.06%             | 2028-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                                   | HEICO Corp                                                                                                                                 | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |   1237000 | PA      | $1266766.17   | 0.11%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                     | Celanese US Holdings LLC                                                                                                                   | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1153000 | PA      | $1165908.99   | 0.10%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F052680<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17728000 | PA      | $17712171.73  | 1.56%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                            | Iron Mountain Inc                                                                                                                          | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   1674000 | PA      | $1645840.64   | 0.14%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                            | Iron Mountain Inc                                                                                                                          | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   3572000 | PA      | $3406046.31   | 0.30%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                                  | ROBLOX Corp                                                                                                                                | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1928000 | PA      | $1820537.33   | 0.16%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                          | Quanta Services Inc                                                                                                                        | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1689000 | PA      | $1710757.85   | 0.15%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                           | Ardonagh Finco Ltd                                                                                                                         | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    952000 | PA      | $996019.53    | 0.09%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                        | Genesis Energy LP / Genesis Energy Finance Corp                                                                                            | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1083000 | PA      | $1126976.30   | 0.10%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Commercial Mortgage Trust 2019-IMC                                                                                                      | CUSIP: 05608BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1412938 | PA      | $1402937.96   | 0.12%             | 2034-04-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                      | Jane Street Group / JSG Finance Inc                                                                                                        | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    896000 | PA      | $869915.02    | 0.08%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                     | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                                            | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   6751487 | PA      | $6749783.60   | 0.59%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                       | EquipmentShare.com Inc                                                                                                                     | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   1109000 | PA      | $1179909.28   | 0.10%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                     | Albion Financing 1 SARL / Aggreko Holdings Inc                                                                                             | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1256000 | PA      | $1284922.24   | 0.11%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                | LGI Homes Inc                                                                                                                              | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |   2412000 | PA      | $2298033.00   | 0.20%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                                      | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                                                                           | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1138000 | PA      | $1139625.56   | 0.10%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP                                           | First Horizon Corp                                                                                                                         | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |    886000 | PA      | $898970.83    | 0.08%             | 2031-03-07      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                               | US Bank NA                                                                                                                                 | CUSIP: 90357PBC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1029654 | PA      | $1031792.65   | 0.09%             | 2032-02-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | SE        |         1 | NC      | $1281.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                      | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  91390000 | PA      | $4643943.95   | 0.41%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                       | SCIH Salt Holdings Inc                                                                                                                     | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1141000 | PA      | $1112376.87   | 0.10%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LONGFOR HOLDINGS LTD                                         | Longfor Group Holdings Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 254900UJX27B2F1JYR13 | Long             | DBT              | CORP              | KY        |    695000 | PA      | $565044.12    | 0.05%             | 2029-09-16      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| SOUTHSTATE BANK NA                                           | South State Bank NA                                                                                                                        | CUSIP: 45384BAD8<br>LEI: 8I3UVGYULPJQIP7FQV10 | Long             | DBT              | CORP              | US        |   1334000 | PA      | $1370685.00   | 0.12%             | 2034-08-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H060671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7881000 | PA      | $7998582.71   | 0.70%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                              | NGPL PipeCo LLC                                                                                                                            | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1364916.55   | 0.12%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                              | CVS Health Corp                                                                                                                            | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1152517.83   | 0.10%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                     | Virgin Media Finance PLC                                                                                                                   | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |   2518000 | PA      | $2303190.93   | 0.20%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                        | Dick's Sporting Goods Inc                                                                                                                  | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   1524000 | PA      | $1090089.40   | 0.10%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                             | AMC Networks Inc                                                                                                                           | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   2379000 | PA      | $1908112.64   | 0.17%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $6152.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                     | EMRLD Borrower LP / Emerald Co-Issuer Inc                                                                                                  | CUSIP: 26873CAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1185945.20   | 0.10%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                        | American Airlines Inc                                                                                                                      | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |   1188000 | PA      | $1214045.71   | 0.11%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION / TITAN                                      | Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC                                                                                | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1067000 | PA      | $1116933.46   | 0.10%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                     | Cleveland Electric Illuminating Co/The                                                                                                     | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1118000 | PA      | $1087977.27   | 0.10%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                              | Rand Parent LLC                                                                                                                            | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2076000 | PA      | $2086369.62   | 0.18%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| FORTRESS TRANS & INFRAST                                     | Fortress Transportation and Infrastructure Investors LLC                                                                                   | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2307516.12   | 0.20%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                                                    | Sotheby's                                                                                                                                  | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    752000 | PA      | $747103.11    | 0.07%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                       | BP Capital Markets PLC                                                                                                                     | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   1057000 | PA      | $1083170.26   | 0.10%             | 2033-12-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                                       | MIWD Holdco II LLC / MIWD Finance Corp                                                                                                     | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1715608.26   | 0.15%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | CITIBANK NA DDCA                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |   1495174 | NS      | $1495173.85   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTEC INC                                                   | MasTec Inc                                                                                                                                 | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   1146000 | PA      | $1131060.27   | 0.10%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                     | Sinclair Television Group Inc                                                                                                              | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |   1139000 | PA      | $1151627.41   | 0.10%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                                          | First Republic Bank/CA                                                                                                                     | CUSIP: 33616CAB6<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | DBT              | CORP              | US        |   1248000 | PA      | $4680.00      | 0.00%             | 2046-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                          | Ashtead Capital Inc                                                                                                                        | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    486000 | PA      | $497655.56    | 0.04%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE                                       | Ardonagh Group Finance Ltd                                                                                                                 | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |   2036000 | PA      | $2144115.94   | 0.19%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                             | Altice France SA                                                                                                                           | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   2251000 | PA      | $2027599.51   | 0.18%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Perimeter Master Note Business Trust                         | Perimeter Master Note Business Trust                                                                                                       | CUSIP: 71384PBC4<br>LEI: 5493005H6EB040833X54 | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1600992.64   | 0.14%             | 2030-12-16      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                           | Zegona Finance PLC                                                                                                                         | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |   1618000 | PA      | $1730442.91   | 0.15%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV                                       | Minera Mexico SA de CV                                                                                                                     | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |   2352000 | PA      | $2394524.16   | 0.21%             | 2032-02-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                 | VeriSign Inc                                                                                                                               | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |   1769000 | PA      | $1803512.45   | 0.16%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bridgebio Pharma Inc                                         | Bridgebio Pharma Inc                                                                                                                       | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |     25519 | NS      | $1101910.42   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-2960.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                     | 1011778 BC ULC / New Red Finance Inc                                                                                                       | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1098000 | PA      | $1127106.88   | 0.10%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                     | AL Candelaria -spain- SA                                                                                                                   | CUSIP: 000000000<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |    251000 | PA      | $213186.85    | 0.02%             | 2033-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                              | WHARF Commercial Mortgage Trust 2025-DC                                                                                                    | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    880000 | PA      | $898284.46    | 0.08%             | 2040-07-15      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| TechnipFMC PLC                                               | TechnipFMC PLC                                                                                                                             | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     16286 | NS      | $560889.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                      | Royal Caribbean Cruises Ltd                                                                                                                | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   3181000 | PA      | $3202421.14   | 0.28%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bonds                        | Zambia Government International Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |   1808265 | PA      | $1664749.00   | 0.15%             | 2033-06-30      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                     | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                   | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1351000 | PA      | $1295442.29   | 0.11%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                         | Provincia de Cordoba                                                                                                                       | CUSIP: 74408DAF1<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |   1626000 | PA      | $1632910.50   | 0.14%             | 2032-07-02      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| FGI Operating Company LLC                                    | FGI Operating Company LLC Exit Term Loan                                                                                                   | CUSIP: 30252KAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     68047 | PA      | $0.00         | 0.00%             | 2025-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                        | Topaz Solar Farms LLC                                                                                                                      | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2284031 | PA      | $2244243.18   | 0.20%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F060683<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8556000 | PA      | $8686928.36   | 0.76%             | 2054-08-01      | Fixed         | 6.00%                 | 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        |   2486000 | PA      | $2357895.92   | 0.21%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASSOC BANC-CORP                                              | Associated Banc-Corp                                                                                                                       | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |   1128000 | PA      | $1159652.50   | 0.10%             | 2030-08-29      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                               | Idaho Power Co                                                                                                                             | CUSIP: 45138LBK8<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $1135538.11   | 0.10%             | 2034-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                             | CSC Holdings LLC                                                                                                                           | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    875000 | PA      | $712237.32    | 0.06%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                | TransDigm Inc                                                                                                                              | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1123000 | PA      | $1129826.50   | 0.10%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                   | ROCK Trust 2024-CNTR                                                                                                                       | CUSIP: 74970WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1160000 | PA      | $1203503.36   | 0.11%             | 2041-11-13      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                                     | First-Citizens Bank & Trust Co                                                                                                             | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |   2543000 | PA      | $2640803.73   | 0.23%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| STENA INTERNATIONAL SA                                       | Stena International SA                                                                                                                     | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |    445000 | PA      | $446767.99    | 0.04%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                       | Boardwalk Pipelines LP                                                                                                                     | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1683747.35   | 0.15%             | 2034-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                     | Cloud Software Group Inc 2024 1st Lien Term Loan B                                                                                         | CUSIP: 88632NBF6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |         9 | PA      | $8.77         | 0.00%             | 2029-03-29      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                        | PennyMac Financial Services Inc                                                                                                            | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   1138000 | PA      | $1180140.14   | 0.10%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Gibson Brands                                                | GIBSON BRANDS PRIVATE EQUITY                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9315 | NS      | $597710.95    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                                      | United Airlines 2020-1 Class A Pass Through Trust                                                                                          | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    926960 | PA      | $946689.52    | 0.08%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                    | ALA Trust 2025-OANA                                                                                                                        | CUSIP: 009920AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    880000 | PA      | $882191.38    | 0.08%             | 2040-06-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Spin Holdco Inc                                              | Spin Holdco Inc 2021 Term Loan                                                                                                             | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |   1348488 | PA      | $1188355.32   | 0.10%             | 2028-03-04      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC                                        | Rentokil Terminix Funding LLC                                                                                                              | CUSIP: 760130AB0<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1461085.01   | 0.13%             | 2035-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                          | Medline Borrower LP                                                                                                                        | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   2954000 | PA      | $2933129.40   | 0.26%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                     | Navoi Mining & Metallurgical Combinat                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |    225000 | PA      | $230513.23    | 0.02%             | 2031-10-17      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| BANCOLOMBIA SA                                               | Bancolombia SA                                                                                                                             | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |    991000 | PA      | $1042705.43   | 0.09%             | 2034-12-24      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                        | Level 3 Financing Inc                                                                                                                      | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    906000 | PA      | $766702.50    | 0.07%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EFESTO BIDCO SPA/US LLC                                      | EFESTO BIDCO SPA/US LLC                                                                                                                    | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |   2453000 | PA      | $2485836.15   | 0.22%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                        | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |   3091600 | PA      | $498258.36    | 0.04%             | 2023-05-07      | None          | 9.00%                 | Yes           |                  2 | On Loan: No      |
| ESC 144A HERTZ CORP                                          | ESC 144A HERTZ CORP                                                                                                                        | CUSIP: 428ESCAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1887000 | PA      | $443445.00    | 0.04%             | 2028-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                          | General Electric Co                                                                                                                        | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      2372 | NS      | $610529.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BSTN Commercial Mortgage Trust                               | BSTN Commercial Mortgage Trust 2025-1C                                                                                                     | CUSIP: 05615EAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $460857.02    | 0.04%             | 2044-06-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                           | nVent Finance Sarl                                                                                                                         | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |   1086000 | PA      | $945253.76    | 0.08%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                               | OWN Equipment Fund I LLC                                                                                                                   | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    713984 | PA      | $725314.76    | 0.06%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ISTANBUL METROPOLITAN MU                                     | Istanbul Metropolitan Municipality                                                                                                         | CUSIP: 46522TAC2<br>LEI: 213800T1VDQSNKA2MD76 | Long             | DBT              | NUSS              | TR        |   1074000 | PA      | $1154733.92   | 0.10%             | 2028-12-06      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                     | First Quantum Minerals Ltd                                                                                                                 | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1229000 | PA      | $1262109.26   | 0.11%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                        | McGraw-Hill Education Inc                                                                                                                  | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   1119000 | PA      | $1168125.51   | 0.10%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                                     | TGNR Intermediate Holdings LLC                                                                                                             | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |   2062000 | PA      | $1999675.84   | 0.18%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                      | JetBlue Airways Corp / JetBlue Loyalty LP                                                                                                  | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1858000 | PA      | $1808774.65   | 0.16%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                               | Hertz Corp/The                                                                                                                             | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |   2208000 | PA      | $2311584.79   | 0.20%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                     | Patterson-UTI Energy Inc                                                                                                                   | CUSIP: 703481AC5<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |   1211000 | PA      | $1195428.10   | 0.11%             | 2029-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                              | Sands China Ltd                                                                                                                            | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   2240000 | PA      | $2142592.03   | 0.19%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                     | Brazil Notas do Tesouro Nacional Serie F                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  10365000 | PA      | $1674991.12   | 0.15%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                             | CSC Holdings LLC                                                                                                                           | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    820000 | PA      | $751457.09    | 0.07%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                   | NetApp Inc                                                                                                                                 | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    518000 | PA      | $473534.04    | 0.04%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                       | CACI International Inc                                                                                                                     | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    988000 | PA      | $1020799.63   | 0.09%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280EJ4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1139000 | PA      | $1147879.64   | 0.10%             | 2034-03-11      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                | Carnival Corp                                                                                                                              | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1317000 | PA      | $1348314.31   | 0.12%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H062677<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6850000 | PA      | $7033868.39   | 0.62%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                                        | Whistler Pipeline LLC                                                                                                                      | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2393804.95   | 0.21%             | 2034-09-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                           | Viterra Finance BV                                                                                                                         | CUSIP: 92852LAD1<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |   1306000 | PA      | $1330095.86   | 0.12%             | 2032-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                                       | Synovus Financial Corp                                                                                                                     | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |    935000 | PA      | $959488.06    | 0.08%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                     | Huntington Ingalls Industries Inc                                                                                                          | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    904000 | PA      | $932792.82    | 0.08%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1143445.00   | 0.10%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                    | Block Inc                                                                                                                                  | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1949000 | PA      | $2012104.72   | 0.18%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                      | El Salvador Government International Bond                                                                                                  | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |   1144000 | PA      | $1181180.00   | 0.10%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD / MARTINI BV                                     | Bacardi Ltd / Bacardi-Martini BV                                                                                                           | CUSIP: 05635JAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    898000 | PA      | $911097.08    | 0.08%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                      | El Salvador Government International Bond                                                                                                  | CUSIP: 283875CD2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |   1385000 | PA      | $31855.00     | 0.00%             | 2030-04-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                     | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc                                                                  | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1343000 | PA      | $1364693.48   | 0.12%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                                     | Fortress Transportation and Infrastructure Investors LLC                                                                                   | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1761579.93   | 0.16%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                     | Hess Midstream Operations LP                                                                                                               | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $139116.54    | 0.01%             | 2028-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                | ZF North America Capital Inc                                                                                                               | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   2982000 | PA      | $2919078.91   | 0.26%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                 | Barclays PLC                                                                                                                               | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1152000 | PA      | $1159825.54   | 0.10%             | 2035-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Provincia de Cordoba                                         | Provincia de Cordoba                                                                                                                       | CUSIP: 000000000<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |    934287 | PA      | $885236.93    | 0.08%             | 2029-02-01      | Variable      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                           | Baytex Energy Corp                                                                                                                         | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |   1116000 | PA      | $1117485.65   | 0.10%             | 2030-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BioMerieux                                                   | BioMerieux                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300AK8Y0LBIQ4T071 | Long             | EC               | CORP              | FR        |      8518 | NS      | $1178181.76   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| QORVO INC                                                    | Qorvo Inc                                                                                                                                  | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   1083000 | PA      | $1052036.71   | 0.09%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust                    | TCO Commercial Mortgage Trust 2024-DPM                                                                                                     | CUSIP: 87231EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $800286.32    | 0.07%             | 2039-12-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                       | Global Atlantic Fin Co                                                                                                                     | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1382740.85   | 0.12%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Tiffany & Co                                                 | Tiffany & Co                                                                                                                               | CUSIP: 886546AD2<br>LEI: 549300EJG9IEYQL5XT21 | Long             | DBT              | CORP              | US        |   1466000 | PA      | $1364814.83   | 0.12%             | 2044-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                       | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                      | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    687000 | PA      | $708836.98    | 0.06%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust                    | TCO Commercial Mortgage Trust 2024-DPM                                                                                                     | CUSIP: 87231EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $449777.84    | 0.04%             | 2039-12-15      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY INC                                             | Viper Energy Inc                                                                                                                           | CUSIP: 92763MAB1<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |    784000 | PA      | $832490.53    | 0.07%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                                             | Zions Bancorp NA                                                                                                                           | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1185521.42   | 0.10%             | 2035-11-19      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                     | Flex Ltd                                                                                                                                   | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    942000 | PA      | $952837.83    | 0.08%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                       | Allegion US Holding Co Inc                                                                                                                 | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    709000 | PA      | $728741.91    | 0.06%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                                   | Hanger Inc 2024 Delayed Draw Term Loan                                                                                                     | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |         0 | PA      | $0.09         | 0.00%             | 2031-10-23      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                  | Lennar Corp                                                                                                                                | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   1121000 | PA      | $1142540.98   | 0.10%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                     | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1187000 | PA      | $1156051.35   | 0.10%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                       | Lumen Technologies Inc                                                                                                                     | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    647049 | PA      | $634108.02    | 0.06%             | 2030-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                   | DaVita Inc                                                                                                                                 | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   2469000 | PA      | $2367268.81   | 0.21%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Trust 2024-VLT4                                                                                                                         | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $900922.41    | 0.08%             | 2029-07-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| HOME BANCSHARES INC                                          | Home BancShares Inc/AR                                                                                                                     | CUSIP: 436893AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1058000 | PA      | $943841.54    | 0.08%             | 2032-01-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                   | Carvana Co                                                                                                                                 | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   1079993 | PA      | $1136431.72   | 0.10%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                                   | FIXED INC CLEARING CORP.REPO                                                                                                               | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   7387690 | PA      | $7387689.96   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                       | Turkiye Government International Bonds                                                                                                     | CUSIP: 900123DH0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1014000 | PA      | $1119603.54   | 0.10%             | 2029-03-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                     | AES Panama Generation Holdings SRL                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |   1240965 | PA      | $1137084.16   | 0.10%             | 2030-05-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                       | Brixmor Operating Partnership LP                                                                                                           | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |   1185000 | PA      | $1150344.11   | 0.10%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WARRIOR MET COAL INC                                         | Warrior Met Coal Inc                                                                                                                       | CUSIP: 93627CAB7<br>LEI: 549300152B1S9YKBYV79 | Long             | DBT              | CORP              | US        |    849000 | PA      | $866939.37    | 0.08%             | 2028-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                       | Spirit AeroSystems Inc                                                                                                                     | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   1781000 | PA      | $1752005.85   | 0.15%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | SE        |         1 | NC      | $120.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F070674<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2323000 | PA      | $2445971.07   | 0.22%             | 2054-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                            | Imola Merger Corp                                                                                                                          | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    886000 | PA      | $855988.88    | 0.08%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                            | Suncor Energy Inc                                                                                                                          | CUSIP: 867229AC0<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |   1408000 | PA      | $1556652.53   | 0.14%             | 2032-02-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                                     | Western Alliance Bancorp                                                                                                                   | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |   3026000 | PA      | $2819838.62   | 0.25%             | 2031-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |         1 | NC      | $17641.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                               | Lonza Group AG USD Term Loan B                                                                                                             | CUSIP: 000000000<br>LEI: 549300Y0CIXN5D40L888 | Long             | LON              | CORP              | US        |   1140635 | PA      | $1047701.31   | 0.09%             | 2028-07-03      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                       | Marvell Technology Inc                                                                                                                     | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1107000 | PA      | $1169589.09   | 0.10%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F052482<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16924000 | PA      | $17226737.53  | 1.52%             | 2039-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                | Sinclair Television Group Inc 2025 Term Loan B7                                                                                            | CUSIP: 829229AV5<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |   1485107 | PA      | $1277192.11   | 0.11%             | 2030-12-31      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                     | EMRLD Borrower LP / Emerald Co-Issuer Inc                                                                                                  | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |   3301000 | PA      | $3378316.02   | 0.30%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| J PAUL GETTY TRUST                                           | J Paul Getty Trust/The                                                                                                                     | CUSIP: 374288AC2<br>LEI: 72TDDU3K225INPK3EI14 | Long             | DBT              | CORP              | US        |   1199000 | PA      | $1207342.49   | 0.11%             | 2035-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING                                     | Capital Power US Holdings Inc                                                                                                              | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    959000 | PA      | $990130.07    | 0.09%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                     | Provincia de Buenos Aires/Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |   1444362 | PA      | $1041746.37   | 0.09%             | 2037-09-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-180353.11   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                            | Herc Holdings Inc                                                                                                                          | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1016000 | PA      | $1065226.49   | 0.09%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                 | UBS Group AG                                                                                                                               | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1261000 | PA      | $1257571.85   | 0.11%             | 2030-02-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                        | Level 3 Financing Inc                                                                                                                      | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2029600.00   | 0.18%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| GXO LOGISTICS INC                                            | GXO Logistics Inc                                                                                                                          | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1138517.87   | 0.10%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                       | Venture Global LNG Inc                                                                                                                     | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2367000 | PA      | $2303443.21   | 0.20%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                 | Navient Corp                                                                                                                               | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    816000 | PA      | $799738.10    | 0.07%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                      | Talen Energy Supply LLC                                                                                                                    | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   1237000 | PA      | $1326473.64   | 0.12%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd                                                  | Bacardi Ltd                                                                                                                                | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   1331000 | PA      | $1336091.69   | 0.12%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                                | Boyne USA Inc                                                                                                                              | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1174000 | PA      | $1139916.19   | 0.10%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                            | GEO Group Inc/The                                                                                                                          | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |   2243000 | PA      | $2376133.18   | 0.21%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                           | Credit Agricole SA                                                                                                                         | CUSIP: 225313AP0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   3166000 | PA      | $2965581.44   | 0.26%             | 2029-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F052474<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6573000 | PA      | $6693145.83   | 0.59%             | 2040-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACBL HLDG CORP                                               | ACBL HLDG CORP                                                                                                                             | CUSIP: 00085Q209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2356 | NS      | $116622.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES STEEL CORP                                     | United States Steel Corp                                                                                                                   | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |   1216000 | PA      | $1227944.00   | 0.11%             | 2029-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                     | TK Elevator US Newco Inc                                                                                                                   | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |   1139000 | PA      | $1138958.86   | 0.10%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                              | Sands China Ltd                                                                                                                            | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   2826000 | PA      | $2600934.82   | 0.23%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                      | Nissan Motor Acceptance Co LLC                                                                                                             | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    404000 | PA      | $413067.88    | 0.04%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                                     | Hughes Satellite Systems Corp                                                                                                              | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1521000 | PA      | $1084386.30   | 0.10%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                              | Nordea Bank Abp                                                                                                                            | CUSIP: 65558RAK5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    677000 | PA      | $661117.65    | 0.06%             | 2031-09-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Capital Services LLC                          | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $17689.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                     | Hilton Domestic Operating Co Inc                                                                                                           | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1601000 | PA      | $1632264.33   | 0.14%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                 | Novelis Corp                                                                                                                               | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1719000 | PA      | $1778401.68   | 0.16%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Commercial Mortgage Trust 2024-XL4                                                                                                      | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    984848 | PA      | $987220.03    | 0.09%             | 2039-02-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                      | Jane Street Group / JSG Finance Inc                                                                                                        | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1531000 | PA      | $1611962.34   | 0.14%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS B                                       | JetBlue 2019-1 Class B Pass Through Trust                                                                                                  | CUSIP: 477165AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    682815 | PA      | $692465.60    | 0.06%             | 2029-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fresnillo PLC                                                | Fresnillo PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | GB        |     50026 | NS      | $994360.06    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 AA PTT                                     | American Airlines 2016-3 Class AA Pass Through Trust                                                                                       | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    521710 | PA      | $494236.68    | 0.04%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                     | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                                                     | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1297000 | PA      | $1199962.35   | 0.11%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| RIDE 2025-SHRE                                               | RIDE 2025-SHRE                                                                                                                             | CUSIP: 765692AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1430000 | PA      | $1465104.21   | 0.13%             | 2047-02-14      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| FORWARD AIR CORPORATION                                      | Forward Air Corporation Term Loan B                                                                                                        | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    975000 | PA      | $970783.13    | 0.09%             | 2030-12-19      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                       | Spirit AeroSystems Inc                                                                                                                     | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    984000 | PA      | $1045264.82   | 0.09%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-3728.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1468000 | PA      | $1520742.74   | 0.13%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                     | Perrigo Finance Unlimited Co                                                                                                               | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |   1197000 | PA      | $1177756.91   | 0.10%             | 2030-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                  | Ovintiv Inc                                                                                                                                | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   1147000 | PA      | $1161319.19   | 0.10%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                     | Mars Inc                                                                                                                                   | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1701000 | PA      | $1698057.51   | 0.15%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HLDGS INC                                        | ASP UNIFRAX HLDGS INC                                                                                                                      | CUSIP: 00218LAG6<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |   2380205 | PA      | $2182797.25   | 0.19%             | 2029-09-30      | Fixed         | 11.18%                | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                             | Altice France SA                                                                                                                           | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1767000 | PA      | $1466610.00   | 0.13%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                     | Citizens Financial Group Inc                                                                                                               | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   1088000 | PA      | $1127124.96   | 0.10%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Tank Holding Corp                                            | Tank Holding Corp 2022 Term Loan                                                                                                           | CUSIP: 87583FAN8<br>LEI: 549300WQKU58ILVYFJ26 | Long             | LON              | CORP              | US        |   1021806 | PA      | $974863.99    | 0.09%             | 2028-03-31      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| BOEING CO                                                    | Boeing Co/The                                                                                                                              | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1018561.52   | 0.09%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Shopify Inc                                                  | Shopify Inc                                                                                                                                | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |     10997 | NS      | $1268503.95   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd              | Arbor Realty Collateralized Loan Obligation Ltd                                                                                            | CUSIP: 03881UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    770000 | PA      | $771396.05    | 0.07%             | 2041-01-20      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                                   | MasTec Inc                                                                                                                                 | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   1047000 | PA      | $1083803.10   | 0.10%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                        | PennyMac Financial Services Inc                                                                                                            | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1264497.57   | 0.11%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TEXAS Commercial Mortgage Trust                              | TEXAS Commercial Mortgage Trust 2025-TWR                                                                                                   | CUSIP: 88231WAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    710000 | PA      | $711513.44    | 0.06%             | 2042-04-15      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                             | Deutsche Bank AG/New York NY                                                                                                               | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2168000 | PA      | $2277943.07   | 0.20%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                                                                                  | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1057000 | PA      | $1129674.18   | 0.10%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                        | Freedom Mortgage Corp                                                                                                                      | CUSIP: 35640YAK3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   1007000 | PA      | $1083590.63   | 0.10%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| CP Atlas Buyer Inc                                           | CP Atlas Buyer Inc 2021 Term Loan B                                                                                                        | CUSIP: 12658HAG7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |   1078870 | PA      | $1077634.46   | 0.09%             | 2027-11-23      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                      | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                               | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1262000 | PA      | $1225777.07   | 0.11%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                       | Lumen Technologies Inc 2024 Extended Term Loan B1                                                                                          | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   1825396 | PA      | $1806010.46   | 0.16%             | 2029-04-16      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                     | Delta Air Lines Inc / SkyMiles IP Ltd                                                                                                      | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1446135 | PA      | $1450168.62   | 0.13%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NU Holdings Ltd/Cayman Islands                               | NU Holdings Ltd/Cayman Islands                                                                                                             | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | KY        |     18258 | NS      | $250499.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALA Trust                                                    | ALA Trust 2025-OANA                                                                                                                        | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1870000 | PA      | $1883158.63   | 0.17%             | 2040-06-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                     | Windsor Holdings III LLC                                                                                                                   | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |   1042000 | PA      | $1117938.22   | 0.10%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                      | Australia & New Zealand Banking Group Ltd                                                                                                  | CUSIP: 052528AP1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   2525000 | PA      | $2753142.18   | 0.24%             | 2032-12-08      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                      | Global Partners LP / GLP Finance Corp                                                                                                      | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $487077.05    | 0.04%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Imperial Oil Ltd                                             | Imperial Oil Ltd                                                                                                                           | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |     11300 | NS      | $897693.41    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                                     | KLA Corp                                                                                                                                   | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      1340 | NS      | $1200291.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SEB Funding LLC                                              | SEB Funding LLC                                                                                                                            | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1134158 | PA      | $1114003.75   | 0.10%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                        | ON Semiconductor Corp                                                                                                                      | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   1171000 | PA      | $1133784.45   | 0.10%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                         | OneMain Finance Corp                                                                                                                       | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1623000 | PA      | $1696955.24   | 0.15%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                      | Phillips Edison Grocery Center Operating Partnership I LP                                                                                  | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |    868000 | PA      | $893309.08    | 0.08%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                      | Park River Holdings Inc                                                                                                                    | CUSIP: 70082LAA5<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |    785000 | PA      | $639971.88    | 0.06%             | 2029-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                     | Brandywine Operating Partnership LP                                                                                                        | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |    470000 | PA      | $509225.43    | 0.04%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                 | Hudson Yards 2025-SPRL Mortgage Trust                                                                                                      | CUSIP: 44855PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    590000 | PA      | $611900.62    | 0.05%             | 2040-01-13      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                           | Murphy Oil USA Inc                                                                                                                         | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1475518.05   | 0.13%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                                     | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                                                                                  | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1984000 | PA      | $1912360.54   | 0.17%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                     | Constellation Energy Generation LLC                                                                                                        | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1031000 | PA      | $1004225.53   | 0.09%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                     | RHP Hotel Properties LP / RHP Finance Corp                                                                                                 | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              |  | US        |    805000 | PA      | $828643.66    | 0.07%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                      | Royal Caribbean Cruises Ltd                                                                                                                | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1121000 | PA      | $1143310.14   | 0.10%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                                   | 1345T 2025-AOA                                                                                                                             | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    980000 | PA      | $983158.34    | 0.09%             | 2030-06-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | PURCHASED USD / SOLD HKD                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $73.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                                     | SeaWorld Parks & Entertainment Inc                                                                                                         | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |   2394000 | PA      | $2341361.45   | 0.21%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |         1 | NC      | $10644.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                | TransDigm Inc                                                                                                                              | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1632000 | PA      | $1694510.10   | 0.15%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                      | El Salvador Government International Bond                                                                                                  | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |   2518000 | PA      | $2672227.50   | 0.24%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                         | Glencore Funding LLC                                                                                                                       | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1162000 | PA      | $1047422.22   | 0.09%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                                      | Aethon United BR LP / Aethon United Finance Corp                                                                                           | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2302000 | PA      | $2416361.06   | 0.21%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MEMPHIS-SHELBY CNTY TN INDL DEV BRD ECON DEV GROWTH ENGINE T | Memphis-Shelby County Industrial Development Board                                                                                         | CUSIP: 58611YAD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1415000 | PA      | $1078270.47   | 0.09%             | 2045-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | SE        |         1 | NC      | $1000.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                             | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                                | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1567408.68   | 0.14%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                        | Antero Resources Corp                                                                                                                      | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   1807000 | PA      | $1819699.60   | 0.16%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                     | Piedmont Operating Partnership LP                                                                                                          | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |   1728000 | PA      | $1925437.01   | 0.17%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Commercial Mortgage Trust 2021-MC                                                                                                       | CUSIP: 05608GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $591302.82    | 0.05%             | 2034-04-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                       | Goodyear Tire & Rubber Co/The                                                                                                              | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    900000 | PA      | $918711.90    | 0.08%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                        | Freedom Mortgage Holdings LLC                                                                                                              | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   1689000 | PA      | $1755588.83   | 0.15%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                       | Eurofins Scientific SE                                                                                                                     | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |     16542 | NS      | $1178870.95   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                     | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   3729700 | PA      | $476183.63    | 0.04%             | 2024-05-16      | None          | 6.00%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                      | Columbia Pipelines Operating Co LLC                                                                                                        | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    651000 | PA      | $687593.65    | 0.06%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                | AIB Group PLC                                                                                                                              | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    337000 | PA      | $343024.58    | 0.03%             | 2031-05-15      | Fixed         | 5.32%                 | 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        |    431393 | PA      | $414648.52    | 0.04%             | 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        |   1256000 | PA      | $1309228.02   | 0.12%             | 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        |   1218000 | PA      | $1138977.84   | 0.10%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                            | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    723000 | PA      | $135811.94    | 0.01%             | 2022-10-04      | None          | 6.10%                 | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                       | PNC Financial Services Group Inc/The                                                                                                       | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1256000 | PA      | $1216115.67   | 0.11%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                               | PulteGroup Inc                                                                                                                             | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2005000 | PA      | $2152318.48   | 0.19%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings Grantor Trust                  | Pagaya Point of Sale Holdings Grantor Trust 2025-1                                                                                         | CUSIP: 694952AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1175000 | PA      | $1182721.16   | 0.10%             | 2034-01-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                      | Cboe Global Markets Inc                                                                                                                    | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      5011 | NS      | $1168615.31   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                                     | Builders FirstSource Inc                                                                                                                   | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      2000 | NS      | $233380.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                  | BBCMS Mortgage Trust 2025-5C34                                                                                                             | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $542834.24    | 0.05%             | 2058-05-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1052000 | PA      | $1032966.80   | 0.09%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| HUB INTERNATIONAL LTD                                        | HUB International Ltd                                                                                                                      | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   1322000 | PA      | $1382507.94   | 0.12%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CART                                                         | CONE Trust 2024-DFW1                                                                                                                       | CUSIP: 20682AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1130000 | PA      | $1136035.33   | 0.10%             | 2041-08-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                | CoreCivic Inc                                                                                                                              | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |   1204000 | PA      | $1277462.06   | 0.11%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                               | SWCH Commercial Mortgage Trust 2025-DATA                                                                                                   | CUSIP: 78489CAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1640000 | PA      | $1627668.51   | 0.14%             | 2042-02-15      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                          | Leggett & Platt Inc                                                                                                                        | CUSIP: 524660AZ0<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    446000 | PA      | $433676.56    | 0.04%             | 2029-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                       | US LONG BOND(CBT) SEP25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       163 | NC      | $630805.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of El Salvador                                      | El Salvador Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |   2644000 | PA      | $2759675.00   | 0.24%             | 2029-02-28      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Crash Champions LLC                                          | Crash Champions LLC 2024 Term Loan B                                                                                                       | CUSIP: 15870MAC0<br>LEI: 391200ZDD75EGEUJ7625 | Long             | LON              | CORP              | US        |   1198421 | PA      | $1122848.40   | 0.10%             | 2029-02-23      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Frontera Generation Holdings LLC                             | Frontera Generation Holdings LLC 2021 Term Loan                                                                                            | CUSIP: 64440DAB1<br>LEI: 549300Z0VKX5FIRQMN80 | Long             | LON              | CORP              | US        |    133293 | PA      | $198606.91    | 0.02%             | 2026-07-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                              | Long: BLXA0Y9I4 IRS USD R V 12MUSCPI INF_SLXA0Y9I4 CCPINFLATIONZERO / Short: BLXA0Y9I4 IRS USD P F  2.54375 FIX_SLXA0Y9I4 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |   1392911 | OU      | $16649.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank5                                                        | BANK5 Trust 2024-5YR6                                                                                                                      | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2370581.55   | 0.21%             | 2057-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                       | Comstock Resources Inc                                                                                                                     | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1690044.89   | 0.15%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                    | Boeing Co/The                                                                                                                              | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1737461.17   | 0.15%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                       | Anglo American Capital PLC                                                                                                                 | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1141770.51   | 0.10%             | 2030-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                                         | Oceaneering International Inc                                                                                                              | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1755491.22   | 0.15%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Frontera Generation Holdings LLC                             | Frontera Generation Holdings LLC 2021 2nd Lien Term Loan                                                                                   | CUSIP: 64440DAD7<br>LEI: 549300Z0VKX5FIRQMN80 | Long             | LON              | CORP              | US        |    129376 | PA      | $125818.16    | 0.01%             | 2028-07-28      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                    | SUNOCO LP                                                                                                                                  | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1723000 | PA      | $1752848.96   | 0.15%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                                        | VFH Parent LLC / Valor Co-Issuer Inc                                                                                                       | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1306000 | PA      | $1371481.53   | 0.12%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                               | Idaho Power Co                                                                                                                             | CUSIP: 45138LBL6<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1292570.19   | 0.11%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                          | Ashtead Capital Inc                                                                                                                        | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    892000 | PA      | $903968.34    | 0.08%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                     | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   1512500 | PA      | $192530.41    | 0.02%             | 2026-11-15      | None          | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CLUE OPCO LLC                                                | Clue Opco LLC                                                                                                                              | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    869000 | PA      | $922078.52    | 0.08%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| CHS/COMMUNITY HEALTH SYS                                     | CHS/Community Health Systems Inc                                                                                                           | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   3148000 | PA      | $2794471.73   | 0.25%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                | ZF North America Capital Inc                                                                                                               | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $1068201.74   | 0.09%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                         | Glencore Funding LLC                                                                                                                       | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    878000 | PA      | $896112.17    | 0.08%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION                                     | Florida Gas Transmission Co LLC                                                                                                            | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |    892000 | PA      | $913178.46    | 0.08%             | 2035-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FIN FIVE LLC                                      | Goodman US Finance Five LLC                                                                                                                | CUSIP: 38239PAA5<br>LEI: N/A                  | Long             | DBT              |  | US        |   1345000 | PA      | $1320512.04   | 0.12%             | 2032-05-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                         | Wingstop Funding LLC                                                                                                                       | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    970000 | PA      | $990191.91    | 0.09%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                        | Level 3 Financing Inc                                                                                                                      | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    661000 | PA      | $609422.17    | 0.05%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                     | Snam SpA                                                                                                                                   | CUSIP: 83304JAB3<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    637000 | PA      | $651102.39    | 0.06%             | 2035-05-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | SE        |         1 | NC      | $13214.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                       | Dominican Republic International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   2302000 | PA      | $2277598.80   | 0.20%             | 2033-02-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                          | Honduras Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |   1293000 | PA      | $1239987.00   | 0.11%             | 2030-06-24      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                               | NCR Atleos Corp                                                                                                                            | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1627750.08   | 0.14%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                     | MSCI Inc                                                                                                                                   | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   2157000 | PA      | $2088870.51   | 0.18%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                       | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1631000 | PA      | $1680861.64   | 0.15%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                              | Mercer International Inc                                                                                                                   | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |   1167000 | PA      | $1185104.84   | 0.10%             | 2028-10-01      | Fixed         | 12.88%                | No            |                  2 | On Loan: No      |
| MSCI INC                                                     | MSCI Inc                                                                                                                                   | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1592000 | PA      | $1502284.11   | 0.13%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                  | BBCMS 2020-BID Mortgage Trust                                                                                                              | CUSIP: 05493BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $950151.81    | 0.08%             | 2037-10-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F060485<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6853000 | PA      | $7046526.18   | 0.62%             | 2039-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                  | Gartner Inc                                                                                                                                | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   1796000 | PA      | $1708909.98   | 0.15%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                      | Imperial Brands Finance PLC                                                                                                                | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    866000 | PA      | $869262.04    | 0.08%             | 2035-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SATURN OIL & GAS INC                                         | Saturn Oil & Gas Inc                                                                                                                       | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |   1217000 | PA      | $1210402.91   | 0.11%             | 2029-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                             | Modena Buyer LLC Term Loan                                                                                                                 | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |    805920 | PA      | $778216.58    | 0.07%             | 2031-07-01      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                     | Navoi Mining & Metallurgical Combinat                                                                                                      | CUSIP: 63890CAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |   1862000 | PA      | $1898869.85   | 0.17%             | 2030-05-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                                     | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC                                                              | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1222000 | PA      | $1266373.26   | 0.11%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                         | Tencent Holdings Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     17700 | NS      | $1140510.25   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                          | NCL Corp Ltd                                                                                                                               | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1717000 | PA      | $1755209.24   | 0.15%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                            | Iron Mountain Inc                                                                                                                          | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   1223000 | PA      | $1258352.04   | 0.11%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                 | Navient Corp                                                                                                                               | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $1090690.82   | 0.10%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACPRODUCTS HOLDINGS INC                                      | ACProducts Holdings Inc                                                                                                                    | CUSIP: 92641PAA4<br>LEI: 254900KTNXVUUHWHBF39 | Long             | DBT              | CORP              | US        |   1468000 | PA      | $678202.61    | 0.06%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                                          | Century Communities Inc                                                                                                                    | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |   1323000 | PA      | $1226861.56   | 0.11%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                         | WMG Acquisition Corp                                                                                                                       | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |   1209000 | PA      | $1134246.68   | 0.10%             | 2029-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                         | Range Resources Corp                                                                                                                       | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    866000 | PA      | $843049.96    | 0.07%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL BANK F                                     | Washington Mutual Bank / Debt not acquired by JPMorgan                                                                                     | CUSIP: 93933WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $0.01         | 0.00%             | 2011-06-15      | None          | 6.88%                 | No            |                  3 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                                     | SK Invictus Intermediate II Sarl                                                                                                           | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1575000 | PA      | $1526337.70   | 0.13%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $10403.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                       | US 5YR NOTE (CBT) SEP25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        69 | NC      | $16185.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                        | Long Ridge Energy LLC                                                                                                                      | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1678870.63   | 0.15%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                           | Subway Funding LLC                                                                                                                         | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    646750 | PA      | $665288.96    | 0.06%             | 2054-07-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-3016.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Celsius Holdings Inc                                         | Celsius Holdings Inc                                                                                                                       | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26306 | NS      | $1220335.34   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                     | BX Commercial Mortgage Trust 2024-XL5                                                                                                      | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    613894 | PA      | $615176.24    | 0.05%             | 2041-03-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                          | Coinbase Global Inc                                                                                                                        | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   3207000 | PA      | $3009047.93   | 0.26%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F070682<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9372000 | PA      | $9831509.82   | 0.87%             | 2054-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                | CommScope LLC                                                                                                                              | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    137000 | PA      | $134745.60    | 0.01%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                                          | Griffon Corp                                                                                                                               | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    819000 | PA      | $819421.29    | 0.07%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                                       | Montenegro Government International Bond                                                                                                   | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |    923000 | PA      | $957716.34    | 0.08%             | 2031-03-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                | J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-BOLT                                                                           | CUSIP: 46653HAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2110000 | PA      | $30416.92     | 0.00%             | 2033-08-15      | Floating      | 11.14%                | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H050672<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2032000 | PA      | $1996358.15   | 0.18%             | 2054-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SACA                                               | Vallourec SACA                                                                                                                             | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |   1209000 | PA      | $1268857.59   | 0.11%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3034000 | PA      | $2973728.19   | 0.26%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                       | Venture Global LNG Inc                                                                                                                     | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    625000 | PA      | $649594.18    | 0.06%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                 | Novelis Corp                                                                                                                               | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   2021000 | PA      | $1937778.66   | 0.17%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                        | PennyMac Financial Services Inc                                                                                                            | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    440000 | PA      | $431764.78    | 0.04%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                     | AL Candelaria -spain- SA                                                                                                                   | CUSIP: 001355AA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |    844996 | PA      | $844044.02    | 0.07%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                     | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                                         | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              |  | US        |   1108000 | PA      | $1115914.67   | 0.10%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                     | Olympus Water US Holding Corp                                                                                                              | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1206000 | PA      | $1147650.46   | 0.10%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                                       | Yara International ASA                                                                                                                     | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |      5765 | NS      | $212743.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                               | Bombardier Inc                                                                                                                             | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1112000 | PA      | $1168398.97   | 0.10%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                      | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                                       | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3376000 | PA      | $3534331.02   | 0.31%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                                | Fresnillo PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $145962.06    | 0.01%             | 2050-10-02      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                       | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                               | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1774000 | PA      | $1768746.30   | 0.16%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                       | Cloud Software Group Inc                                                                                                                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2353202.14   | 0.21%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANZ BANK NEW ZEALAND LTD                                     | ANZ Bank New Zealand Ltd                                                                                                                   | CUSIP: 00182YAC9<br>LEI: HZSN7FQBPO5IEWYIGC72 | Long             | DBT              | CORP              | NZ        |    935000 | PA      | $960827.01    | 0.08%             | 2034-07-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H050680<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    877000 | PA      | $861103.31    | 0.08%             | 2054-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALFA BANK (ALFA BOND)                                        | Alfa Bank AO Via Alfa Bond Issuance PLC                                                                                                    | CUSIP: 000000000<br>LEI: 54930015QM0G7XTNYR27 | Long             | DBT              | CORP              | IE        |   2645000 | PA      | $0.03         | 0.00%             | 2031-10-26      | Variable      | 5.50%                 | Yes           |                  3 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                     | FactSet Research Systems Inc                                                                                                               | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |   1231000 | PA      | $1122854.93   | 0.10%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                | Carnival Corp                                                                                                                              | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1670000 | PA      | $1699333.55   | 0.15%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CKE Restaurants Holdings Inc                                 | Hardee's Funding LLC                                                                                                                       | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340688 | PA      | $352148.98    | 0.03%             | 2054-03-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                                          | Coinbase Global Inc                                                                                                                        | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |      2126 | NS      | $745141.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                      | Starwood Property Trust Inc                                                                                                                | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    134000 | PA      | $138493.69    | 0.01%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARUBENI CORP                                                | Marubeni Corp                                                                                                                              | CUSIP: 573810AE8<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | DBT              | CORP              | JP        |   1079000 | PA      | $1094633.17   | 0.10%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-2540.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                | ZF North America Capital Inc                                                                                                               | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   1158000 | PA      | $1113496.62   | 0.10%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bonds                    | Costa Rica Government International Bonds                                                                                                  | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |   1076000 | PA      | $1117226.94   | 0.10%             | 2054-11-13      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: —       |
| BAE SYSTEMS PLC                                              | BAE Systems PLC                                                                                                                            | CUSIP: 05523RAK3<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   1095000 | PA      | $1132304.14   | 0.10%             | 2031-03-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Argan Inc                                                    | Argan Inc                                                                                                                                  | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |      5352 | NS      | $1180008.96   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Provincia de Cordoba                                         | Provincia de Cordoba                                                                                                                       | CUSIP: 000000000<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |    238000 | PA      | $237397.13    | 0.02%             | 2027-06-01      | Variable      | 6.99%                 | Yes           |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                          | Buckeye Partners LP                                                                                                                        | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   1699000 | PA      | $1764890.47   | 0.16%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                           | Regal Rexnord Corp                                                                                                                         | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1123544.34   | 0.10%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BYD Co Ltd                                                   | BYD Co Ltd                                                                                                                                 | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |     78000 | NS      | $1214461.62   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| PIKE CORP                                                    | Pike Corp                                                                                                                                  | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    792000 | PA      | $862352.57    | 0.08%             | 2031-01-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                               | Sabre GLBL Inc                                                                                                                             | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    478000 | PA      | $489653.64    | 0.04%             | 2027-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Sotheby's Artfi Master Trust 2024-A                          | Sotheby's Artfi Master Trust                                                                                                               | CUSIP: 83589CAB4<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |   1356000 | PA      | $1357537.43   | 0.12%             | 2031-12-22      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corp                                       | Webster Financial Corp                                                                                                                     | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |   1622000 | PA      | $1583057.53   | 0.14%             | 2029-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-4414.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                               | McCormick & Co Inc/MD                                                                                                                      | CUSIP: 579780AT4<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    934000 | PA      | $943711.20    | 0.08%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SEI Investments Co                                           | SEI Investments Co                                                                                                                         | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |      6255 | NS      | $562074.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT CAPITAL CORP                                             | BAT Capital Corp                                                                                                                           | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1051000 | PA      | $1216968.78   | 0.11%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AG ISSUER LLC                                                | AG Issuer LLC                                                                                                                              | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1220997.96   | 0.11%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                 | UBS Group AG                                                                                                                               | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1209000 | PA      | $1322614.57   | 0.12%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                        | Cousins Properties LP                                                                                                                      | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |    307000 | PA      | $310466.91    | 0.03%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                         | Egypt Government International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    239000 | PA      | $194241.06    | 0.02%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                       | Resorts World Las Vegas LLC / RWLV Capital Inc                                                                                             | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1773236.40   | 0.16%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KIMMERIDGE TEXAS GAS LLC                                     | Kimmeridge Texas Gas LLC                                                                                                                   | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1802243.28   | 0.16%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                        | Civitas Resources Inc                                                                                                                      | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    628000 | PA      | $635761.53    | 0.06%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                | EchoStar Corp                                                                                                                              | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   2509369 | PA      | $2291970.72   | 0.20%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                         | LifePoint Health Inc 2024 1st Lien Term Loan B                                                                                             | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    659685 | PA      | $653704.96    | 0.06%             | 2031-05-19      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                     | First Quantum Minerals Ltd                                                                                                                 | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2292000 | PA      | $2380808.12   | 0.21%             | 2031-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE                                     | Concentra Health Services Inc                                                                                                              | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |    578000 | PA      | $599162.70    | 0.05%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                                           | Sunrise FinCo I BV                                                                                                                         | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |   2867000 | PA      | $2713257.13   | 0.24%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HEATHROW FINANCE PLC                                         | Heathrow Finance PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |   2196000 | PA      | $3003463.96   | 0.26%             | 2031-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-24

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

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer