# EDGAR Filing Document

**Accession Number:** 0000829901
**File Stem:** 0001752724-23-047457
**Filing Date:** 2023-2
**Character Count:** 135345
**Document Hash:** 25265e168dab6d6471b3efa5cccd972e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-047457.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-047457

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LORD ABBETT GLOBAL FUND INC
- **CENTRAL INDEX KEY:** 0000829901
- **IRS NUMBER:** 133460109
- **STATE OF INCORPORATION:** NY
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05476
- **FILM NUMBER:** 23684737

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

**MAIL ADDRESS:**
- **STREET 1:** 90 HUDSON STREET
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302

## Series and Classes Contracts Data

### Lord Abbett Global Bond Fund (Series ID: S000062561)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000202977 | Class A      | LAGGX           |
| C000202978 | Class R6     | LGBWX           |
| C000202980 | Class C      | LGFCX           |
| C000202981 | Class F      | LGBFX           |
| C000202982 | Class F3     | LGBOX           |
| C000202983 | Class I      | LGBYX           |
| C000202985 | Class R3     | LGBRX           |
| C000202986 | Class R4     | LGBUX           |
| C000202987 | Class R5     | LGBVX           |

## 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 GLOBAL FUND INC

- **b. Investment Company Act file number:** 811-05476

- **c. CIK number of Registrant:** 0000829901

- **d. LEI of Registrant:** 549300U1LO71RX3JUC82

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

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

  - **City:** JERSEY CITY

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07302

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

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

- **a. Name of Series:** LORD ABBETT GLOBAL BOND FUND

- **b. EDGAR series identifier (if any):** S000062561

- **c. LEI of Series:** 54930073CIJPF11XJF92

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $11122362.98

**Total Liabilities:** $1207014.22

**Net Assets:** $9915348.76

**Delayed Delivery Securities:** $750782.18

**Cash Not Reported:** $60316.19

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -8.67000000 | **1-Year:** -269.04000000 | **5-Year:** -873.41000000 | **10-Year:** -1121.84000000 | **30-Year:** -66.94000000

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

- **3-Month:** -3.06000000 | **1-Year:** -220.19000000 | **5-Year:** -862.35000000 | **10-Year:** -273.77000000 | **30-Year:** -7.22000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000202981 | 0.02%                | 5.12%                | 0.56%                |
| Class ID C000202983 | 0.02%                | 5.12%                | 0.56%                |
| Class ID C000202987 | 0.02%                | 5.12%                | 0.56%                |
| Class ID C000202985 | -0.02%               | 5.07%                | 0.51%                |
| Class ID C000202978 | 0.02%                | 5.12%                | 0.56%                |
| Class ID C000202982 | 0.02%                | 5.12%                | 0.56%                |
| Class ID C000202986 | 0.00%                | 5.10%                | 0.54%                |
| Class ID C000202977 | 0.01%                | 5.10%                | 0.54%                |
| Class ID C000202980 | -0.05%               | 5.05%                | 0.49%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-247737.35              | $242791.56                                 |
| Month 2  | $-120597.73              | $568910.34                                 |
| Month 3  | $-101146.90              | $88541.16                                  |

**Designated Index Information**

- **Index Name:** ICE BofA Global High Yield Index

- **Index Identifier:** ML303T

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UNITED AIRLINES INC                             | United Airlines Inc                                                                                                | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10214.89     | 0.10%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UPCB Finance VII Ltd                            | UPCB Finance VII Ltd                                                                                               | CUSIP: 000000000<br>LEI: 5493006V3WX8F38SQ991 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $95442.13     | 0.96%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                  | Morgan Stanley                                                                                                     | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     44000 | PA      | $32005.16     | 0.32%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                         | Macy's Retail Holdings LLC                                                                                         | CUSIP: 55617LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $9755.60      | 0.10%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                       | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F050429<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3000 | PA      | $3007.48      | 0.03%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Ginnie Mae                                                                                                         | CUSIP: 21H032613<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15000 | PA      | $13783.92     | 0.14%             | 2053-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                            | Verizon Master Trust                                                                                               | CUSIP: 92348KBC6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50315.60     | 0.51%             | 2027-11-22      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                      | Cigna Corp                                                                                                         | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     21000 | PA      | $17639.51     | 0.18%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                            | PURCHASED CAD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CA        |         1 | NC      | $1852.15      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                        | Hilcorp Energy I LP / Hilcorp Finance Co                                                                           | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $14727.25     | 0.15%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                         | Standard Industries Inc/NJ                                                                                         | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     18000 | PA      | $14706.17     | 0.15%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                             | American Express Co                                                                                                | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19900.47     | 0.20%             | 2033-08-03      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                       | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F040628<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $23455.17     | 0.24%             | 2053-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2021-DNA6                                                                            | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     30000 | PA      | $28536.59     | 0.29%             | 2041-10-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                           | Australia Government Bond                                                                                          | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     19000 | PA      | $10289.37     | 0.10%             | 2047-03-21      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America N.A.                            | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-13863.69    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                         | International Bank for Reconstruction & Development                                                                | CUSIP: 459058KD4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     40000 | PA      | $39659.49     | 0.40%             | 2028-11-22      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | Goldman Sachs Group Inc/The                                                                                        | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     39000 | PA      | $30354.61     | 0.31%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                    | Entegris Inc                                                                                                       | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9786.30      | 0.10%             | 2029-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES                        | Action Logement Services                                                                                           | CUSIP: 000000000<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $75249.71     | 0.76%             | 2034-10-30      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                           | Japan Government Ten Year Bond                                                                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  18000000 | PA      | $135860.89    | 1.37%             | 2028-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                      | Twilio Inc                                                                                                         | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6509.60      | 0.07%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                    | Centene Corp                                                                                                       | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14101.02     | 0.14%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC     | BBCMS 2019-BWAY Mortgage Trust                                                                                     | CUSIP: 05492NAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000 | PA      | $9194.66      | 0.09%             | 2034-11-15      | Floating      | 5.63%                 | 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      | $-12409.57    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                              | SunCoke Energy Inc                                                                                                 | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10316.25     | 0.10%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MET TRANSPRTN AUTH NY REVENUE                   | Metropolitan Transportation Authority                                                                              | CUSIP: 59259YBY4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20714.29     | 0.21%             | 2039-11-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                         | United Rentals North America Inc                                                                                   | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9422.29      | 0.10%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE COR                                | International Finance Corp                                                                                         | CUSIP: 45950KCW8<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |     65000 | PA      | $64987.48     | 0.66%             | 2023-06-30      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp                                                                                               | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     37000 | PA      | $29703.04     | 0.30%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                       | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F062622<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22000 | PA      | $22503.38     | 0.23%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                | Crown Castle Inc                                                                                                   | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     29000 | PA      | $25437.50     | 0.26%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | United States Treasury Note/Bond - WI Reopening                                                                    | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    130000 | PA      | $127318.75    | 1.28%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                              | Southwest Gas Corp                                                                                                 | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     34000 | PA      | $29947.17     | 0.30%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2021-HQA4                                                                            | CUSIP: 35564KNK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     28523 | PA      | $27092.65     | 0.27%             | 2041-12-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                            | Bank of America Corp                                                                                               | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23112.23     | 0.23%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                      | Cigna Corp                                                                                                         | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10631.08     | 0.11%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                | French Republic Government Bond OAT                                                                                | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     40000 | PA      | $23043.27     | 0.23%             | 2052-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| US BANCORP                                      | US Bancorp                                                                                                         | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     38000 | PA      | $36165.94     | 0.36%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                       | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12000 | PA      | $11550.83     | 0.12%             | 2053-01-15      | Fixed         | 4.50%                 | 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        |    100000 | PA      | $97675.39     | 0.99%             | 2039-05-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| ALMIRALL SA                                     | Almirall SA                                                                                                        | CUSIP: 000000000<br>LEI: 95980020140005007996 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $98191.69     | 0.99%             | 2026-09-30      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                        | Spain Government Bond                                                                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     21000 | PA      | $13779.08     | 0.14%             | 2042-07-30      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| KFW                                             | Kreditanstalt fuer Wiederaufbau                                                                                    | CUSIP: 500769JF2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     78000 | PA      | $70581.37     | 0.71%             | 2025-07-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                        | Permian Resources Operating LLC                                                                                    | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13677.97     | 0.14%             | 2026-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | Citigroup Inc                                                                                                      | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     70000 | PA      | $55429.42     | 0.56%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                            | Lorca Telecom Bondco SA                                                                                            | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $96206.65     | 0.97%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                   | TransDigm Inc                                                                                                      | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13215.38     | 0.13%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                    | Calpine Corp                                                                                                       | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9837.61      | 0.10%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EARTHSTONE ENERGY HOL                           | Earthstone Energy Holdings LLC                                                                                     | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9579.00      | 0.10%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                              | Enphase Energy Inc                                                                                                 | CUSIP: 29355AAH0<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |      9000 | PA      | $10183.50     | 0.10%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                | French Republic Government Bond OAT                                                                                | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     50000 | PA      | $48844.88     | 0.49%             | 2032-11-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| WORKDAY INC                                     | Workday Inc                                                                                                        | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35421.28     | 0.36%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                          | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                          | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     20000 | PA      | $18684.70     | 0.19%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                         | Aethon United BR LP / Aethon United Finance Corp                                                                   | CUSIP: 00810GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $10924.11     | 0.11%             | 2026-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust              | Discover Card Execution Note Trust                                                                                 | CUSIP: 254683CX1<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50539.96     | 0.51%             | 2027-10-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| SUEZ                                            | Suez SACA                                                                                                          | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $97280.42     | 0.98%             | 2027-05-24      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                        | Advanced Drainage Systems Inc                                                                                      | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11676.12     | 0.12%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2022-HQA3                                                                            | CUSIP: 35564KE39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28723 | PA      | $28708.56     | 0.29%             | 2042-08-25      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| COLGATE ENERGY PARTNERS                         | Colgate Energy Partners III LLC                                                                                    | CUSIP: 19416MAA7<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10723.79     | 0.11%             | 2026-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                             | Medline Borrower LP                                                                                                | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9692.94      | 0.10%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | Petroleos Mexicanos                                                                                                | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     27000 | PA      | $21254.45     | 0.21%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                                                    | CUSIP: 3140QLZ82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88880 | PA      | $75933.65     | 0.77%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                | BAT Capital Corp                                                                                                   | CUSIP: 05526DAZ8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24087.68     | 0.24%             | 2024-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                             | Sunnova Energy Corp                                                                                                | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9841.04      | 0.10%             | 2026-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE                        | Mondelez International Holdings Netherlands BV                                                                     | CUSIP: 000000000<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $80167.46     | 0.81%             | 2032-09-09      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| Venture CDO Ltd                                 | Venture 33 CLO Ltd                                                                                                 | CUSIP: 92330YAN3<br>LEI: 549300NQPL9XHZ20E278 | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $98599.07     | 0.99%             | 2031-07-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                            | Glencore Funding LLC                                                                                               | CUSIP: 378272AV0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20170.93     | 0.20%             | 2029-03-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                          | US 10YR ULTRA FUT MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -3 | NC      | $2473.11      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                          | UnitedHealth Group Inc                                                                                             | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24578.54     | 0.25%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                    | NiSource Inc                                                                                                       | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16519.13     | 0.17%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NEDER FINANCIERINGS-MAAT                        | Nederlandse Financierings-Maatschappij voor Ontwikkelingslanden NV                                                 | CUSIP: 000000000<br>LEI: XTC5E2QFTEF0435JWL77 | Long             | DBT              | NUSS              | NL        |    100000 | PA      | $106782.90    | 1.08%             | 2027-10-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association        | Ginnie Mae                                                                                                         | CUSIP: 21H060622<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     76000 | PA      | $77076.93     | 0.78%             | 2053-02-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                              | Cellnex Telecom SA                                                                                                 | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $87499.08     | 0.88%             | 2029-06-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LAREDO PETROLEUM INC                            | Laredo Petroleum Inc                                                                                               | CUSIP: 516806AF3<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9872.00      | 0.10%             | 2025-01-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Verde CLO Ltd                                   | VERDE CLO Ltd                                                                                                      | CUSIP: 92338BAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $98296.91     | 0.99%             | 2032-04-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                         | GLP Capital LP / GLP Financing II Inc                                                                              | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4925.00      | 0.05%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                             | Elevance Health Inc                                                                                                | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     27000 | PA      | $23780.58     | 0.24%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Ginnie Mae                                                                                                         | CUSIP: 21H030625<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31000 | PA      | $27630.75     | 0.28%             | 2053-02-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                             | Suzano Austria GmbH                                                                                                | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      6000 | PA      | $4686.29      | 0.05%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Wellpath Holdings, Inc.                         | Wellpath Holdings, Inc. 2018 1st Lien Term Loan                                                                    | CUSIP: 12509EAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     18122 | PA      | $14426.22     | 0.15%             | 2025-10-01      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                     | Gap Inc/The                                                                                                        | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     13000 | PA      | $9088.11      | 0.09%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                 | Long: SPP0096I4 CDS USD R F  1.00000 F_SPP0096I4 CCPCDX / Short: SPP0096I4 CDS USD P V 03MEVENT P_SPP0096I4 CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    210000 | OU      | $-12193.59    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Perimeter Master Note Business Trust            | Perimeter Master Note Business Trust                                                                               | CUSIP: 71384PAE1<br>LEI: 5493005H6EB040833X54 | Long             | ABS-O            | CORP              | US        |     91204 | PA      | $90259.03     | 0.91%             | 2024-05-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                                                    | CUSIP: 3140QPAL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22533 | PA      | $21484.52     | 0.22%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                           | Japan Government Ten Year Bond                                                                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  14000000 | PA      | $103139.60    | 1.04%             | 2031-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                   | PURCHASED CNY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |         1 | NC      | $107.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TWILIO INC                                      | Twilio Inc                                                                                                         | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7153.20      | 0.07%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Ginnie Mae                                                                                                         | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19000 | PA      | $18829.79     | 0.19%             | 2053-01-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                        | Jacobs Entertainment Inc                                                                                           | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9943.24      | 0.10%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PARTNERRE IRELAND FINANC                        | PartnerRe Ireland Finance DAC                                                                                      | CUSIP: 000000000<br>LEI: 54930031Y2QTHTYUHU14 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $96562.89     | 0.97%             | 2026-09-15      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| SOLAR EDGE TECHNOLOGIES                         | SolarEdge Technologies Inc                                                                                         | CUSIP: 83417MAD6<br>LEI: 5493000K6Y58XXPDF853 | Long             | DBT              | CORP              | US        |      7000 | PA      | $8725.50      | 0.09%             | 2025-09-15      | None          | 0.00%                 | 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        |     22000 | PA      | $19023.40     | 0.19%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                             | Sprint Capital Corp                                                                                                | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15602.93     | 0.16%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                          | Galaxy Pipeline Assets Bidco Ltd                                                                                   | CUSIP: 36321PAA8<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    162398 | PA      | $150709.67    | 1.52%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd | Arbor Realty Commercial Real Estate Notes 2022-FL2 Ltd                                                             | CUSIP: 03881JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $97551.97     | 0.98%             | 2037-05-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| VESTAS WIND SYSTEMS FINA                        | Vestas Wind Systems Finance BV                                                                                     | CUSIP: 000000000<br>LEI: 635400M3RVFQU3M7HW17 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $94010.03     | 0.95%             | 2029-06-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                                                   | CUSIP: 3132AAVU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19115 | PA      | $17881.61     | 0.18%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                         | International Bank for Reconstruction & Development                                                                | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    260000 | PA      | $20574.24     | 0.21%             | 2029-01-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                     | Oracle Corp                                                                                                        | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     47000 | PA      | $49339.67     | 0.50%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                           | China Government Bond                                                                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    200000 | PA      | $31848.50     | 0.32%             | 2049-07-22      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| GETLINK SE                                      | Getlink SE                                                                                                         | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $104454.46    | 1.05%             | 2025-10-30      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 20755DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18566 | PA      | $18637.11     | 0.19%             | 2042-07-25      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                        | Wyndham Hotels & Resorts Inc                                                                                       | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10785.60     | 0.11%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce PLC                                 | Rolls-Royce PLC                                                                                                    | CUSIP: 000000000<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $101024.96    | 1.02%             | 2024-05-09      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                        | Constellation Energy Generation LLC                                                                                | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18439.79     | 0.19%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of Turkey                              | Turkey Government International Bond                                                                               | CUSIP: 900123AW0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     55000 | PA      | $55317.35     | 0.56%             | 2025-02-05      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                        | Vistra Operations Co LLC                                                                                           | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8636.32      | 0.09%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                          | US 10YR NOTE (CBT)MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         1 | NC      | $-1720.20     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED IDR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | ID        |         1 | NC      | $305.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                             | COMM 2015-PC1 Mortgage Trust                                                                                       | CUSIP: 12593GAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $22211.65     | 0.22%             | 2050-07-10      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                        | Charter Communications Operating LLC / Charter Communications Operating Capital                                    | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $20167.82     | 0.20%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                           | Indonesia Government International Bond                                                                            | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    100000 | PA      | $77510.18     | 0.78%             | 2034-03-23      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| SUNRUN INC                                      | Sunrun Inc                                                                                                         | CUSIP: 86771WAB1<br>LEI: 54930007SJ77CI66U531 | Long             | DBT              | CORP              | US        |     11000 | PA      | $7683.50      | 0.08%             | 2026-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LINDE FINANCE BV                                | Linde Finance BV                                                                                                   | CUSIP: 000000000<br>LEI: 5H8RMHHYTWIP1RKLCE38 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $82938.32     | 0.84%             | 2032-05-19      | Fixed         | 0.55%                 | Yes           |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                           | Province of Ontario Canada                                                                                         | CUSIP: 683234DB1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     81000 | PA      | $76950.71     | 0.78%             | 2027-05-19      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                    | Comcast Corp                                                                                                       | CUSIP: 20030NDE8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99533.71     | 1.00%             | 2029-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                            | PURCHASED INR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IN        |         1 | NC      | $328.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                               | EURO-SCHATZ FUT MAR23                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -5 | NC      | $5906.47      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale SA                                                                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $99694.28     | 1.01%             | 2026-04-21      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                          | Option Care Health Inc                                                                                             | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10511.82     | 0.11%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                           | Toronto-Dominion Bank/The                                                                                          | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     18000 | PA      | $17211.33     | 0.17%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                   | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | BR        |         1 | NC      | $466.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                   | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |         1 | NC      | $5.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                         | Japan Bank for International Cooperation                                                                           | CUSIP: 000000000<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    100000 | PA      | $95583.43     | 0.96%             | 2029-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                           | Molina Healthcare Inc                                                                                              | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14431.72     | 0.15%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                      | Humana Inc                                                                                                         | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31066.08     | 0.31%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE  | New York City Transitional Finance Authority Future Tax Secured Revenue                                            | CUSIP: 64971XQY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $21302.91     | 0.21%             | 2034-08-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Avid Automobile Receivables Trust               | Avid Automobile Receivables Trust 2019-1                                                                           | CUSIP: 05369DAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     87347 | PA      | $86911.68     | 0.88%             | 2026-07-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Ginnie Mae                                                                                                         | CUSIP: 21H042620<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4000 | PA      | $3881.84      | 0.04%             | 2053-02-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | Citigroup Inc                                                                                                      | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9811.81      | 0.10%             | 2025-05-24      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                         | AEP Transmission Co LLC                                                                                            | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9737.07      | 0.10%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                         | European Bank for Reconstruction & Development                                                                     | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |     51000 | PA      | $52887.16     | 0.53%             | 2024-01-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                       | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F062614<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     39000 | PA      | $39947.21     | 0.40%             | 2053-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                              | Dominican Republic International Bond                                                                              | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $138579.15    | 1.40%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                | Duke Energy Corp                                                                                                   | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17854.18     | 0.18%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                           | PURCHASED COP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | CO        |         1 | NC      | $-120.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CVR PARTNERS/CVR NITROGE                        | CVR Partners LP / CVR Nitrogen Finance Corp                                                                        | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $9882.49      | 0.10%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                         | Gulfport Energy Corp                                                                                               | CUSIP: 402635AR7<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |     11510 | PA      | $11236.93     | 0.11%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                    | SM Energy Co                                                                                                       | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9724.25      | 0.10%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                           | Civitas Resources Inc                                                                                              | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15563.60     | 0.16%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ECO MATERIAL TECH INC                           | Eco Material Technologies Inc                                                                                      | CUSIP: 27900QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $11478.70     | 0.12%             | 2027-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                               | Owens & Minor Inc                                                                                                  | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12049.80     | 0.12%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                        | EQT Corp                                                                                                           | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57134.00     | 0.58%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                    | Assurant Inc                                                                                                       | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     13000 | PA      | $9645.65      | 0.10%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| REGL TRANSPRTN DIST CO SALES TAX REVENUE        | Regional Transportation District Sales Tax Revenue                                                                 | CUSIP: 759136VM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $17953.40     | 0.18%             | 2036-11-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                          | UnitedHealth Group Inc                                                                                             | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38288.24     | 0.39%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                               | International Finance Corp                                                                                         | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |     65000 | PA      | $36173.86     | 0.36%             | 2025-09-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED AUD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $864.45       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                        | Venture Global Calcasieu Pass LLC                                                                                  | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9391.25      | 0.09%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Credit Card Trust               | BA Credit Card Trust                                                                                               | CUSIP: 05522RDF2<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50528.35     | 0.51%             | 2028-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                       | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F050411<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     45000 | PA      | $45217.63     | 0.46%             | 2038-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                         | Frontier Communications Holdings LLC                                                                               | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13110.15     | 0.13%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                  | Morgan Stanley                                                                                                     | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23318.14     | 0.24%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC     | BBCMS 2019-BWAY Mortgage Trust                                                                                     | CUSIP: 05492NAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11000 | PA      | $10211.11     | 0.10%             | 2034-11-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                    | Comcast Corp                                                                                                       | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     47000 | PA      | $49159.52     | 0.50%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                            | OI European Group BV                                                                                               | CUSIP: 000000000<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $103298.38    | 1.04%             | 2025-02-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| ROBLOX CORP                                     | ROBLOX Corp                                                                                                        | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $9474.00      | 0.10%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Ginnie Mae                                                                                                         | CUSIP: 21H040616<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13000 | PA      | $12303.33     | 0.12%             | 2053-01-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                                                                                                   | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21127.07     | 0.21%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                           | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | JP        |         1 | NC      | $64477.80     | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                               | EURO-BOBL FUTURE MAR23                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -3 | NC      | $11072.64     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                 | Long: SPKK09R19 CDS USD R F  5.00000 F_SPKK09R19 CCPCDX / Short: SPKK09R19 CDS USD P V 03MEVENT P_SPKK09R19 CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    125000 | OU      | $971.06       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-372.97      | -0.00%            |  |  |  | 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        |     12000 | PA      | $10848.61     | 0.11%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                               | Service Corp International/US                                                                                      | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9774.44      | 0.10%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                   | PURCHASED MXN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |         1 | NC      | $511.06       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                            | PURCHASED USD / SOLD INR                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $1596.37      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STONEGATE PUB FIN                               | Stonegate Pub Co Financing 2019 PLC                                                                                | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $109769.65    | 1.11%             | 2025-07-31      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                 | NGPL PipeCo LLC                                                                                                    | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     24000 | PA      | $19584.50     | 0.20%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                   | Aircastle Ltd                                                                                                      | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     20000 | PA      | $16388.21     | 0.17%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                | AMC Networks Inc                                                                                                   | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     12000 | PA      | $7494.81      | 0.08%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                              | Ford Motor Co                                                                                                      | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     42000 | PA      | $31572.31     | 0.32%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                        | Republic of South Africa Government Bond                                                                           | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    396000 | PA      | $18223.05     | 0.18%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                    | Ecopetrol SA                                                                                                       | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     30000 | PA      | $22976.55     | 0.23%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                 | Residential Mortgage Loan Trust 2020-1                                                                             | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18446 | PA      | $17638.80     | 0.18%             | 2060-01-26      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp                           | Playtika Holding Corp 2021 Term Loan                                                                               | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2028-03-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                    | Ford Credit Auto Owner Trust 2022-D                                                                                | CUSIP: 345295AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50529.79     | 0.51%             | 2027-05-17      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                        | Queensland Treasury Corp                                                                                           | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     70000 | PA      | $36533.90     | 0.37%             | 2032-03-02      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| CARGILL INC                                     | Cargill Inc                                                                                                        | CUSIP: 141781BW3<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     27000 | PA      | $24948.96     | 0.25%             | 2032-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                            | PURCHASED NOK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NO        |         1 | NC      | $-25.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                        | International Flavors & Fragrances Inc                                                                             | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     36000 | PA      | $31834.72     | 0.32%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                    | Centene Corp                                                                                                       | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     38000 | PA      | $32209.75     | 0.32%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| China Development Bank                          | China Development Bank                                                                                             | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    600000 | PA      | $88943.58     | 0.90%             | 2026-02-26      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                           | Molson Coors Beverage Co                                                                                           | CUSIP: 60871RAJ9<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103486.45    | 1.04%             | 2024-07-15      | Fixed         | 1.25%                 | 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        |     12000 | PA      | $10094.28     | 0.10%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                          | NextEra Energy Capital Holdings Inc                                                                                | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10821.91     | 0.11%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                          | Southwestern Energy Co                                                                                             | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15784.59     | 0.16%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                        | Charles River Laboratories International Inc                                                                       | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10397.34     | 0.10%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                        | Weekley Homes LLC / Weekley Finance Corp                                                                           | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $11788.57     | 0.12%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                        | Intercontinental Exchange Inc                                                                                      | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     48000 | PA      | $46422.94     | 0.47%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Ginnie Mae                                                                                                         | CUSIP: 21H050623<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62000 | PA      | $61434.90     | 0.62%             | 2053-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                            | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-5073.03     | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                          | Bank of New York Mellon Corp/The                                                                                   | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19351.34     | 0.20%             | 2030-07-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                        | Bundesrepublik Deutschland Bundesanleihe                                                                           | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     75000 | PA      | $64259.73     | 0.65%             | 2038-05-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                             | American Tower Corp                                                                                                | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     22000 | PA      | $20005.46     | 0.20%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                          | China Development Bank                                                                                             | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   1300000 | PA      | $187715.86    | 1.89%             | 2030-06-18      | Fixed         | 3.09%                 | 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      | $993.35       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SYLVAMO CORP                                    | Sylvamo Corp                                                                                                       | CUSIP: 87133LAA8<br>LEI: 5493001AOYU1ZOWOC971 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11439.41     | 0.12%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| XILINX INC                                      | Xilinx Inc                                                                                                         | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |     26000 | PA      | $21922.66     | 0.22%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Steel Corp                        | United States Steel Corp                                                                                           | CUSIP: 912909AD0<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11001.30     | 0.11%             | 2037-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                        | Province of Saskatchewan Canada                                                                                    | CUSIP: 803854JL3<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |     49000 | PA      | $37871.86     | 0.38%             | 2040-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                            | Colombian TES                                                                                                      | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 250000000 | PA      | $44125.16     | 0.45%             | 2026-08-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | United States Treasury Note/Bond                                                                                   | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    267000 | PA      | $220066.41    | 2.22%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                        | European Stability Mechanism                                                                                       | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $101727.81    | 1.03%             | 2025-09-23      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                 | CVS Health Corp                                                                                                    | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     57000 | PA      | $51116.51     | 0.52%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                  | Morgan Stanley                                                                                                     | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19239.73     | 0.19%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                           | Continental Resources Inc/OK                                                                                       | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     57000 | PA      | $53171.04     | 0.54%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                            | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $14.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                             | Elevance Health Inc                                                                                                | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14376.38     | 0.14%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERFLEX LTD                                    | Enerflex Ltd                                                                                                       | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |     23000 | PA      | $22967.11     | 0.23%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| REN FINANCE BV                                  | Ren Finance BV                                                                                                     | CUSIP: 000000000<br>LEI: 54930019D5P01WQQZF17 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $85813.87     | 0.87%             | 2029-04-16      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                                                    | CUSIP: 3140QPAM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16636 | PA      | $15824.57     | 0.16%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                           | Japan Government Thirty Year Bond                                                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   8000000 | PA      | $58336.53     | 0.59%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | United States Treasury Note/Bond                                                                                   | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     40000 | PA      | $28580.47     | 0.29%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                  | Amazon.com Inc                                                                                                     | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63556.52     | 0.64%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                        | TerraForm Power Operating LLC                                                                                      | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6102.41      | 0.06%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                          | Penn Entertainment Inc                                                                                             | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $9991.52      | 0.10%             | 2027-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                             | Elevance Health Inc                                                                                                | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6636.20      | 0.07%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                                                    | CUSIP: 3140XGJQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102581 | PA      | $91393.58     | 0.92%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                          | FMG Resources August 2006 Pty Ltd                                                                                  | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     11000 | PA      | $10166.42     | 0.10%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                            | Colombia Government International Bond                                                                             | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    100000 | PA      | $100944.24    | 1.02%             | 2026-03-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                        | Italy Buoni Poliennali Del Tesoro                                                                                  | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     45000 | PA      | $39290.48     | 0.40%             | 2033-09-01      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                      | FIXED INC CLEARING CORP.REPO                                                                                       | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |    304736 | PA      | $304736.01    | 3.07%             |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                        | Occidental Petroleum Corp                                                                                          | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16177.83     | 0.16%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                     | Ovintiv Inc                                                                                                        | CUSIP: 292505AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $20888.29     | 0.21%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                           | Schneider Electric SE                                                                                              | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $103221.41    | 1.04%             | 2025-10-13      | Fixed         | 1.84%                 | Yes           |                  2 | On Loan: No      |
| CALLON PETROLEUM                                | Callon Petroleum Co                                                                                                | CUSIP: 13123XBD3<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10500.37     | 0.11%             | 2028-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust              | Discover Card Execution Note Trust                                                                                 | CUSIP: 254683CW3<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $48580.47     | 0.49%             | 2027-07-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                     | Netflix Inc                                                                                                        | CUSIP: 64110LAL0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15213.45     | 0.15%             | 2025-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                   | PURCHASED CNY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |         1 | NC      | $11749.09     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinewood Finance Co Ltd                         | Pinewood Finance Co Ltd                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $111858.11    | 1.13%             | 2025-09-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Great Wolf Trust                                | Great Wolf Trust 2019-WOLF                                                                                         | CUSIP: 39152TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33000 | PA      | $32084.26     | 0.32%             | 2036-12-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                            | PURCHASED CAD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CA        |         1 | NC      | $302.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEEWARD RENEWABL                                | Leeward Renewable Energy Operations LLC                                                                            | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |     23000 | PA      | $19680.36     | 0.20%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MODIVCARE ESCROW ISSUER                         | ModivCare Escrow Issuer Inc                                                                                        | CUSIP: 60783XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $10135.20     | 0.10%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                              | Murphy Oil USA Inc                                                                                                 | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10084.86     | 0.10%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                        | Bundesrepublik Deutschland Bundesanleihe                                                                           | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     40000 | PA      | $21446.54     | 0.22%             | 2052-08-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                          | IPALCO Enterprises Inc                                                                                             | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22268.00     | 0.22%             | 2030-05-01      | Fixed         | 4.25%                 | 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      | $3455.83      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BELLRING BRANDS INC                             | BellRing Brands Inc                                                                                                | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9635.25      | 0.10%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                          | Diamondback Energy Inc                                                                                             | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33219.45     | 0.34%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Massage Envy Franchising, LLC                   | ME Funding LLC 2019-1                                                                                              | CUSIP: 55282GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48500 | PA      | $46697.11     | 0.47%             | 2049-07-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| China Development Bank                          | China Development Bank                                                                                             | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   1000000 | PA      | $148194.14    | 1.49%             | 2029-01-08      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                          | Nordic Investment Bank                                                                                             | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |     41000 | PA      | $42023.96     | 0.42%             | 2024-06-10      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                          | China Development Bank                                                                                             | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    650000 | PA      | $93877.91     | 0.95%             | 2030-03-10      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                          | Comstock Resources Inc                                                                                             | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10851.72     | 0.11%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                                                                | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20412.69     | 0.21%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                            | Oceaneering International Inc                                                                                      | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10148.80     | 0.10%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                  | Bombardier Inc                                                                                                     | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     11000 | PA      | $10185.34     | 0.10%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TENNET HOLDING BV                               | TenneT Holding BV                                                                                                  | CUSIP: 000000000<br>LEI: 724500LTUWK3JQG63903 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $73766.82     | 0.74%             | 2032-11-30      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2020-5                                                                                  | CUSIP: 92538CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34380 | PA      | $31341.48     | 0.32%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                             | Buckeye Partners LP                                                                                                | CUSIP: 118230AS0<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10230.50     | 0.10%             | 2078-01-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                 | United Group BV                                                                                                    | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $77526.77     | 0.78%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                       | Ball Corp                                                                                                          | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     23000 | PA      | $18404.72     | 0.19%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TECHEM VERWALTUNGSGESELL                        | Techem Verwaltungsgesellschaft 675 mbH                                                                             | CUSIP: 000000000<br>LEI: 529900N0M7FQHNAV1A41 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $98722.20     | 1.00%             | 2025-07-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                        | PURCHASED IDR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ID        |         1 | NC      | $423.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                         | Booz Allen Hamilton Inc                                                                                            | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10652.79     | 0.11%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                            | WMG Acquisition Corp                                                                                               | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10335.60     | 0.10%             | 2029-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REXEL SA                                        | Rexel SA                                                                                                           | CUSIP: 000000000<br>LEI: 969500N6AVPA51648T62 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $93267.19     | 0.94%             | 2028-12-15      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association        | Ginnie Mae                                                                                                         | CUSIP: 21H052629<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8000 | PA      | $8040.98      | 0.08%             | 2053-02-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                        | Live Nation Entertainment Inc                                                                                      | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10702.50     | 0.11%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                          | CenterPoint Energy Resources Corp                                                                                  | CUSIP: 15189WAP5<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24047.29     | 0.24%             | 2032-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                           | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $261.21       | 0.00%             |  |  |  | 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      | $-14.01       | -0.00%            |  |  |  | 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      | $-257.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Quebec                              | Province of Quebec Canada                                                                                          | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $101975.30    | 1.03%             | 2025-01-15      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                        | Queensland Treasury Corp                                                                                           | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     70000 | PA      | $46492.61     | 0.47%             | 2026-07-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Netflix Inc                                     | Netflix Inc                                                                                                        | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12192.36     | 0.12%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                | T-Mobile USA Inc                                                                                                   | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     48000 | PA      | $43591.71     | 0.44%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                         | Royal Caribbean Cruises Ltd                                                                                        | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      5000 | PA      | $5031.25      | 0.05%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                  | TransAlta Corp                                                                                                     | CUSIP: 89346DAH0<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |     13000 | PA      | $13294.14     | 0.13%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                                                                | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     76000 | PA      | $61062.60     | 0.62%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                        | FactSet Research Systems Inc                                                                                       | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37847.74     | 0.38%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ATKORE INC                                      | Atkore Inc                                                                                                         | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10307.34     | 0.10%             | 2031-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LEGENDS HOSPITALITY HOLD                        | Legends Hospitality Holding Co LLC / Legends Hospitality Co-Issuer Inc                                             | CUSIP: 52473NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $10695.00     | 0.11%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                     | Southern Co/The                                                                                                    | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41499.71     | 0.42%             | 2024-08-01      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                                                    | CUSIP: 3140XHPS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39594 | PA      | $36356.45     | 0.37%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                              | Ally Financial Inc                                                                                                 | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16561.08     | 0.17%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                   | Life Time Inc                                                                                                      | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11181.00     | 0.11%             | 2026-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                            | PURCHASED SEK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SE        |         1 | NC      | $977.95       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                          | Philip Morris International Inc                                                                                    | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23387.03     | 0.24%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                               | EURO-BUND FUTURE MAR23                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -1 | NC      | $3370.36      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AG ISSUER LLC                                   | AG Issuer LLC                                                                                                      | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $12887.50     | 0.13%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                             | Go Daddy Operating Co LLC / GD Finance Co Inc                                                                      | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $10061.90     | 0.10%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                   | PURCHASED KRW / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | KR        |         1 | NC      | $2044.61      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                        | Baltimore Gas and Electric Co                                                                                      | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22220.54     | 0.22%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                        | European Investment Bank                                                                                           | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     50000 | PA      | $50871.83     | 0.51%             | 2030-03-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer