# EDGAR Filing Document

**Accession Number:** 0000060365
**File Stem:** 0001752724-25-210836
**Filing Date:** 2025-8
**Character Count:** 453068
**Document Hash:** 54cfc103d36886bbce794c20b4b39853
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-210836.hdr.sgml**: 20250828

**ACCESSION NUMBER**: 0001752724-25-210836

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250828

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LORD ABBETT BOND DEBENTURE FUND INC
- **CENTRAL INDEX KEY:** 0000060365

**ORGANIZATION NAME:**
- **EIN:** 132669319
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02145
- **FILM NUMBER:** 251269584

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LORD ABBETT BOND FUND INC
- **DATE OF NAME CHANGE:** 19790412

## Series and Classes Contracts Data

### LORD ABBETT BOND DEBENTURE FUND INC (Series ID: S000006820)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000018454 | Class A      | LBNDX           |
| C000018456 | Class C      | BDLAX           |
| C000018457 | Class P      | LBNPX           |
| C000018458 | Class I      | LBNYX           |
| C000052177 | Class F      | LBDFX           |
| C000052178 | Class R2     | LBNQX           |
| C000052179 | Class R3     | LBNRX           |
| C000158205 | Class R4     | LBNSX           |
| C000158206 | Class R5     | LBNTX           |
| C000158207 | Class R6     | LBNVX           |
| C000188230 | Class F3     | LBNOX           |

## 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 BOND DEBENTURE FUND INC

- **b. Investment Company Act file number:** 811-02145

- **c. CIK number of Registrant:** 0000060365

- **d. LEI of Registrant:** W528K4KWQL50R13TDZ14

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

  - **Street Address 1:** 30 HUDSON STREET

  - **City:** JERSEY CITY

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07302

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

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

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

- **b. EDGAR series identifier (if any):** S000006820

- **c. LEI of Series:** W528K4KWQL50R13TDZ14

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $27409884007.79

**Total Liabilities:** $5940781186.22

**Net Assets:** $21469102821.57

**Delayed Delivery Securities:** $3847497708.72

**Cash Not Reported:** $78221490.78

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -18698.08000000 | **1-Year:** -378963.86000000 | **5-Year:** -1588298.82000000 | **10-Year:** -1583289.42000000 | **30-Year:** -254767.14000000

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

- **3-Month:** -39031.82000000 | **1-Year:** -980246.63000000 | **5-Year:** -2200774.15000000 | **10-Year:** -608756.20000000 | **30-Year:** -135218.79000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000158205 | -0.48%               | 1.08%                | 2.34%                |
| Class ID C000018458 | -0.47%               | 1.11%                | 2.37%                |
| Class ID C000018457 | -0.61%               | 1.05%                | 2.42%                |
| Class ID C000052179 | -0.50%               | 1.06%                | 2.32%                |
| Class ID C000158207 | -0.46%               | 1.11%                | 2.37%                |
| Class ID C000052177 | -0.47%               | 1.09%                | 2.35%                |
| Class ID C000158206 | -0.47%               | 1.10%                | 2.37%                |
| Class ID C000188230 | -0.46%               | 1.11%                | 2.37%                |
| Class ID C000018456 | -0.53%               | 1.03%                | 2.28%                |
| Class ID C000052178 | -0.51%               | 1.05%                | 2.31%                |
| Class ID C000018454 | -0.48%               | 1.09%                | 2.34%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-165396948.92           | $-43522792.63                              |
| Month 2  | $-49291464.54            | $245891368.57                              |
| Month 3  | $94705960.04             | $270866390.40                              |

**Designated Index Information**

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

- **Index Identifier:** VWA

### Schedule of Portfolio Investments

| Name                                                         | Title                                                                                                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JANE STREET GRP/JSG FIN                                      | Jane Street Group / JSG Finance Inc                                                                                                        | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   36068000 | PA      | $37107876.51  | 0.17%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| X.AI LLC/X.AI CO ISSUER                                      | X.AI LLC / X.AI Co Issuer Corp                                                                                                             | CUSIP: 983984AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   41216000 | PA      | $41707294.72  | 0.19%             | 2030-06-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                         | Matador Resources Co                                                                                                                       | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   22263000 | PA      | $22289287.04  | 0.10%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | SE        |          1 | NC      | $19012.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                      | Studio City Finance Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |   35436000 | PA      | $32540561.29  | 0.15%             | 2029-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                        | Universal Health Services Inc                                                                                                              | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   22783000 | PA      | $21755045.62  | 0.10%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                     | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   20359100 | PA      | $2566720.80   | 0.01%             | 2027-04-12      | None          | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                     | Mars Inc                                                                                                                                   | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   21503000 | PA      | $21771366.26  | 0.10%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                                          | Zaxbys Funding LLC                                                                                                                         | CUSIP: 98920MAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9294762 | PA      | $9506247.90   | 0.04%             | 2054-04-30      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                            | Brown & Brown Inc                                                                                                                          | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   25321000 | PA      | $22306258.19  | 0.10%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                        | Wells Fargo Commercial Mortgage Trust 2024-5C1                                                                                             | CUSIP: 95003VAC2<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |   50180000 | PA      | $52402060.72  | 0.24%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL LP                                          | First Industrial LP                                                                                                                        | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              |  | US        |   16881000 | PA      | $17086230.08  | 0.08%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                     | Performance Food Group Inc                                                                                                                 | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   33766000 | PA      | $34582596.94  | 0.16%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust                                  | Cherry Securitization Trust 2024-1                                                                                                         | CUSIP: 164737AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   28330000 | PA      | $28526366.56  | 0.13%             | 2032-04-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                      | Allied Universal Holdco LLC                                                                                                                | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   32804000 | PA      | $34299271.93  | 0.16%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F062689<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  128968000 | PA      | $132980120.97 | 0.62%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                          | Lightning Power LLC                                                                                                                        | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |   52794000 | PA      | $55597400.47  | 0.26%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                       | Lumen Technologies Inc                                                                                                                     | CUSIP: 156700AT3<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    2248000 | PA      | $1891916.80   | 0.01%             | 2042-03-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| ALICORP SAA                                                  | Alicorp SAA                                                                                                                                | CUSIP: 016234AE6<br>LEI: 549300Z1XH47TTIIJS11 | Long             | DBT              | CORP              | PE        |   82623000 | PA      | $23666912.29  | 0.11%             | 2032-06-16      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                                | SDR Commercial Mortgage Trust 2024-DSNY                                                                                                    | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14290000 | PA      | $14289889.97  | 0.07%             | 2039-05-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                     | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                   | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10827000 | PA      | $10597264.05  | 0.05%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                     | First American Financial Corp                                                                                                              | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |   10394000 | PA      | $10187267.29  | 0.05%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                     | Alimentation Couche-Tard Inc                                                                                                               | CUSIP: 01626PAU0<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   15738000 | PA      | $15765759.79  | 0.07%             | 2034-02-12      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   91478000 | PA      | $91626632.54  | 0.43%             | 2054-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds                     | Sri Lanka Government International Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   45598037 | PA      | $37218029.76  | 0.17%             | 2036-05-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| ITR Concession Co LLC                                        | ITR Concession Co LLC                                                                                                                      | CUSIP: 450636AC9<br>LEI: 5493007GBY3OBTILCX44 | Long             | DBT              | CORP              | US        |   12438000 | PA      | $12306940.92  | 0.06%             | 2035-07-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp                                    | Carpenter Technology Corp                                                                                                                  | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      39939 | NS      | $11038340.82  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                     | BX Trust 2025-GW                                                                                                                           | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18270000 | PA      | $18346776.02  | 0.09%             | 2042-07-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                    | Qorvo Inc                                                                                                                                  | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   22864000 | PA      | $20638105.00  | 0.10%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Xiaomi Corp                                                  | Xiaomi Corp                                                                                                                                | CUSIP: 000000000<br>LEI: 2549001ACVFAZRNMKL32 | Long             | EC               | CORP              | KY        |    3054000 | NS      | $23508885.47  | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| VORNADO REALTY LP                                            | Vornado Realty LP                                                                                                                          | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |   15388000 | PA      | $13735294.48  | 0.06%             | 2031-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Anastasia Parent LLC                                         | Anastasia Parent LLC 2018 Term Loan B                                                                                                      | CUSIP: 03275UAB1<br>LEI: 254900JLBMA86EYGCG20 | Long             | LON              | CORP              | US        |   23981238 | PA      | $19984405.13  | 0.09%             | 2025-08-11      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| Astera Labs Inc                                              | Astera Labs Inc                                                                                                                            | CUSIP: 04626A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     230226 | NS      | $20817034.92  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CALPINE CORP                                                 | Calpine Corp                                                                                                                               | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   74359000 | PA      | $73488501.49  | 0.34%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                            | DISH Network Corp                                                                                                                          | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   64409000 | PA      | $66444066.76  | 0.31%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                           | Sonoco Products Co                                                                                                                         | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   16845000 | PA      | $16814080.16  | 0.08%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                     | Sumitomo Mitsui Financial Group Inc                                                                                                        | CUSIP: 86562MDK3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   12726000 | PA      | $12786448.50  | 0.06%             | 2034-06-05      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                         | Fiesta Purchaser Inc                                                                                                                       | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13224000 | PA      | $14047789.08  | 0.07%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                                     | Hughes Satellite Systems Corp                                                                                                              | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   47051000 | PA      | $41919829.67  | 0.20%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H062685<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   68481000 | PA      | $70174721.40  | 0.33%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                     | Standard Industries Inc/NY                                                                                                                 | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   18055000 | PA      | $17106506.39  | 0.08%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN GRP/FIN                                     | Neuberger Berman Group LLC / Neuberger Berman Finance Corp                                                                                 | CUSIP: 64128XAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25846000 | PA      | $22129266.89  | 0.10%             | 2045-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GRUPO NUTRESA SA                                             | Grupo Nutresa SA                                                                                                                           | CUSIP: 40055CAB9<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |   20351000 | PA      | $22009128.25  | 0.10%             | 2035-05-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                               | BSTN Commercial Mortgage Trust 2025-1C                                                                                                     | CUSIP: 05615EAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6910000 | PA      | $7115671.31   | 0.03%             | 2044-06-15      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                                    | Pike Corp                                                                                                                                  | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |   33202000 | PA      | $33203377.88  | 0.15%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                     | Blue Racer Midstream LLC / Blue Racer Finance Corp                                                                                         | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20994000 | PA      | $22259770.25  | 0.10%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                     | Albion Financing 1 SARL / Aggreko Holdings Inc                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    3086000 | PA      | $3722053.40   | 0.02%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US                                        | Canpack SA / Canpack US LLC                                                                                                                | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   16549000 | PA      | $15513889.84  | 0.07%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOLVAY FINANCE (AMERICA)                                     | Syensqo Finance America LLC                                                                                                                | CUSIP: 834423AE5<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |   26953000 | PA      | $27975266.11  | 0.13%             | 2029-06-04      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                               | Owens-Brockway Glass Container Inc                                                                                                         | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |   21876000 | PA      | $22446132.31  | 0.10%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ARKO CORP                                                    | Arko Corp                                                                                                                                  | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   32165000 | PA      | $27185354.94  | 0.13%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                | CommScope LLC                                                                                                                              | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    6688000 | PA      | $6537742.11   | 0.03%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| HCA INC                                                      | HCA Inc                                                                                                                                    | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   22533000 | PA      | $23079226.73  | 0.11%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                   | ROCK Trust 2024-CNTR                                                                                                                       | CUSIP: 74970WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22830000 | PA      | $23564062.12  | 0.11%             | 2041-11-13      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-6422.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                       | VICI Properties LP / VICI Note Co Inc                                                                                                      | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              |  | US        |   65109000 | PA      | $63992788.88  | 0.30%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                                     | Plains All American Pipeline LP                                                                                                            | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   42208000 | PA      | $43413268.86  | 0.20%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-6362.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                     | CHS/Community Health Systems Inc                                                                                                           | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   49099000 | PA      | $42015369.43  | 0.20%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                                     | Crowdstrike Holdings Inc                                                                                                                   | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |   83075000 | PA      | $78650541.81  | 0.37%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                                     | Genting New York LLC / GENNY Capital Inc                                                                                                   | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20699000 | PA      | $21490893.03  | 0.10%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CITY FOOTBALL GROUP LIMITED                                  | City Football Group Limited 2024 Term Loan                                                                                                 | CUSIP: 17781XAD8<br>LEI: 213800K6VVWALRH9UJ69 | Long             | LON              | CORP              | GB        |   13570452 | PA      | $13536526.37  | 0.06%             | 2030-07-22      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                                         | Vermilion Energy Inc                                                                                                                       | CUSIP: 923725AD7<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | CORP              | CA        |   27091000 | PA      | $26068615.46  | 0.12%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                  | Tenneco Inc                                                                                                                                | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |   32145000 | PA      | $31822502.07  | 0.15%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                              | Lamb Weston Holdings Inc                                                                                                                   | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |   29214000 | PA      | $27889621.00  | 0.13%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Trust 2022-PSB                                                                                                                          | CUSIP: 05606DAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14902160 | PA      | $14916131.16  | 0.07%             | 2039-08-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                       | Comstock Resources Inc                                                                                                                     | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   16698000 | PA      | $16660442.86  | 0.08%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                | UniCredit SpA                                                                                                                              | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   45208000 | PA      | $47834924.76  | 0.22%             | 2034-04-02      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                            | Ivanhoe Mines Ltd                                                                                                                          | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |   30883000 | PA      | $30850986.68  | 0.14%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                     | Clarios Global LP / Clarios US Finance Co                                                                                                  | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   19552000 | PA      | $20086414.82  | 0.09%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                                      | Alcoa Nederland Holding BV                                                                                                                 | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |   20653000 | PA      | $21689326.23  | 0.10%             | 2031-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                       | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                                               | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   22233000 | PA      | $23529354.43  | 0.11%             | 2038-06-29      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                        | Micron Technology Inc                                                                                                                      | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   12583000 | PA      | $12889589.07  | 0.06%             | 2031-01-15      | Fixed         | 5.30%                 | 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      | $-3402294.29  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FIN                                      | Borr IHC Ltd / Borr Finance LLC                                                                                                            | CUSIP: 100018AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   35365829 | PA      | $32329531.43  | 0.15%             | 2028-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                       | JW Commercial Mortgage Trust 2024-MRCO                                                                                                     | CUSIP: 46657XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   37070000 | PA      | $37146052.81  | 0.17%             | 2039-06-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                  | Vistra Corp                                                                                                                                | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   21649000 | PA      | $21923466.02  | 0.10%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                            | Post Holdings Inc                                                                                                                          | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   16383000 | PA      | $15221351.92  | 0.07%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                              | Long: B64129770 IRS USD R V 12MUSCPI 264129772 CCPINFLATIONZERO / Short: B64129770 IRS USD P F  2.66500 264129771 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |  200000000 | OU      | $-519524.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020 TR                                      | Alaska Airlines 2020-1 Class A Pass Through Trust                                                                                          | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22517923 | PA      | $22555221.67  | 0.11%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                      | Colombia Government International Bonds                                                                                                    | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   21440000 | PA      | $22210339.20  | 0.10%             | 2033-04-20      | Fixed         | 8.00%                 | 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      | $-56662.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                                     | Rolls-Royce Holdings PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |     892713 | NS      | $11830807.96  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F062671<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11343000 | PA      | $11713154.53  | 0.05%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                             | ABN AMRO Bank NV                                                                                                                           | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   34400000 | PA      | $30267635.67  | 0.14%             | 2037-03-13      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                 | SK Hynix Inc                                                                                                                               | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   13204000 | PA      | $14277809.36  | 0.07%             | 2033-01-17      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                       | Old Republic International Corp                                                                                                            | CUSIP: 680223AM6<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |   20916000 | PA      | $21549421.61  | 0.10%             | 2034-03-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                       | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                               | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   34678000 | PA      | $34382199.43  | 0.16%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GPS HOSPITALITY HOLDING                                      | GPS Hospitality Holding Co LLC / GPS Finco Inc                                                                                             | CUSIP: 36262BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3544000 | PA      | $2072123.64   | 0.01%             | 2028-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                        | Molina Healthcare Inc                                                                                                                      | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   24175000 | PA      | $22020993.00  | 0.10%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                        | Freedom Mortgage Holdings LLC                                                                                                              | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   24430000 | PA      | $25212548.84  | 0.12%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                          | Coinbase Global Inc                                                                                                                        | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   26748000 | PA      | $23837448.48  | 0.11%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                       | EquipmentShare.com Inc                                                                                                                     | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   52191000 | PA      | $55201376.88  | 0.26%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                 | NiSource Inc                                                                                                                               | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   21623000 | PA      | $21799270.70  | 0.10%             | 2055-03-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FRONTERA GENERATION                                          | FRONTERA GENERATION                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     125994 | NS      | $1070949.00   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORLEN SA                                                     | ORLEN SA                                                                                                                                   | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |   19122000 | PA      | $19652707.40  | 0.09%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                      | Starwood Property Trust Inc                                                                                                                | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   29186000 | PA      | $30205758.84  | 0.14%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                                           | SunCoke Energy Inc                                                                                                                         | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |   24865000 | PA      | $23162684.41  | 0.11%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BENTELER INTERNATIONAL A                                     | Benteler International AG                                                                                                                  | CUSIP: 000000000<br>LEI: 529900ZAFSOBVFCKF263 | Long             | DBT              | CORP              | AT        |    9679000 | PA      | $11787036.16  | 0.05%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                | Amphenol Corp                                                                                                                              | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     234952 | NS      | $23201510.00  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                     | Capital One Financial Corp                                                                                                                 | CUSIP: 14040HDK8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   22406000 | PA      | $22174071.01  | 0.10%             | 2027-10-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| FIRST QUANTUM MINERALS L                                     | First Quantum Minerals Ltd                                                                                                                 | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   19851000 | PA      | $21093614.04  | 0.10%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                               | Gray Media Inc                                                                                                                             | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   20773000 | PA      | $22332532.98  | 0.10%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                          | Axon Enterprise Inc                                                                                                                        | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   10580000 | PA      | $10920270.15  | 0.05%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP                                           | Czechoslovak Group AS                                                                                                                      | CUSIP: 000000000<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |   16040000 | PA      | $16199506.09  | 0.08%             | 2031-01-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                         | Commercial Metals Co                                                                                                                       | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |   15677000 | PA      | $14452558.89  | 0.07%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GRUMA SAB DE CV                                              | Gruma SAB de CV                                                                                                                            | CUSIP: 400131AH1<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |   22138000 | PA      | $22284053.91  | 0.10%             | 2034-12-09      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| COLONIAL ENTERPRISES INC                                     | Colonial Enterprises Inc                                                                                                                   | CUSIP: 19565CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19028000 | PA      | $17537309.19  | 0.08%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                     | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                                        | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   37017000 | PA      | $33143472.64  | 0.15%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                       | Regions Financial Corp                                                                                                                     | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   18018000 | PA      | $18071050.40  | 0.08%             | 2035-09-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                         | Republic of Uzbekistan International Bond                                                                                                  | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   26666000 | PA      | $27484459.00  | 0.13%             | 2032-05-25      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                        | Amrize Finance US LLC                                                                                                                      | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   12616000 | PA      | $12806596.98  | 0.06%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050478<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   67903000 | PA      | $68401414.13  | 0.32%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                                          | First Republic Bank/CA                                                                                                                     | CUSIP: 33616CAC4<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | DBT              | CORP              | US        |   15410000 | PA      | $57787.50     | 0.00%             | 2047-02-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                         | Kite Realty Group LP                                                                                                                       | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              |  | US        |   22560000 | PA      | $22653677.92  | 0.11%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                     | Benchmark 2025-V14 Mortgage Trust                                                                                                          | CUSIP: 08164BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   47960808 | PA      | $50021079.61  | 0.23%             | 2057-04-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                           | Southwest Gas Corp                                                                                                                         | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |   22297000 | PA      | $21189391.40  | 0.10%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-55367.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Commercial Mortgage Trust 2021-VOLT                                                                                                     | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   39839181 | PA      | $39727173.47  | 0.19%             | 2036-09-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| FNB CORP                                                     | FNB Corp/PA                                                                                                                                | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |   25429000 | PA      | $25581197.65  | 0.12%             | 2030-12-11      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| UTEX                                                         | UTEX                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     113840 | NS      | $3529040.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NYO Commercial Mortgage Trust                                | NYO Commercial Mortgage Trust 2021-1290                                                                                                    | CUSIP: 62955HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   34480000 | PA      | $34434517.43  | 0.16%             | 2038-11-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                   | Driven Brands Funding LLC                                                                                                                  | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8604651 | PA      | $8234048.26   | 0.04%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                                     | CQP Holdco LP / BIP-V Chinook Holdco LLC                                                                                                   | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   36807000 | PA      | $36386524.19  | 0.17%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                                        | CMG Media Corporation 2024 Term Loan                                                                                                       | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   32909938 | PA      | $31979738.24  | 0.15%             | 2029-06-18      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                        | Panther Escrow Issuer LLC                                                                                                                  | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20598000 | PA      | $21409684.79  | 0.10%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                         | Freeport-McMoRan Inc                                                                                                                       | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   34970000 | PA      | $35538717.11  | 0.17%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                        | Huntington Bancshares Inc/OH                                                                                                               | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   30918000 | PA      | $31555428.06  | 0.15%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| DCP RIGHTS, LLC                                              | SHOW Trust 2022-BIZ                                                                                                                        | CUSIP: 82539LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   81900000 | PA      | $62447357.70  | 0.29%             | 2027-01-15      | Floating      | 7.30%                 | No            |                  3 | On Loan: No      |
| LKQ CORP                                                     | LKQ Corp                                                                                                                                   | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |   27041000 | PA      | $28536951.12  | 0.13%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                 | Fibercop SpA                                                                                                                               | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |   22020000 | PA      | $20717318.82  | 0.10%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds                     | Sri Lanka Government International Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    9035527 | PA      | $7357761.19   | 0.03%             | 2038-02-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                              | Fair Isaac Corp                                                                                                                            | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   34392000 | PA      | $34793209.85  | 0.16%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                      | Arthur J Gallagher & Co                                                                                                                    | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   34669000 | PA      | $34705431.23  | 0.16%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                           | Viking Cruises Ltd                                                                                                                         | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   19914000 | PA      | $21459844.16  | 0.10%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                      | United Airlines 2023-1 Class A Pass Through Trust                                                                                          | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22971481 | PA      | $23512982.83  | 0.11%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                             | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                                | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   38205000 | PA      | $37191830.14  | 0.17%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| STATE STREET CORP                                            | State Street Corp                                                                                                                          | CUSIP: 857477CS0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   25847000 | PA      | $26361458.69  | 0.12%             | 2030-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                        | Quikrete Holdings Inc                                                                                                                      | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   31693000 | PA      | $32610351.35  | 0.15%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                               | Solventum Corp                                                                                                                             | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   19282000 | PA      | $19852323.19  | 0.09%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                       | Velocity Commercial Capital Loan Trust 2024-2                                                                                              | CUSIP: 92259QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25880715 | PA      | $26338327.39  | 0.12%             | 2054-06-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                       | Delek Logistics Partners LP / Delek Logistics Finance Corp                                                                                 | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   28212000 | PA      | $29299205.84  | 0.14%             | 2029-03-15      | Fixed         | 8.62%                 | 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      | $27149518.54  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Sealed Air Corp                                              | Sealed Air Corp                                                                                                                            | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   22562000 | PA      | $24373051.74  | 0.11%             | 2033-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                           | Banco Santander SA                                                                                                                         | CUSIP: 05964HBH7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   13400000 | PA      | $14188911.60  | 0.07%             | 2034-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Life Financial Services Trust                                | Life 2022-BMR Mortgage Trust                                                                                                               | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15530000 | PA      | $15064421.47  | 0.07%             | 2039-05-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                              | Sands China Ltd                                                                                                                            | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   25193000 | PA      | $25396609.83  | 0.12%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                 | Ecopetrol SA                                                                                                                               | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   59957000 | PA      | $41430484.86  | 0.19%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                      | Phillips Edison Grocery Center Operating Partnership I LP                                                                                  | CUSIP: 71845JAC2<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |   14635000 | PA      | $14180986.59  | 0.07%             | 2035-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING CO OF AME                                     | Roller Bearing Co of America Inc                                                                                                           | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |   35098000 | PA      | $34030971.66  | 0.16%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WINDFALL MINING GROUP                                        | Windfall Mining Group Inc / Groupe Minier Windfall Inc                                                                                     | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |   20566000 | PA      | $21030716.12  | 0.10%             | 2032-05-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                          | Dollar General Corp                                                                                                                        | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   26100000 | PA      | $26201897.53  | 0.12%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| GS Mortgage Securities Trust                                 | GS Mortgage Securities Corp Trust 2024-MARK                                                                                                | CUSIP: 36270HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24710000 | PA      | $24756296.66  | 0.12%             | 2034-06-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                       | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                                               | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   21627000 | PA      | $22369217.01  | 0.10%             | 2039-01-08      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Cloudflare Inc                                               | Cloudflare Inc                                                                                                                             | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |      59295 | NS      | $11611739.85  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LONGFOR HOLDINGS LTD                                         | Longfor Group Holdings Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 254900UJX27B2F1JYR13 | Long             | DBT              | CORP              | KY        |   15067000 | PA      | $11027215.02  | 0.05%             | 2032-01-13      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| KRAKEN OIL & GAS PARTNER                                     | Kraken Oil & Gas Partners LLC                                                                                                              | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |   16410000 | PA      | $16135475.47  | 0.08%             | 2029-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                        | Uber Technologies Inc                                                                                                                      | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     140967 | NS      | $13152221.10  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                     | AL Candelaria -spain- SA                                                                                                                   | CUSIP: 000000000<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |   19229000 | PA      | $16332151.15  | 0.08%             | 2033-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                      | GLP Capital LP / GLP Financing II Inc                                                                                                      | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |   19738000 | PA      | $18624040.57  | 0.09%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                   | 3M Co                                                                                                                                      | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   42090000 | PA      | $42485957.47  | 0.20%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                                   | Cabot Corp                                                                                                                                 | CUSIP: 127055AM3<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |   32395000 | PA      | $32393461.56  | 0.15%             | 2032-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                        | Wells Fargo Commercial Mortgage Trust 2024-MGP                                                                                             | CUSIP: 95003TAS2<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |   37720000 | PA      | $37594498.02  | 0.18%             | 2041-08-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                        | Sri Lanka Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    1811613 | PA      | $1478674.76   | 0.01%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                     | Provincia de Buenos Aires/Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |    2546236 | PA      | $1836472.92   | 0.01%             | 2037-09-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| 1261229 BC LTD                                               | 1261229 BC Ltd                                                                                                                             | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   39190000 | PA      | $39561911.92  | 0.18%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Ollie's Bargain Outlet Holdings Inc                          | Ollie's Bargain Outlet Holdings Inc                                                                                                        | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |     164458 | NS      | $21672275.24  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                     | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                             | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   40395000 | PA      | $41091005.85  | 0.19%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                        | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |   11543700 | PA      | $2096482.29   | 0.01%             | 2022-08-23      | None          | 12.75%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H060689<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1537000 | PA      | $1557950.40   | 0.01%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                       | US ULTRA BOND CBT SEP25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        527 | NC      | $584101.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VITERRA FINANCE BV                                           | Viterra Finance BV                                                                                                                         | CUSIP: 92852LAB5<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |   27334000 | PA      | $25152000.58  | 0.12%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                             | Deutsche Bank AG/New York NY                                                                                                               | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   22540000 | PA      | $22302265.44  | 0.10%             | 2032-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                               | Crockett Partners Equipment Co IIA LLC                                                                                                     | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   23593333 | PA      | $23862144.02  | 0.11%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                     | Take-Two Interactive Software Inc                                                                                                          | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   20501000 | PA      | $21119232.67  | 0.10%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS                                                 | NMI Holdings Inc                                                                                                                           | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |   18009000 | PA      | $18501546.15  | 0.09%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BENTELER INTERNATIONAL A                                     | Benteler International AG                                                                                                                  | CUSIP: 08263DAA4<br>LEI: 529900ZAFSOBVFCKF263 | Long             | DBT              | CORP              | AT        |   21318000 | PA      | $22455592.43  | 0.10%             | 2028-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                                                                           | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   52949000 | PA      | $53632856.99  | 0.25%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                       | Westinghouse Air Brake Technologies Corp                                                                                                   | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   19961000 | PA      | $20676637.98  | 0.10%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                | TransDigm Inc                                                                                                                              | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   58913000 | PA      | $57847439.98  | 0.27%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                          | Ashtead Capital Inc                                                                                                                        | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   12898000 | PA      | $12636305.51  | 0.06%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                     | LABL Inc                                                                                                                                   | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |   38379000 | PA      | $32856384.71  | 0.15%             | 2031-10-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2024-1 AA PTT                                     | United Airlines 2024-1 Class AA Pass Through Trust                                                                                         | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   43670619 | PA      | $44224510.72  | 0.21%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                     | Jaguar Land Rover Automotive PLC                                                                                                           | CUSIP: 47010BAK0<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |   18939000 | PA      | $19036706.30  | 0.09%             | 2028-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   55205000 | PA      | $55200995.98  | 0.26%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| API Group Corp                                               | API Group Corp                                                                                                                             | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |     422894 | NS      | $21588738.70  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KINROSS GOLD CORP                                            | Kinross Gold Corp                                                                                                                          | CUSIP: 496902AT4<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |   37165000 | PA      | $39983299.62  | 0.19%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                              | DR Horton Inc                                                                                                                              | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   21072000 | PA      | $21266267.61  | 0.10%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                         | Flutter Treasury DAC                                                                                                                       | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   16126000 | PA      | $16620632.80  | 0.08%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                     | APA Corp                                                                                                                                   | CUSIP: 03743QAK4<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    7942000 | PA      | $6068813.22   | 0.03%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   18612000 | PA      | $18472523.53  | 0.09%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                        | Foundry JV Holdco LLC                                                                                                                      | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   27988000 | PA      | $29428737.16  | 0.14%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                | Citigroup Inc                                                                                                                              | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     131569 | NS      | $11199153.28  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CAIXABANK SA                                                 | CaixaBank SA                                                                                                                               | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   50923000 | PA      | $52940358.95  | 0.25%             | 2029-01-18      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                      | ATI Inc                                                                                                                                    | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |   30258000 | PA      | $31732865.69  | 0.15%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                          | Fifth Third Bancorp                                                                                                                        | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   18018000 | PA      | $18223643.94  | 0.08%             | 2030-09-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                                     | Jacobs Engineering Group Inc                                                                                                               | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |   27604000 | PA      | $28739688.74  | 0.13%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                              | MEG Energy Corp                                                                                                                            | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |   21860000 | PA      | $21851350.00  | 0.10%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust                                 | WB Commercial Mortgage Trust 2024-HQ                                                                                                       | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19260000 | PA      | $19342220.94  | 0.09%             | 2040-03-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                       | Clydesdale Acquisition Holdings Inc                                                                                                        | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   22047000 | PA      | $22565413.16  | 0.11%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                          | Minejesa Capital BV                                                                                                                        | CUSIP: 602736AA8<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |   24098803 | PA      | $23823329.78  | 0.11%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |          1 | NC      | $197841.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                       | Philip Morris International Inc                                                                                                            | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   32444000 | PA      | $32022098.22  | 0.15%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                               | NRG Energy Inc                                                                                                                             | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   28728000 | PA      | $31560293.52  | 0.15%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sea Ltd                                                      | Sea Ltd                                                                                                                                    | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |     135459 | NS      | $21665312.46  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NYO Commercial Mortgage Trust                                | NYO Commercial Mortgage Trust 2021-1290                                                                                                    | CUSIP: 62955HAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8105000 | PA      | $8068217.08   | 0.04%             | 2038-11-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                             | CSC Holdings LLC                                                                                                                           | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   47992000 | PA      | $45677864.15  | 0.21%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| TWITTER INC                                                  | Twitter Inc Term Loan                                                                                                                      | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   55722245 | PA      | $54507778.55  | 0.25%             | 2029-10-26      | Floating      | 10.93%                | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                               | Solventum Corp                                                                                                                             | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   20992000 | PA      | $21806562.44  | 0.10%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                        | Spotify Technology SA                                                                                                                      | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |      28354 | NS      | $21757158.36  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                                        | Robinhood Markets Inc                                                                                                                      | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |     272513 | NS      | $25515392.19  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ACBL HLDG CORP                                               | ACBL HLDG CORP                                                                                                                             | CUSIP: 00085Q605<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     205069 | NS      | $12714278.00  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                          | Synchrony Financial                                                                                                                        | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   10178000 | PA      | $10464935.12  | 0.05%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                       | Roper Technologies Inc                                                                                                                     | CUSIP: 776696AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   13514000 | PA      | $13545468.16  | 0.06%             | 2032-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                           | Regal Rexnord Corp                                                                                                                         | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   36534000 | PA      | $38593748.92  | 0.18%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                               | Wynn Macau Ltd                                                                                                                             | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   23813000 | PA      | $23770817.65  | 0.11%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DALLAS TX CONVENTION CENTER HOTEL DEV CORP HOTEL REVENUE     | Dallas Convention Center Hotel Development Corp                                                                                            | CUSIP: 235417AA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   17645000 | PA      | $19513607.26  | 0.09%             | 2042-01-01      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                        | Tenet Healthcare Corp                                                                                                                      | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   30121000 | PA      | $31182132.71  | 0.15%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                          | Cheniere Energy Inc                                                                                                                        | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     103378 | NS      | $25174610.56  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER LP                                          | Medline Borrower LP                                                                                                                        | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   45097000 | PA      | $43290238.30  | 0.20%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                     | Western Midstream Operating LP                                                                                                             | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   20497000 | PA      | $21466219.91  | 0.10%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                         | Alpha Generation LLC                                                                                                                       | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |   21496000 | PA      | $22173338.96  | 0.10%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                 | CSMC 2021-BPNY                                                                                                                             | CUSIP: 12659XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19707170 | PA      | $18493263.35  | 0.09%             | 2026-08-15      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-16577.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                              | Nissan Motor Co Ltd                                                                                                                        | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   66482000 | PA      | $61037171.40  | 0.28%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| RAYONIER LP                                                  | Rayonier LP                                                                                                                                | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              |  | US        |   45499000 | PA      | $40265008.43  | 0.19%             | 2031-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                | Carnival Corp                                                                                                                              | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   29128000 | PA      | $29450359.58  | 0.14%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                       | Standard Chartered PLC                                                                                                                     | CUSIP: 853254CZ1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   27561000 | PA      | $29036037.99  | 0.14%             | 2035-01-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| TWITTER INC                                                  | Twitter Inc 2025 Fixed Term Loan                                                                                                           | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   21976000 | PA      | $21399130.00  | 0.10%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                         | Garda World Security Corp                                                                                                                  | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   14444000 | PA      | $14954563.62  | 0.07%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                             | LPL Holdings Inc                                                                                                                           | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   16822000 | PA      | $17025903.16  | 0.08%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                             | Great Wolf Trust 2024-WOLF                                                                                                                 | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28582000 | PA      | $28662638.40  | 0.13%             | 2039-03-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                     | Builders FirstSource Inc                                                                                                                   | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   21666000 | PA      | $22282896.02  | 0.10%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Casey's General Stores Inc                                   | Casey's General Stores Inc                                                                                                                 | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      21098 | NS      | $10765676.46  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |          1 | NC      | $332604.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                               | NRG Energy Inc                                                                                                                             | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   40754000 | PA      | $45280616.88  | 0.21%             | 2028-03-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                                     | PetSmart Inc / PetSmart Finance Corp                                                                                                       | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19301000 | PA      | $18838052.78  | 0.09%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                      | XPO Inc                                                                                                                                    | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   18350000 | PA      | $19244966.20  | 0.09%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                               | BAHA Trust 2024-MAR                                                                                                                        | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   26240000 | PA      | $27473154.05  | 0.13%             | 2041-12-10      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                     | Olympus Water US Holding Corp                                                                                                              | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   27168000 | PA      | $27734181.12  | 0.13%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bojangles Issuer, LLC                                        | Bojangles Issuer LLC                                                                                                                       | CUSIP: 09748RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   23875000 | PA      | $24392724.60  | 0.11%             | 2054-11-20      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                       | Ukraine Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   52400000 | PA      | $24435968.67  | 0.11%             | 2035-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-177879.11   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                             | CSC Holdings LLC                                                                                                                           | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   40882000 | PA      | $20261556.64  | 0.09%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                     | Macquarie Airfinance Holdings Ltd                                                                                                          | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   41484000 | PA      | $43935248.08  | 0.20%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HECLA MINING CO                                              | Hecla Mining Co                                                                                                                            | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |   25372000 | PA      | $25588499.28  | 0.12%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NY Commercial Mortgage Trust                                 | NY Commercial Mortgage Trust 2025-299P                                                                                                     | CUSIP: 62957FAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7250000 | PA      | $7518251.45   | 0.04%             | 2047-02-10      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                     | Huntington Ingalls Industries Inc                                                                                                          | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    7343000 | PA      | $7550802.64   | 0.04%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TAV HAVALIMANLARI HOLDIN                                     | TAV Havalimanlari Holding AS                                                                                                               | CUSIP: 87216EAA4<br>LEI: 789000PBM9TT5D88M597 | Long             | DBT              | CORP              | TR        |   20581000 | PA      | $21482474.35  | 0.10%             | 2028-12-07      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Trust 2025-ROIC                                                                                                                         | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27540000 | PA      | $27078853.72  | 0.13%             | 2030-03-15      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                             | AMC Networks Inc                                                                                                                           | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   20807000 | PA      | $21587262.50  | 0.10%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                      | GLP Capital LP / GLP Financing II Inc                                                                                                      | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              |  | US        |   26711000 | PA      | $25689202.75  | 0.12%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                                                                            | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   20543000 | PA      | $21239618.06  | 0.10%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                       | Cloud Software Group Inc                                                                                                                   | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   54655000 | PA      | $58216265.15  | 0.27%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                        | Caesars Entertainment Inc                                                                                                                  | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   38882000 | PA      | $37139309.54  | 0.17%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| SABAL TRAIL TRANS                                            | Sabal Trail Transmission LLC                                                                                                               | CUSIP: 78516FAA7<br>LEI: 5493002DWITGSZFUI977 | Long             | DBT              | CORP              | US        |   16996000 | PA      | $16767506.29  | 0.08%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                        | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |   51699500 | PA      | $10448468.95  | 0.05%             | 2026-10-21      | None          | 11.75%                | Yes           |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                           | Viterra Finance BV                                                                                                                         | CUSIP: 92852LAA7<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |   24125000 | PA      | $23616525.82  | 0.11%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                         | Kaiser Aluminum Corp                                                                                                                       | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   29297000 | PA      | $27428747.89  | 0.13%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                                  | Trimble Inc                                                                                                                                | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |   31018000 | PA      | $32965283.05  | 0.15%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                       | AS Mileage Plan IP Ltd                                                                                                                     | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   33758000 | PA      | $33232386.93  | 0.15%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Dutch Bros Inc                                               | Dutch Bros Inc                                                                                                                             | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     308879 | NS      | $21118057.23  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   18501000 | PA      | $20375983.85  | 0.09%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                        | QXO Building Products Inc                                                                                                                  | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |   41438000 | PA      | $42793105.48  | 0.20%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                | Carnival Corp                                                                                                                              | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   41410000 | PA      | $40555918.75  | 0.19%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                        | Cousins Properties LP                                                                                                                      | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |   36687000 | PA      | $37761308.72  | 0.18%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                      | Bahamas Government International Bond                                                                                                      | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |    8513000 | PA      | $8657721.00   | 0.04%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                        | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                                   | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   54608000 | PA      | $54463902.05  | 0.25%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                            | Rakuten Group Inc                                                                                                                          | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    9045000 | PA      | $9932981.66   | 0.05%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                 | AES Corp/The                                                                                                                               | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   23360000 | PA      | $24109853.43  | 0.11%             | 2055-01-15      | Fixed         | 7.60%                 | 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      | $478983.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-47744.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                         | Capstone Copper Corp                                                                                                                       | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |   33341000 | PA      | $34160655.14  | 0.16%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                  | Vistra Corp                                                                                                                                | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    5422000 | PA      | $5906667.16   | 0.03%             | 2029-01-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                         | Egypt Government International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   50171000 | PA      | $40775180.82  | 0.19%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                        | Freeport Indonesia PT                                                                                                                      | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |   21420000 | PA      | $21036641.98  | 0.10%             | 2052-04-14      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: —       |
| GLP CAPITAL LP / FIN II                                      | GLP Capital LP / GLP Financing II Inc                                                                                                      | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              |  | US        |   17444000 | PA      | $17886048.40  | 0.08%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                             | LPL Holdings Inc                                                                                                                           | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   21679000 | PA      | $21065072.83  | 0.10%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HELLAS II                                                    | Hellas Telecommunications Luxembourg II SCA                                                                                                | CUSIP: 88706QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   15000000 | PA      | $0.15         | 0.00%             | 2015-01-15      | None          | 6.05%                 | No            |                  3 | On Loan: No      |
| TRANSATLANTIC HOLDINGS                                       | Transatlantic Holdings Inc                                                                                                                 | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |   15659000 | PA      | $19687063.69  | 0.09%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                | Aircastle Ltd                                                                                                                              | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   22558000 | PA      | $23562020.04  | 0.11%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                                                                              | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   25754000 | PA      | $26367437.62  | 0.12%             | 2030-02-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| Ghana Government International Bonds                         | Ghana Government International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |   75777000 | PA      | $59143690.10  | 0.28%             | 2035-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Range Resources Corp                                         | Range Resources Corp                                                                                                                       | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     500391 | NS      | $20350901.97  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWDEN UK REFINANCE / US                                     | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC                                                              | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   21597000 | PA      | $22568951.39  | 0.11%             | 2032-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                           | Bausch + Lomb Corp                                                                                                                         | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |   20761000 | PA      | $21695245.00  | 0.10%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                                     | Fortress Transportation and Infrastructure Investors LLC                                                                                   | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   20510000 | PA      | $21251128.85  | 0.10%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                | CoreWeave Inc                                                                                                                              | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   20849000 | PA      | $21332349.46  | 0.10%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | SE        |          1 | NC      | $247809.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                      | VZ Secured Financing BV                                                                                                                    | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   46331000 | PA      | $41255364.82  | 0.19%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                             | Altice France SA                                                                                                                           | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   43984000 | PA      | $37056520.00  | 0.17%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                       | Mauser Packaging Solutions Holding Co                                                                                                      | CUSIP: 57763RAB3<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   38298000 | PA      | $38359280.63  | 0.18%             | 2026-08-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                       | Coca-Cola Femsa SAB de CV                                                                                                                  | CUSIP: 191241AK4<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |   22333000 | PA      | $22232278.17  | 0.10%             | 2035-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                     | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  643092040 | PA      | $35759728.30  | 0.17%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| 3i Group PLC                                                 | 3i Group PLC                                                                                                                               | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |     399435 | NS      | $22604900.83  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                       | Spirit AeroSystems Inc                                                                                                                     | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   23677000 | PA      | $26141799.38  | 0.12%             | 2030-11-15      | Fixed         | 9.75%                 | 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      | $537358.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Talen Energy Corp                                            | Talen Energy Corp                                                                                                                          | CUSIP: 87422Q109<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | EC               | CORP              | US        |      75882 | NS      | $22064209.14  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Celestica Inc                                                | Celestica Inc                                                                                                                              | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |     136252 | NS      | $21270299.72  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                     | Perrigo Finance Unlimited Co                                                                                                               | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |   17993000 | PA      | $18177626.17  | 0.08%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | SE        |          1 | NC      | $24679.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                          | Churchill Downs Inc                                                                                                                        | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |   36115000 | PA      | $35672016.30  | 0.17%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HANWHA LIFE INSURANCE                                        | Hanwha Life Insurance Co Ltd                                                                                                               | CUSIP: 41135UAC9<br>LEI: 988400ZKCI3R9DQHR320 | Long             | DBT              | CORP              | KR        |   13304000 | PA      | $13718020.48  | 0.06%             | 2055-06-24      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                  | Gap Inc/The                                                                                                                                | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |   19006000 | PA      | $17083135.42  | 0.08%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                                      | ONE 2021-PARK Mortgage Trust                                                                                                               | CUSIP: 682413AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25455000 | PA      | $25003079.57  | 0.12%             | 2036-03-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                             | DT Midstream Inc                                                                                                                           | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   27064000 | PA      | $25342808.09  | 0.12%             | 2032-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                          | CDW LLC / CDW Finance Corp                                                                                                                 | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21618000 | PA      | $21585252.41  | 0.10%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                           | Royalty Pharma PLC                                                                                                                         | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   32027000 | PA      | $32465808.01  | 0.15%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| BX Trust                                                     | BX Trust 2025-TAIL                                                                                                                         | CUSIP: 123912AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16710000 | PA      | $16769200.19  | 0.08%             | 2035-06-15      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                       | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797QV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  290874000 | PA      | $288021907.71 | 1.34%             | 2025-09-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |          1 | NC      | $116298.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                 | Navient Corp                                                                                                                               | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   27017000 | PA      | $28131419.37  | 0.13%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                        | Atlassian Corp                                                                                                                             | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   32085000 | PA      | $32963348.69  | 0.15%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                                             | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   10951000 | PA      | $9643937.37   | 0.04%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                       | Lumen Technologies Inc 2024 Extended Term Loan B2                                                                                          | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    5167726 | PA      | $5110829.34   | 0.02%             | 2030-04-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                              | Stream Innovations 2024-1 Issuer Trust                                                                                                     | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7884836 | PA      | $8194826.26   | 0.04%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                     | Western Midstream Operating LP                                                                                                             | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   48343000 | PA      | $46511139.18  | 0.22%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                       | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                               | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   37204000 | PA      | $36071039.61  | 0.17%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                       | Lumen Technologies Inc                                                                                                                     | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   38239000 | PA      | $34451427.05  | 0.16%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                       | Choice Hotels International Inc                                                                                                            | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |   31544000 | PA      | $31809959.45  | 0.15%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ASTORIA ENERGY LLC                                           | ASTORIA ENERGY LLC 2025 TERM LOAN B                                                                                                        | CUSIP: 04626LAJ8<br>LEI: 549300BXD26J7I0IPB62 | Long             | LON              | CORP              | US        |   21429000 | PA      | $21487072.59  | 0.10%             | 2032-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                 | US Foods Inc                                                                                                                               | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   17648000 | PA      | $17355152.62  | 0.08%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                     | Builders FirstSource Inc                                                                                                                   | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   24490000 | PA      | $22706265.95  | 0.11%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                          | Synchrony Financial                                                                                                                        | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   51327000 | PA      | $53729958.71  | 0.25%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PALOMINO FUNDING TRUST I                                     | Palomino Funding Trust I                                                                                                                   | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   44964000 | PA      | $47522789.73  | 0.22%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| BRIGHTLINE EAST LLC                                          | Brightline East LLC                                                                                                                        | CUSIP: 093536AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23412000 | PA      | $17346184.92  | 0.08%             | 2030-01-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: —       |
| Microsoft Corp                                               | Microsoft Corp                                                                                                                             | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      23495 | NS      | $11686647.95  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| USA COM PART/USA COM FIN                                     | USA Compression Partners LP / USA Compression Finance Corp                                                                                 | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13193000 | PA      | $13530173.50  | 0.06%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                       | US 2YR NOTE (CBT) SEP25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       8943 | NC      | $7335439.27   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                                             | CSC Holdings LLC                                                                                                                           | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  113481000 | PA      | $52874869.60  | 0.25%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                         | CITGO Petroleum Corp                                                                                                                       | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   28033000 | PA      | $29228579.42  | 0.14%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                        | Caesars Entertainment Inc                                                                                                                  | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   30300000 | PA      | $31397072.10  | 0.15%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                         | National Fuel Gas Co                                                                                                                       | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   21799000 | PA      | $22416084.13  | 0.10%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fluor Corp                                                   | Fluor Corp                                                                                                                                 | CUSIP: 343412AF9<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |   23125000 | PA      | $22744075.75  | 0.11%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   22552000 | PA      | $23329779.24  | 0.11%             | 2030-02-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                     | Brandywine Operating Partnership LP                                                                                                        | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |   26358000 | PA      | $24844531.55  | 0.12%             | 2029-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| LETRA TESOURO NACIONAL                                       | Brazil Letras do Tesouro Nacional                                                                                                          | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  252800000 | PA      | $37080583.58  | 0.17%             | 2027-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                         | Tencent Holdings Ltd                                                                                                                       | CUSIP: 88032WAH9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   24722000 | PA      | $21984855.81  | 0.10%             | 2038-01-19      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                     | Hilton Domestic Operating Co Inc                                                                                                           | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   25286000 | PA      | $24255448.84  | 0.11%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                 | SK Hynix Inc                                                                                                                               | CUSIP: 78392BAH0<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   14776000 | PA      | $15205865.61  | 0.07%             | 2029-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ILFC E-CAPITAL TRUST I                                       | ILFC E-Capital Trust I                                                                                                                     | CUSIP: 44965TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   28720000 | PA      | $24085717.82  | 0.11%             | 2065-12-21      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                              | Long: BLK60ADV5 IRS USD R V 12MUSCPI INF_SLK60ADV5 CCPINFLATIONZERO / Short: BLK60ADV5 IRS USD P F  2.66500 FIX_SLK60ADV5 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |   97080000 | OU      | $-2335060.39  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                 | SM Energy Co                                                                                                                               | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   14862000 | PA      | $14820292.77  | 0.07%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                            | NatWest Group PLC                                                                                                                          | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   22107000 | PA      | $23901071.48  | 0.11%             | 2033-11-10      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Mirabela Nickel Ltd                                          | MIRABELA NICKEL                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     185297 | PA      | $0.00         | 0.00%             | 2044-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                        | Foundry JV Holdco LLC                                                                                                                      | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   37174000 | PA      | $38156129.65  | 0.18%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                              | Long: BLFD0V9M5 IRS USD R V 12MUSCPI INF_SLFD0V9M5 CCPINFLATIONZERO / Short: BLFD0V9M5 IRS USD P F  2.74750 FIX_SLFD0V9M5 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |  128000000 | OU      | $-4962383.36  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust                                  | Cherry Securitization Trust 2025-1                                                                                                         | CUSIP: 16473RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19790000 | PA      | $20006813.30  | 0.09%             | 2032-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FIN                                      | Borr IHC Ltd / Borr Finance LLC                                                                                                            | CUSIP: 100018AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    1379150 | PA      | $1220927.46   | 0.01%             | 2030-11-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                             | Vmed O2 UK Financing I PLC                                                                                                                 | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   55119000 | PA      | $50530023.56  | 0.24%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                        | Trivium Packaging Finance BV                                                                                                               | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |   33364000 | PA      | $35307519.73  | 0.16%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                                            | Ma'aden Sukuk Ltd                                                                                                                          | CUSIP: 55407NAB8<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |   13392000 | PA      | $13665826.22  | 0.06%             | 2035-02-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Coupang Inc                                                  | Coupang Inc                                                                                                                                | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |     798844 | NS      | $23933366.24  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                     | Constellation Energy Generation LLC                                                                                                        | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   42389000 | PA      | $45297547.09  | 0.21%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                | DISH DBS Corp                                                                                                                              | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   46717000 | PA      | $31183597.50  | 0.15%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ILFC E-CAPITAL TRUST II                                      | ILFC E-Capital Trust II                                                                                                                    | CUSIP: 44965UAA2<br>LEI: N/A                  | Long             | SN               | CORP              | US        |   20873000 | PA      | $17835139.41  | 0.08%             | 2065-12-21      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F060477<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   77605000 | PA      | $79823819.30  | 0.37%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Commercial Mortgage Trust 2024-GPA3                                                                                                     | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11149419 | PA      | $11177763.51  | 0.05%             | 2039-12-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                     | Vistra Operations Co LLC                                                                                                                   | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   77332000 | PA      | $75421768.14  | 0.35%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Olin Corp                                                    | Olin Corp                                                                                                                                  | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |   22985000 | PA      | $22195727.28  | 0.10%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CRESCENT ENERGY FINANCE                                      | Crescent Energy Finance LLC                                                                                                                | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   31948000 | PA      | $30567385.71  | 0.14%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                               | Carvana Auto Receivables Trust 2020-NP1                                                                                                    | CUSIP: 14687PAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1678055 | PA      | $1676890.21   | 0.01%             | 2027-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | SE        |          1 | NC      | $2252.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                                                                            | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   35683000 | PA      | $35935134.29  | 0.17%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Corp.                            | Mavis Tire Express Services Corp 2025 Repriced Term Loan                                                                                   | CUSIP: 57777YAG1<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |    6231382 | PA      | $6236149.51   | 0.03%             | 2028-05-04      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                       | Lumen Technologies Inc                                                                                                                     | CUSIP: 550241AB9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    9770792 | PA      | $9538735.69   | 0.04%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Rubrik Inc                                                   | Rubrik Inc                                                                                                                                 | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Long             | EC               | CORP              | US        |     117472 | NS      | $10524316.48  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FMG RESOURCES AUG 2006                                       | FMG Resources August 2006 Pty Ltd                                                                                                          | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   28083000 | PA      | $28585011.71  | 0.13%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                     | Cheniere Energy Partners LP                                                                                                                | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   30486000 | PA      | $27344981.69  | 0.13%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                        | Bausch Health Cos Inc                                                                                                                      | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   44739000 | PA      | $44323374.69  | 0.21%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: —       |
| SOUTH BOW CAN INFRA HOLD                                     | South Bow Canadian Infrastructure Holdings Ltd                                                                                             | CUSIP: 836720AH5<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |   21644000 | PA      | $22350719.89  | 0.10%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                       | Mauser Packaging Solutions Holding Co                                                                                                      | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   21334000 | PA      | $21200097.15  | 0.10%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                            | Take-Two Interactive Software Inc                                                                                                          | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      93981 | NS      | $22823285.85  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                     | Walgreens Boots Alliance Inc                                                                                                               | CUSIP: 931427AW8<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |   12265000 | PA      | $13015753.77  | 0.06%             | 2029-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: —       |
| Hudson Yards                                                 | Hudson Yards 2025-SPRL Mortgage Trust                                                                                                      | CUSIP: 44855PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4650000 | PA      | $4822532.67   | 0.02%             | 2040-01-13      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                | Carnival Corp                                                                                                                              | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   42176000 | PA      | $42550595.84  | 0.20%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                            | CBRE Services Inc                                                                                                                          | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   32023000 | PA      | $32136773.88  | 0.15%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                          | United Airlines Inc                                                                                                                        | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   14775000 | PA      | $14351773.08  | 0.07%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                      | Colombia Government International Bonds                                                                                                    | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   21958000 | PA      | $22755750.17  | 0.11%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                             | Puget Energy Inc                                                                                                                           | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   26045000 | PA      | $25171238.17  | 0.12%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                              | Nissan Motor Co Ltd                                                                                                                        | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   12134000 | PA      | $11657063.42  | 0.05%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                            | GXO Logistics Inc                                                                                                                          | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   25082000 | PA      | $21839444.69  | 0.10%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                | Boeing Co/The                                                                                                                              | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   50319000 | PA      | $54705973.45  | 0.25%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                                | BLP Commercial Mortgage Trust 2024-IND2                                                                                                    | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   53608747 | PA      | $53734877.29  | 0.25%             | 2041-03-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                            | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |   45374000 | PA      | $8523279.03   | 0.04%             | 2022-10-04      | None          | 6.10%                 | Yes           |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                     | AL Candelaria -spain- SA                                                                                                                   | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |   30777000 | PA      | $26140444.95  | 0.12%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                       | Cushman & Wakefield US Borrower LLC                                                                                                        | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |   21071000 | PA      | $21264136.79  | 0.10%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                            | Nexa Resources SA                                                                                                                          | CUSIP: 65290DAC7<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |   12844000 | PA      | $12917377.77  | 0.06%             | 2037-04-08      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                     | Smyrna Ready Mix Concrete LLC                                                                                                              | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   33376000 | PA      | $33315449.26  | 0.16%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                          | Axon Enterprise Inc                                                                                                                        | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   14779000 | PA      | $15235079.94  | 0.07%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                     | EQT Corp                                                                                                                                   | CUSIP: 26884LAS8<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   30292000 | PA      | $30984861.95  | 0.14%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                     | Snam SpA                                                                                                                                   | CUSIP: 83304JAC1<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    8400000 | PA      | $8737536.86   | 0.04%             | 2055-05-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HOLDINGS INC                                     | ASP Unifrax Holdings Inc                                                                                                                   | CUSIP: 00218LAH4<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |   43335136 | PA      | $19934162.56  | 0.09%             | 2029-09-30      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                                     | Jersey Mike's Funding LLC                                                                                                                  | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17705625 | PA      | $18037038.89  | 0.08%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                                                  | Rollins Inc                                                                                                                                | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |   31626000 | PA      | $31758365.56  | 0.15%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                | Sinclair Television Group Inc 2025 Term Loan B6                                                                                            | CUSIP: 829229AU7<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |   40272540 | PA      | $34634384.83  | 0.16%             | 2029-12-31      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                     | Univision Communications Inc                                                                                                               | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   28463000 | PA      | $25906360.55  | 0.12%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods Inc                                         | Smithfield Foods Inc                                                                                                                       | CUSIP: 832248BB3<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   28037000 | PA      | $28235051.69  | 0.13%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                            | Trinidad & Tobago Government International Bond                                                                                            | CUSIP: 896292AM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |   30657000 | PA      | $30182736.21  | 0.14%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                         | Samarco Mineracao SA                                                                                                                       | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |   47864463 | PA      | $47083335.07  | 0.22%             | 2031-06-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                       | Anglo American Capital PLC                                                                                                                 | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   20634000 | PA      | $21318265.74  | 0.10%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SWISS RE SUB FIN PLC                                         | Swiss RE Subordinated Finance PLC                                                                                                          | CUSIP: 87088QAA2<br>LEI: 636700H29EH5Z8ZU8L04 | Long             | DBT              | CORP              | GB        |   20200000 | PA      | $20418341.80  | 0.10%             | 2035-04-05      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                     | First Citizens BancShares Inc/NC                                                                                                           | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   24552000 | PA      | $24491668.37  | 0.11%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                              | Madison IAQ LLC                                                                                                                            | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |   32360000 | PA      | $31855154.88  | 0.15%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| UBS GROUP AG                                                 | UBS Group AG                                                                                                                               | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   13301000 | PA      | $15414675.21  | 0.07%             | 2033-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                          | Quanta Services Inc                                                                                                                        | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      59201 | NS      | $22382714.08  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ABC SUPPLY CO INC                                            | American Builders & Contractors Supply Co Inc                                                                                              | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |   24375000 | PA      | $23857423.69  | 0.11%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                           | Regency Centers LP                                                                                                                         | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |   15341000 | PA      | $15384869.58  | 0.07%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                         | Atlas Warehouse Lending Co LP                                                                                                              | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   25983000 | PA      | $26269526.49  | 0.12%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                                            | Newmark Group Inc                                                                                                                          | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20249000 | PA      | $21436097.63  | 0.10%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds      | Republic of South Africa Government International Bonds                                                                                    | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   43358000 | PA      | $32688772.07  | 0.15%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050486<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  259953000 | PA      | $261759532.98 | 1.22%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                        | Civitas Resources Inc                                                                                                                      | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   27487000 | PA      | $27928248.81  | 0.13%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                          | Silgan Holdings Inc                                                                                                                        | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |    9854000 | PA      | $9693038.85   | 0.05%             | 2028-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                | CommScope LLC                                                                                                                              | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   22782000 | PA      | $22711751.70  | 0.11%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| PENNYMAC FIN SVCS INC                                        | PennyMac Financial Services Inc                                                                                                            | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   27348000 | PA      | $27979602.06  | 0.13%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BANK OZK                                                     | Bank OZK                                                                                                                                   | CUSIP: 06417NA94<br>LEI: 549300VYK2WBD7SST478 | Long             | DBT              | CORP              | US        |   39957000 | PA      | $35961300.00  | 0.17%             | 2031-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| VERMILION ENERGY INC                                         | Vermilion Energy Inc                                                                                                                       | CUSIP: 923725AE5<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | CORP              | CA        |   28647000 | PA      | $26908625.56  | 0.13%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                                                                            | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   20885000 | PA      | $21513127.03  | 0.10%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                                                                                    | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   20707000 | PA      | $21305783.49  | 0.10%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                             | GGAM Finance Ltd                                                                                                                           | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |   41069000 | PA      | $43471084.74  | 0.20%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24963000 | PA      | $25369374.92  | 0.12%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                     | Virgin Media Bristol LLC 2023 USD Term Loan Y                                                                                              | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |   22518000 | PA      | $22260844.54  | 0.10%             | 2031-03-31      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                   | ROCK Trust 2024-CNTR                                                                                                                       | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   56095000 | PA      | $59204592.67  | 0.28%             | 2041-11-13      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                  | Paychex Inc                                                                                                                                | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   21782000 | PA      | $22525592.83  | 0.10%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| LD CELULOSE INTERNATIONA                                     | LD Celulose International GmbH                                                                                                             | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |   10073000 | PA      | $10608128.13  | 0.05%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LONDON                                        | Macquarie Bank Ltd/London                                                                                                                  | CUSIP: 000000000<br>LEI: 549300MPRNPO6FWNKN78 | Long             | DBT              | CORP              | AU        |   10748000 | PA      | $10807124.75  | 0.05%             | 2027-03-08      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| APA CORP                                                     | APA Corp                                                                                                                                   | CUSIP: 03743QAF5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   21354000 | PA      | $20451966.47  | 0.10%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DPL INC                                                      | DPL Inc                                                                                                                                    | CUSIP: 233293AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   27939000 | PA      | $27089956.14  | 0.13%             | 2029-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                        | Molina Healthcare Inc                                                                                                                      | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   41142000 | PA      | $38293336.15  | 0.18%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                            | Japan Tobacco Inc                                                                                                                          | CUSIP: 471105AE6<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   30426000 | PA      | $31828566.19  | 0.15%             | 2035-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                                            | MC Brazil Downstream Trading SARL                                                                                                          | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |   39629089 | PA      | $31374349.51  | 0.15%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-59650.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                     | Hilton Domestic Operating Co Inc                                                                                                           | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   15350000 | PA      | $13914507.91  | 0.06%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                       | Sempra                                                                                                                                     | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   27019000 | PA      | $25717405.61  | 0.12%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION COMPANY PLC                               | Bellis Acquisition Company PLC 2024 EUR Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | LON              | CORP              | GB        |   28107692 | PA      | $31445723.30  | 0.15%             | 2031-05-14      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| E W SCRIPPS COMPANY THE                                      | EW Scripps Company (The) 2025 Term Loan B2                                                                                                 | CUSIP: 26928BAQ2<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |   32513000 | PA      | $31591744.15  | 0.15%             | 2028-06-30      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                     | Constellation Energy Generation LLC                                                                                                        | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   28492000 | PA      | $30145844.07  | 0.14%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                                     | Jacobs Engineering Group Inc                                                                                                               | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |   16087000 | PA      | $16911368.02  | 0.08%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                             | CSC Holdings LLC                                                                                                                           | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    9124000 | PA      | $6445034.84   | 0.03%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                     | American Assets Trust LP                                                                                                                   | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |   47277000 | PA      | $47276138.14  | 0.22%             | 2034-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                   | Driven Brands Funding LLC                                                                                                                  | CUSIP: 26209XAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13244912 | PA      | $13730256.42  | 0.06%             | 2054-10-20      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                             | Societe Generale SA                                                                                                                        | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   20817000 | PA      | $21451731.98  | 0.10%             | 2035-01-19      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                         | LifePoint Health Inc                                                                                                                       | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   18973000 | PA      | $20954653.96  | 0.10%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ARIS MINING CORP                                             | Aris Mining Corp                                                                                                                           | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |   20668000 | PA      | $21103784.78  | 0.10%             | 2029-10-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                                      | Zebra Technologies Corp                                                                                                                    | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |   28485000 | PA      | $29309697.72  | 0.14%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                         | Western Digital Corp                                                                                                                       | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   27000000 | PA      | $23907460.50  | 0.11%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                               | OPAL BIDCO                                                                                                                                 | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |   30469000 | PA      | $31116862.35  | 0.14%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WATCO COS LLC/FINANCE CO                                     | Watco Cos LLC / Watco Finance Corp                                                                                                         | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17868000 | PA      | $18690928.61  | 0.09%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                             | Vital Energy Inc                                                                                                                           | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |   22899000 | PA      | $20308990.29  | 0.09%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LORD ABBETT PVT CR FUND 1 LP                                 | LORD ABBETT PVT CR FUND 1 LP                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | RF                | US        |    8839706 | NS      | $222230204.89 | 1.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MEITUAN                                                      | Meituan                                                                                                                                    | CUSIP: 58533EAF0<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |   32443000 | PA      | $32457804.39  | 0.15%             | 2029-10-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                                    | Palantir Technologies Inc                                                                                                                  | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     148014 | NS      | $20177268.48  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NGPL PipeCo LLC                                              | NGPL PipeCo LLC                                                                                                                            | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   20780000 | PA      | $20680566.87  | 0.10%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                     | Aston Martin Capital Holdings Ltd                                                                                                          | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |   32169000 | PA      | $30496163.75  | 0.14%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                       | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   40536000 | PA      | $39755991.29  | 0.19%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fidelity Investments                                         | Fidelity Investments Money Market Government Portfolio                                                                                     | CUSIP: 31607A703<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |  252030018 | NS      | $252030017.66 | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050684<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  217722000 | PA      | $213260776.07 | 0.99%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                           | Regency Centers LP                                                                                                                         | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |   19801000 | PA      | $20101048.51  | 0.09%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                        | HUB International Ltd                                                                                                                      | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   17259000 | PA      | $18069369.25  | 0.08%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                     | Allison Transmission Inc                                                                                                                   | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   24669000 | PA      | $22626562.21  | 0.11%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HUNT COS INC                                                 | Hunt Cos Inc                                                                                                                               | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |   27346000 | PA      | $26372974.63  | 0.12%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NetEase Inc                                                  | NetEase Inc                                                                                                                                | CUSIP: 000000000<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | KY        |     939800 | NS      | $25327008.94  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                       | Roper Technologies Inc                                                                                                                     | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   18251000 | PA      | $15676948.31  | 0.07%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                               | Gray Media Inc                                                                                                                             | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   91705000 | PA      | $68842598.69  | 0.32%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bolivia Government International Bonds                       | Bolivia Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 529900TGIRPY3SZXEB56 | Long             | DBT              | NUSS              | BO        |   22080000 | PA      | $15566400.00  | 0.07%             | 2028-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| NVENT FINANCE SARL                                           | nVent Finance Sarl                                                                                                                         | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |   36050000 | PA      | $36741415.57  | 0.17%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                          | Churchill Downs Inc                                                                                                                        | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |   21171000 | PA      | $21143428.79  | 0.10%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                            | Post Holdings Inc                                                                                                                          | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   30030000 | PA      | $28896793.93  | 0.13%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Trust 2021-ARIA                                                                                                                         | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5300000 | PA      | $5296822.12   | 0.02%             | 2036-10-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                        | Freedom Mortgage Corp                                                                                                                      | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    7725000 | PA      | $8572346.44   | 0.04%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| ESC GCB144A HERTZ CORP                                       | ESC GCB144A HERTZ CORP                                                                                                                     | CUSIP: 428ESCAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16775000 | PA      | $1258125.00   | 0.01%             | 2024-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                     | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   23821000 | PA      | $3003170.88   | 0.01%             | 2027-04-12      | None          | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BankUnited Inc                                               | BankUnited Inc                                                                                                                             | CUSIP: 06652KAA1<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |   24108000 | PA      | $24088225.65  | 0.11%             | 2025-11-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                                                                                  | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   20473000 | PA      | $21490877.02  | 0.10%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SMRT                                                         | SMRT 2022-MINI                                                                                                                             | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19410000 | PA      | $19346139.16  | 0.09%             | 2039-01-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                                          | SVB Financial Trust                                                                                                                        | CUSIP: 78500B403<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    3121160 | NS      | $179466.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERGY INC                                                   | Evergy Inc                                                                                                                                 | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   31929000 | PA      | $32495233.68  | 0.15%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                     | Huntington Ingalls Industries Inc                                                                                                          | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   32665000 | PA      | $31973797.82  | 0.15%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Construction Partners Inc                                    | Construction Partners Inc                                                                                                                  | CUSIP: 21044C107<br>LEI: 549300MHLFL4E8JLZU44 | Long             | EC               | CORP              | US        |     234927 | NS      | $24968041.56  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                                           | Ally Financial Inc                                                                                                                         | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   44941000 | PA      | $46850709.82  | 0.22%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                          | Ecuador Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   95558274 | PA      | $83255146.22  | 0.39%             | 2030-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                               | Rocket Cos Inc                                                                                                                             | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   31943000 | PA      | $32724022.96  | 0.15%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Lebanon Government International Bonds                       | Lebanon Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |   59833000 | PA      | $11277772.59  | 0.05%             | 2027-03-23      | None          | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |          1 | NC      | $50960.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                      | Park River Holdings Inc                                                                                                                    | CUSIP: 70082LAB3<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |   12391000 | PA      | $10115923.18  | 0.05%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| DoorDash Inc                                                 | DoorDash Inc                                                                                                                               | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      93971 | NS      | $23164791.21  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL HOLDINGS INC                                             | LPL Holdings Inc                                                                                                                           | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   30180000 | PA      | $31224376.79  | 0.15%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                             | Deutsche Bank AG/New York NY                                                                                                               | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   63725000 | PA      | $67956253.97  | 0.32%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                              | Long: BLYO16AP5 IRS USD R V 12MUSCPI INF_SLYO16AP5 CCPINFLATIONZERO / Short: BLYO16AP5 IRS USD P F  2.54375 FIX_SLYO16AP5 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |   60151898 | OU      | $719010.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                             | Vmed O2 UK Financing I PLC                                                                                                                 | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   24505000 | PA      | $22683085.35  | 0.11%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                       | Venture Global LNG Inc                                                                                                                     | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   46671000 | PA      | $50871530.01  | 0.24%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                           | Subway Funding LLC                                                                                                                         | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13964825 | PA      | $13865737.58  | 0.06%             | 2054-07-30      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Badger Meter Inc                                             | Badger Meter Inc                                                                                                                           | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |      65785 | NS      | $16114035.75  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                                  | Netflix Inc                                                                                                                                | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      16756 | NS      | $22438462.28  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PUNCH FINANCE PLC                                            | Punch Finance PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 2138006IJRIU1Q5DN388 | Long             | DBT              | CORP              | GB        |   19851000 | PA      | $27777650.97  | 0.13%             | 2030-12-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                       | JW Trust 2024-BERY                                                                                                                         | CUSIP: 46676AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15340000 | PA      | $15373175.82  | 0.07%             | 2039-11-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                       | Lumen Technologies Inc                                                                                                                     | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   10552000 | PA      | $9462895.58   | 0.04%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ACProducts Inc                                               | ACProducts Inc 2021 Term Loan B                                                                                                            | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |   11494365 | PA      | $8760890.17   | 0.04%             | 2028-05-17      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY INDL DEV AGY RENTAL REVENUE                 | New York City Industrial Development Agency                                                                                                | CUSIP: 64943QAA6<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |   11113000 | PA      | $12397907.29  | 0.06%             | 2029-03-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                                      | JT International Financial Services BV                                                                                                     | CUSIP: 480914AA8<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |   12475000 | PA      | $13829312.70  | 0.06%             | 2032-10-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-17152.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                                     | Vertiv Group Corp                                                                                                                          | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |   18160000 | PA      | $17722354.90  | 0.08%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                     | APA Corp                                                                                                                                   | CUSIP: 03743QAQ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   11426000 | PA      | $11213014.45  | 0.05%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Arizona Biltmore Trust                                       | ARZ Trust 2024-BILT                                                                                                                        | CUSIP: 00218TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11880000 | PA      | $12210403.00  | 0.06%             | 2029-06-11      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                               | BAHA Trust 2024-MAR                                                                                                                        | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13280000 | PA      | $13766767.78  | 0.06%             | 2041-12-10      | Variable      | 6.17%                 | 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      | $333782.10    | 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      | $-84893.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brink's Co/The                                               | Brink's Co/The                                                                                                                             | CUSIP: 109696AA2<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |   15353000 | PA      | $15266223.31  | 0.07%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                 | Broadcom Inc                                                                                                                               | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      42287 | NS      | $11656411.55  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                     | South Bow USA Infrastructure Holdings LLC                                                                                                  | CUSIP: 83007CAE2<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   21521000 | PA      | $21305262.52  | 0.10%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                     | Celanese US Holdings LLC                                                                                                                   | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   24483000 | PA      | $25370478.64  | 0.12%             | 2027-07-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Commercial Mortgage Trust 2024-SLCT                                                                                                     | CUSIP: 12433JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16520000 | PA      | $16673637.65  | 0.08%             | 2042-01-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Alloy Finco Limited                                          | Alloy Finco Limited USD Holdco PIK Term Loan                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |   21468393 | PA      | $33276009.52  | 0.15%             | 2028-03-06      | Floating      | 13.50%                | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                 | Entegris Inc                                                                                                                               | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   21642000 | PA      | $21421911.68  | 0.10%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 19-1 AA PTT                                      | British Airways 2019-1 Class AA Pass Through Trust                                                                                         | CUSIP: 11043XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11641729 | PA      | $10840958.36  | 0.05%             | 2032-12-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Capital Services LLC                          | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | SE        |          1 | NC      | $50937.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SoFi Technologies Inc                                        | SoFi Technologies Inc                                                                                                                      | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |    1503510 | NS      | $27378917.10  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CLYDESDALE ACQUISITION                                       | Clydesdale Acquisition Holdings Inc                                                                                                        | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   24795000 | PA      | $25461833.26  | 0.12%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds            | Argentina Republic Government International Bonds                                                                                          | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |  186296210 | PA      | $149036968.20 | 0.69%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                            | Tampa Electric Co                                                                                                                          | CUSIP: 875127BN1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |   42089000 | PA      | $42307718.86  | 0.20%             | 2035-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                       | Patrick Industries Inc                                                                                                                     | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |   21182000 | PA      | $21255120.26  | 0.10%             | 2032-11-01      | Fixed         | 6.38%                 | 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      | $-82699.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                      | Nissan Motor Acceptance Co LLC                                                                                                             | CUSIP: 65480CAG0<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    4906000 | PA      | $4840639.28   | 0.02%             | 2027-09-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                     | Hilton Domestic Operating Co Inc                                                                                                           | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   22117000 | PA      | $22031807.53  | 0.10%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Claires Holdings LLC                                         | CLAIRES HOLDINGS                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      15164 | NS      | $2274.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS A                                       | JetBlue 2019-1 Class A Pass Through Trust                                                                                                  | CUSIP: 477143AJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9936940 | PA      | $9137853.41   | 0.04%             | 2028-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                                   | HEICO Corp                                                                                                                                 | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |   23809000 | PA      | $24381920.49  | 0.11%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                     | Celanese US Holdings LLC                                                                                                                   | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   22065000 | PA      | $22312039.74  | 0.10%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F052680<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  344213000 | PA      | $343905672.87 | 1.60%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                            | Iron Mountain Inc                                                                                                                          | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   32022000 | PA      | $31483338.72  | 0.15%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                            | Iron Mountain Inc                                                                                                                          | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   67416000 | PA      | $64283879.61  | 0.30%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-281106.88   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                                  | ROBLOX Corp                                                                                                                                | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25180000 | PA      | $23776519.68  | 0.11%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                          | Quanta Services Inc                                                                                                                        | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   31777000 | PA      | $32186354.17  | 0.15%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                           | Ardonagh Finco Ltd                                                                                                                         | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   18104000 | PA      | $18941110.86  | 0.09%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                        | Genesis Energy LP / Genesis Energy Finance Corp                                                                                            | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20761000 | PA      | $21604021.17  | 0.10%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Commercial Mortgage Trust 2019-IMC                                                                                                      | CUSIP: 05608BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27225197 | PA      | $27032504.79  | 0.13%             | 2034-04-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                      | Jane Street Group / JSG Finance Inc                                                                                                        | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18510000 | PA      | $17971123.92  | 0.08%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                     | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                                            | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |  132933103 | PA      | $132899563.98 | 0.62%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                       | EquipmentShare.com Inc                                                                                                                     | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   21214000 | PA      | $22570419.77  | 0.11%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                     | Albion Financing 1 SARL / Aggreko Holdings Inc                                                                                             | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   23518000 | PA      | $24059555.10  | 0.11%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                | LGI Homes Inc                                                                                                                              | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |   45316000 | PA      | $43174819.00  | 0.20%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Barclays Bank PLC                                            | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |          1 | NC      | $25689.35     | 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        |   21636000 | PA      | $21666905.73  | 0.10%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP                                           | First Horizon Corp                                                                                                                         | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |   17030000 | PA      | $17279315.11  | 0.08%             | 2031-03-07      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                               | US Bank NA                                                                                                                                 | CUSIP: 90357PBC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19672973 | PA      | $19713825.42  | 0.09%             | 2032-02-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                      | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        | 1713790000 | PA      | $87085509.34  | 0.41%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                       | SCIH Salt Holdings Inc                                                                                                                     | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21862000 | PA      | $21313569.87  | 0.10%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LONGFOR HOLDINGS LTD                                         | Longfor Group Holdings Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 254900UJX27B2F1JYR13 | Long             | DBT              | CORP              | KY        |   13371000 | PA      | $10870798.43  | 0.05%             | 2029-09-16      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-68301.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H060671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  155247000 | PA      | $157563249.53 | 0.73%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                              | NGPL PipeCo LLC                                                                                                                            | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   24487000 | PA      | $21844909.51  | 0.10%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                              | CVS Health Corp                                                                                                                            | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   23587000 | PA      | $21660906.81  | 0.10%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                     | Virgin Media Finance PLC                                                                                                                   | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |   37963000 | PA      | $34724399.25  | 0.16%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                        | Dick's Sporting Goods Inc                                                                                                                  | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   29390000 | PA      | $21022130.93  | 0.10%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                             | AMC Networks Inc                                                                                                                           | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   45607000 | PA      | $36579778.46  | 0.17%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                     | EMRLD Borrower LP / Emerald Co-Issuer Inc                                                                                                  | CUSIP: 26873CAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22442000 | PA      | $23244525.92  | 0.11%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                        | American Airlines Inc                                                                                                                      | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |   16554000 | PA      | $16916929.90  | 0.08%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION / TITAN                                      | Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC                                                                                | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   20513000 | PA      | $21472967.17  | 0.10%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                     | Cleveland Electric Illuminating Co/The                                                                                                     | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17565000 | PA      | $17093310.19  | 0.08%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                              | Rand Parent LLC                                                                                                                            | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   39771000 | PA      | $39969656.15  | 0.19%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| FORTRESS TRANS & INFRAST                                     | Fortress Transportation and Infrastructure Investors LLC                                                                                   | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   42548000 | PA      | $42047193.02  | 0.20%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                                                    | Sotheby's                                                                                                                                  | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |   18248000 | PA      | $18129172.31  | 0.08%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                       | BP Capital Markets PLC                                                                                                                     | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   20223000 | PA      | $20723701.26  | 0.10%             | 2033-12-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                                       | MIWD Holdco II LLC / MIWD Finance Corp                                                                                                     | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   34251000 | PA      | $32645165.84  | 0.15%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | CITIBANK NA DDCA                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |   28003335 | NS      | $28003335.29  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTEC INC                                                   | MasTec Inc                                                                                                                                 | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   23035000 | PA      | $22734706.30  | 0.11%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                     | Sinclair Television Group Inc                                                                                                              | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |   21898000 | PA      | $22140769.99  | 0.10%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                                          | First Republic Bank/CA                                                                                                                     | CUSIP: 33616CAB6<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | DBT              | CORP              | US        |   20817000 | PA      | $78063.75     | 0.00%             | 2046-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                          | Ashtead Capital Inc                                                                                                                        | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    9216000 | PA      | $9437024.01   | 0.04%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE                                       | Ardonagh Group Finance Ltd                                                                                                                 | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |   38928000 | PA      | $40995159.72  | 0.19%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                             | Altice France SA                                                                                                                           | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   45191000 | PA      | $40706019.21  | 0.19%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Perimeter Master Note Business Trust                         | Perimeter Master Note Business Trust                                                                                                       | CUSIP: 71384PBC4<br>LEI: 5493005H6EB040833X54 | Long             | ABS-O            | CORP              | US        |   30000000 | PA      | $30018612.00  | 0.14%             | 2030-12-16      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                           | Zegona Finance PLC                                                                                                                         | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |   31020000 | PA      | $33175734.90  | 0.15%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV                                       | Minera Mexico SA de CV                                                                                                                     | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |   45208000 | PA      | $46025360.64  | 0.21%             | 2032-02-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                 | VeriSign Inc                                                                                                                               | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |   33559000 | PA      | $34213722.00  | 0.16%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bridgebio Pharma Inc                                         | Bridgebio Pharma Inc                                                                                                                       | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |     479284 | NS      | $20695483.12  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                     | 1011778 BC ULC / New Red Finance Inc                                                                                                       | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   20619000 | PA      | $21165589.07  | 0.10%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                     | AL Candelaria -spain- SA                                                                                                                   | CUSIP: 000000000<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |    4247000 | PA      | $3607189.45   | 0.02%             | 2033-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                              | WHARF Commercial Mortgage Trust 2025-DC                                                                                                    | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16450000 | PA      | $16791794.81  | 0.08%             | 2040-07-15      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| TechnipFMC PLC                                               | TechnipFMC PLC                                                                                                                             | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     305403 | NS      | $10518079.32  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                      | Royal Caribbean Cruises Ltd                                                                                                                | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   60389000 | PA      | $60795664.96  | 0.28%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bonds                        | Zambia Government International Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |   34632839 | PA      | $31884138.65  | 0.15%             | 2033-06-30      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                     | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                   | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25446000 | PA      | $24399573.96  | 0.11%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                         | Provincia de Cordoba                                                                                                                       | CUSIP: 74408DAF1<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |   30534000 | PA      | $30663769.50  | 0.14%             | 2032-07-02      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| FGI Operating Company LLC                                    | FGI Operating Company LLC Exit Term Loan                                                                                                   | CUSIP: 30252KAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     687414 | PA      | $0.01         | 0.00%             | 2025-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                        | Topaz Solar Farms LLC                                                                                                                      | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   49845131 | PA      | $48976828.82  | 0.23%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F060683<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  167829000 | PA      | $170397206.63 | 0.79%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                       | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                      | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   48449000 | PA      | $45952413.34  | 0.21%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASSOC BANC-CORP                                              | Associated Banc-Corp                                                                                                                       | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |   21624000 | PA      | $22230785.23  | 0.10%             | 2030-08-29      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                               | Idaho Power Co                                                                                                                             | CUSIP: 45138LBK8<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |   21255000 | PA      | $21685410.99  | 0.10%             | 2034-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                             | CSC Holdings LLC                                                                                                                           | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   17012000 | PA      | $13847521.50  | 0.06%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                | TransDigm Inc                                                                                                                              | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   21948000 | PA      | $22081417.72  | 0.10%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                   | ROCK Trust 2024-CNTR                                                                                                                       | CUSIP: 74970WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22450000 | PA      | $23291940.11  | 0.11%             | 2041-11-13      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                                     | First-Citizens Bank & Trust Co                                                                                                             | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |   50320000 | PA      | $52255306.19  | 0.24%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| STENA INTERNATIONAL SA                                       | Stena International SA                                                                                                                     | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |   18713000 | PA      | $18787346.75  | 0.09%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                       | Boardwalk Pipelines LP                                                                                                                     | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   31480000 | PA      | $31949588.10  | 0.15%             | 2034-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                     | Cloud Software Group Inc 2024 1st Lien Term Loan B                                                                                         | CUSIP: 88632NBF6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |        233 | PA      | $233.82       | 0.00%             | 2029-03-29      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                        | PennyMac Financial Services Inc                                                                                                            | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   21685000 | PA      | $22487995.55  | 0.10%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Gibson Brands                                                | GIBSON BRANDS PRIVATE EQUITY                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     106902 | NS      | $6859527.18   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                                      | United Airlines 2020-1 Class A Pass Through Trust                                                                                          | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18993544 | PA      | $19397798.52  | 0.09%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                    | ALA Trust 2025-OANA                                                                                                                        | CUSIP: 009920AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16510000 | PA      | $16551113.20  | 0.08%             | 2040-06-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Spin Holdco Inc                                              | Spin Holdco Inc 2021 Term Loan                                                                                                             | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |   26008270 | PA      | $22919788.05  | 0.11%             | 2028-03-04      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC                                        | Rentokil Terminix Funding LLC                                                                                                              | CUSIP: 760130AB0<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   26944000 | PA      | $27338524.02  | 0.13%             | 2035-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                          | Medline Borrower LP                                                                                                                        | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   44250000 | PA      | $43937364.90  | 0.20%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                     | Navoi Mining & Metallurgical Combinat                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |    4252000 | PA      | $4356187.86   | 0.02%             | 2031-10-17      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| BANCOLOMBIA SA                                               | Bancolombia SA                                                                                                                             | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |   17074000 | PA      | $17964835.95  | 0.08%             | 2034-12-24      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                        | Level 3 Financing Inc                                                                                                                      | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   17063000 | PA      | $14439563.75  | 0.07%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| EFESTO BIDCO SPA/US LLC                                      | EFESTO BIDCO SPA/US LLC                                                                                                                    | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |   36079000 | PA      | $36561957.82  | 0.17%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                        | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |   58725800 | PA      | $9464555.89   | 0.04%             | 2023-05-07      | None          | 9.00%                 | Yes           |                  2 | On Loan: No      |
| ESC 144A HERTZ CORP                                          | ESC 144A HERTZ CORP                                                                                                                        | CUSIP: 428ESCAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   33436000 | PA      | $7857460.00   | 0.04%             | 2028-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                          | General Electric Co                                                                                                                        | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      44493 | NS      | $11452053.27  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BSTN Commercial Mortgage Trust                               | BSTN Commercial Mortgage Trust 2025-1C                                                                                                     | CUSIP: 05615EAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8286000 | PA      | $8485913.84   | 0.04%             | 2044-06-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                           | nVent Finance Sarl                                                                                                                         | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |   20244000 | PA      | $17620365.66  | 0.08%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                               | OWN Equipment Fund I LLC                                                                                                                   | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13633920 | PA      | $13850277.82  | 0.06%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ISTANBUL METROPOLITAN MU                                     | Istanbul Metropolitan Municipality                                                                                                         | CUSIP: 46522TAC2<br>LEI: 213800T1VDQSNKA2MD76 | Long             | DBT              | NUSS              | TR        |   20592000 | PA      | $22139926.38  | 0.10%             | 2028-12-06      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                     | First Quantum Minerals Ltd                                                                                                                 | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   23148000 | PA      | $23771607.12  | 0.11%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                        | McGraw-Hill Education Inc                                                                                                                  | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   21389000 | PA      | $22328004.05  | 0.10%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                                     | TGNR Intermediate Holdings LLC                                                                                                             | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |   39583000 | PA      | $38386599.87  | 0.18%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                      | JetBlue Airways Corp / JetBlue Loyalty LP                                                                                                  | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   38710000 | PA      | $37684427.71  | 0.18%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                               | Hertz Corp/The                                                                                                                             | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |   41509000 | PA      | $43456328.32  | 0.20%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                     | Patterson-UTI Energy Inc                                                                                                                   | CUSIP: 703481AC5<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |   23103000 | PA      | $22805925.22  | 0.11%             | 2029-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                              | Sands China Ltd                                                                                                                            | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   35200000 | PA      | $33669303.36  | 0.16%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                     | Brazil Notas do Tesouro Nacional Serie F                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  194720000 | PA      | $31466885.68  | 0.15%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                             | CSC Holdings LLC                                                                                                                           | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   15464000 | PA      | $14171381.10  | 0.07%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                   | NetApp Inc                                                                                                                                 | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |   10143000 | PA      | $9272308.35   | 0.04%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                       | CACI International Inc                                                                                                                     | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |   18625000 | PA      | $19243312.94  | 0.09%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fortiva Retail Prime Master Note Business Trust              | FORTIVA RETAIL PRIME MASTER                                                                                                                | CUSIP: 34990DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   48500000 | PA      | $48485450.00  | 0.23%             | 2029-09-17      | Fixed         | 6.60%                 | No            |                  3 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280EJ4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   21818000 | PA      | $21988093.13  | 0.10%             | 2034-03-11      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| CARNIVAL CORP                                                | Carnival Corp                                                                                                                              | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   25388000 | PA      | $25991650.48  | 0.12%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H062677<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  159931000 | PA      | $164223883.90 | 0.76%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                                        | Whistler Pipeline LLC                                                                                                                      | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |   45092000 | PA      | $45737903.67  | 0.21%             | 2034-09-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                           | Viterra Finance BV                                                                                                                         | CUSIP: 92852LAD1<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |   27102000 | PA      | $27602035.15  | 0.13%             | 2032-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| SYNOVUS FINANCIAL CORP                                       | Synovus Financial Corp                                                                                                                     | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |   18009000 | PA      | $18480663.63  | 0.09%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                     | Huntington Ingalls Industries Inc                                                                                                          | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   17057000 | PA      | $17600273.47  | 0.08%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   17825000 | PA      | $20381907.13  | 0.09%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                    | Block Inc                                                                                                                                  | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   37156000 | PA      | $38359036.97  | 0.18%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                      | El Salvador Government International Bond                                                                                                  | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |   22062000 | PA      | $22779015.00  | 0.11%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD / MARTINI BV                                     | Bacardi Ltd / Bacardi-Martini BV                                                                                                           | CUSIP: 05635JAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   14731000 | PA      | $14945847.51  | 0.07%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                      | El Salvador Government International Bond                                                                                                  | CUSIP: 283875CD2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |   26503000 | PA      | $609569.00    | 0.00%             | 2030-04-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                     | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc                                                                  | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25419000 | PA      | $25829593.11  | 0.12%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                                     | Fortress Transportation and Infrastructure Investors LLC                                                                                   | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   35638000 | PA      | $35468466.47  | 0.17%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                     | Hess Midstream Operations LP                                                                                                               | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2745000 | PA      | $2727677.95   | 0.01%             | 2028-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                | ZF North America Capital Inc                                                                                                               | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   54919000 | PA      | $53760192.62  | 0.25%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                 | Barclays PLC                                                                                                                               | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   22112000 | PA      | $22262206.82  | 0.10%             | 2035-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Provincia de Cordoba                                         | Provincia de Cordoba                                                                                                                       | CUSIP: 000000000<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |   14069170 | PA      | $13330538.58  | 0.06%             | 2029-02-01      | Variable      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                           | Baytex Energy Corp                                                                                                                         | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |   20633000 | PA      | $20660467.27  | 0.10%             | 2030-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BioMerieux                                                   | BioMerieux                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300AK8Y0LBIQ4T071 | Long             | EC               | CORP              | FR        |     159744 | NS      | $22095265.04  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| QORVO INC                                                    | Qorvo Inc                                                                                                                                  | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   21594000 | PA      | $20976621.06  | 0.10%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust                    | TCO Commercial Mortgage Trust 2024-DPM                                                                                                     | CUSIP: 87231EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15070000 | PA      | $15075393.55  | 0.07%             | 2039-12-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                       | Global Atlantic Fin Co                                                                                                                     | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   25350000 | PA      | $26454702.30  | 0.12%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Tiffany & Co                                                 | Tiffany & Co                                                                                                                               | CUSIP: 886546AD2<br>LEI: 549300EJG9IEYQL5XT21 | Long             | DBT              | CORP              | US        |   15113000 | PA      | $14069881.70  | 0.07%             | 2044-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                       | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                      | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13200000 | PA      | $13619575.20  | 0.06%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust                    | TCO Commercial Mortgage Trust 2024-DPM                                                                                                     | CUSIP: 87231EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8730000 | PA      | $8725690.00   | 0.04%             | 2039-12-15      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY INC                                             | Viper Energy Inc                                                                                                                           | CUSIP: 92763MAB1<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |   15232000 | PA      | $16174101.64  | 0.08%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-129268.53   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                                             | Zions Bancorp NA                                                                                                                           | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   21981000 | PA      | $22858724.85  | 0.11%             | 2035-11-19      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                     | Flex Ltd                                                                                                                                   | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   18019000 | PA      | $18226310.94  | 0.08%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                       | Allegion US Holding Co Inc                                                                                                                 | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |   13510000 | PA      | $13886182.17  | 0.06%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                  | Lennar Corp                                                                                                                                | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   21065000 | PA      | $21469782.09  | 0.10%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                     | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   22804000 | PA      | $22209431.31  | 0.10%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                       | Lumen Technologies Inc                                                                                                                     | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   12687843 | PA      | $12434086.14  | 0.06%             | 2030-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                   | DaVita Inc                                                                                                                                 | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   47559000 | PA      | $45599407.50  | 0.21%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Trust 2024-VLT4                                                                                                                         | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16400000 | PA      | $16416808.36  | 0.08%             | 2029-07-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| HOME BANCSHARES INC                                          | Home BancShares Inc/AR                                                                                                                     | CUSIP: 436893AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22552000 | PA      | $20118633.56  | 0.09%             | 2032-01-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| CARVANA CO                                                   | Carvana Co                                                                                                                                 | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   20712059 | PA      | $21794438.27  | 0.10%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                                   | FIXED INC CLEARING CORP.REPO                                                                                                               | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   50111060 | PA      | $50111060.10  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                       | Turkiye Government International Bonds                                                                                                     | CUSIP: 900123DH0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   19475000 | PA      | $21503233.61  | 0.10%             | 2029-03-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                     | AES Panama Generation Holdings SRL                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |   23662077 | PA      | $21681324.22  | 0.10%             | 2030-05-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: —       |
| BRIXMOR OPERATING PART                                       | Brixmor Operating Partnership LP                                                                                                           | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |   22520000 | PA      | $21861391.79  | 0.10%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WARRIOR MET COAL INC                                         | Warrior Met Coal Inc                                                                                                                       | CUSIP: 93627CAB7<br>LEI: 549300152B1S9YKBYV79 | Long             | DBT              | CORP              | US        |   17451000 | PA      | $17819739.63  | 0.08%             | 2028-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                       | Spirit AeroSystems Inc                                                                                                                     | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   34907000 | PA      | $34338724.51  | 0.16%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| State Street Bank & Trust Co.                                | PURCHASED HKD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HK        |          1 | NC      | $-14870.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F070674<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   36946000 | PA      | $38901785.28  | 0.18%             | 2054-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                            | Imola Merger Corp                                                                                                                          | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18106000 | PA      | $17492702.70  | 0.08%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                            | Suncor Energy Inc                                                                                                                          | CUSIP: 867229AC0<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |   28398000 | PA      | $31396177.92  | 0.15%             | 2032-02-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                                     | Western Alliance Bancorp                                                                                                                   | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |   57945000 | PA      | $53997207.15  | 0.25%             | 2031-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                               | Lonza Group AG USD Term Loan B                                                                                                             | CUSIP: 000000000<br>LEI: 549300Y0CIXN5D40L888 | Long             | LON              | CORP              | US        |   21593051 | PA      | $19833756.85  | 0.09%             | 2028-07-03      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                       | Marvell Technology Inc                                                                                                                     | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21787000 | PA      | $23018823.47  | 0.11%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F052482<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  325976000 | PA      | $331807078.25 | 1.55%             | 2039-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                | Sinclair Television Group Inc 2025 Term Loan B7                                                                                            | CUSIP: 829229AV5<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |   39150220 | PA      | $33669189.01  | 0.16%             | 2030-12-31      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                     | EMRLD Borrower LP / Emerald Co-Issuer Inc                                                                                                  | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |   77265000 | PA      | $79074700.83  | 0.37%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| J PAUL GETTY TRUST                                           | J Paul Getty Trust/The                                                                                                                     | CUSIP: 374288AC2<br>LEI: 72TDDU3K225INPK3EI14 | Long             | DBT              | CORP              | US        |   22551000 | PA      | $22707906.93  | 0.11%             | 2035-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING                                     | Capital Power US Holdings Inc                                                                                                              | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18038000 | PA      | $18623530.98  | 0.09%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                     | Provincia de Buenos Aires/Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |   27159858 | PA      | $19589047.94  | 0.09%             | 2037-09-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                            | Herc Holdings Inc                                                                                                                          | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   19089000 | PA      | $20013886.29  | 0.09%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                 | UBS Group AG                                                                                                                               | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   24139000 | PA      | $24073375.71  | 0.11%             | 2030-02-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                        | Level 3 Financing Inc                                                                                                                      | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   44939000 | PA      | $38647540.00  | 0.18%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| GXO LOGISTICS INC                                            | GXO Logistics Inc                                                                                                                          | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   20719000 | PA      | $21641240.19  | 0.10%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                       | Venture Global LNG Inc                                                                                                                     | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   44512000 | PA      | $43316799.39  | 0.20%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                 | Navient Corp                                                                                                                               | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   22621000 | PA      | $22170190.62  | 0.10%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                      | Talen Energy Supply LLC                                                                                                                    | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   24852000 | PA      | $26649573.99  | 0.12%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd                                                  | Bacardi Ltd                                                                                                                                | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   16884000 | PA      | $16948589.07  | 0.08%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                                | Boyne USA Inc                                                                                                                              | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23563000 | PA      | $22878914.04  | 0.11%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                            | GEO Group Inc/The                                                                                                                          | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |   31106000 | PA      | $32952295.39  | 0.15%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                           | Credit Agricole SA                                                                                                                         | CUSIP: 225313AP0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   60097000 | PA      | $56292655.57  | 0.26%             | 2029-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F052474<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  126592000 | PA      | $128905935.92 | 0.60%             | 2040-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACBL HLDG CORP                                               | ACBL HLDG CORP                                                                                                                             | CUSIP: 00085Q209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      28712 | NS      | $1421244.00   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES STEEL CORP                                     | United States Steel Corp                                                                                                                   | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |   23669000 | PA      | $23901485.68  | 0.11%             | 2029-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                     | TK Elevator US Newco Inc                                                                                                                   | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |   32705000 | PA      | $32703818.70  | 0.15%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                              | Sands China Ltd                                                                                                                            | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   57502000 | PA      | $52922488.97  | 0.25%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                      | Nissan Motor Acceptance Co LLC                                                                                                             | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    7763000 | PA      | $7937242.48   | 0.04%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                                     | Hughes Satellite Systems Corp                                                                                                              | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   29451000 | PA      | $20996884.29  | 0.10%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                              | Nordea Bank Abp                                                                                                                            | CUSIP: 65558RAK5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   12996000 | PA      | $12691115.14  | 0.06%             | 2031-09-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| HILTON DOMESTIC OPERATIN                                     | Hilton Domestic Operating Co Inc                                                                                                           | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   30653000 | PA      | $31251591.78  | 0.15%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                 | Novelis Corp                                                                                                                               | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   33912000 | PA      | $35083861.38  | 0.16%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Commercial Mortgage Trust 2024-XL4                                                                                                      | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18645830 | PA      | $18690732.83  | 0.09%             | 2039-02-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                      | Jane Street Group / JSG Finance Inc                                                                                                        | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   29287000 | PA      | $30835755.13  | 0.14%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS B                                       | JetBlue 2019-1 Class B Pass Through Trust                                                                                                  | CUSIP: 477165AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13280748 | PA      | $13468455.58  | 0.06%             | 2029-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fresnillo PLC                                                | Fresnillo PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | GB        |     939776 | NS      | $18679800.76  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 AA PTT                                     | American Airlines 2016-3 Class AA Pass Through Trust                                                                                       | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10511971 | PA      | $9958415.47   | 0.05%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| GLOBAL AUTO HO/AAG FH UK                                     | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                                                     | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   24396000 | PA      | $22570764.47  | 0.11%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| RIDE 2025-SHRE                                               | RIDE 2025-SHRE                                                                                                                             | CUSIP: 765692AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27400000 | PA      | $28072626.16  | 0.13%             | 2047-02-14      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| FORWARD AIR CORPORATION                                      | Forward Air Corporation Term Loan B                                                                                                        | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   18341000 | PA      | $18261675.18  | 0.09%             | 2030-12-19      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                       | Spirit AeroSystems Inc                                                                                                                     | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   13085000 | PA      | $13899685.19  | 0.06%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   22897000 | PA      | $23719650.29  | 0.11%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                     | Perrigo Finance Unlimited Co                                                                                                               | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |   24024000 | PA      | $23637787.77  | 0.11%             | 2030-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                  | Ovintiv Inc                                                                                                                                | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   21842000 | PA      | $22114676.40  | 0.10%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                     | Mars Inc                                                                                                                                   | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   32544000 | PA      | $32487703.44  | 0.15%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HLDGS INC                                        | ASP UNIFRAX HLDGS INC                                                                                                                      | CUSIP: 00218LAG6<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |   45396249 | PA      | $41631207.13  | 0.19%             | 2029-09-30      | Fixed         | 11.18%                | No            |                  2 | On Loan: —       |
| ALTICE FRANCE SA                                             | Altice France SA                                                                                                                           | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   34784000 | PA      | $28870720.00  | 0.13%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                     | Citizens Financial Group Inc                                                                                                               | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   20706000 | PA      | $21450596.87  | 0.10%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Tank Holding Corp                                            | Tank Holding Corp 2022 Term Loan                                                                                                           | CUSIP: 87583FAN8<br>LEI: 549300WQKU58ILVYFJ26 | Long             | LON              | CORP              | US        |   21654658 | PA      | $20659843.47  | 0.10%             | 2028-03-31      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| BOEING CO                                                    | Boeing Co/The                                                                                                                              | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   21720000 | PA      | $22123156.21  | 0.10%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Shopify Inc                                                  | Shopify Inc                                                                                                                                | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |     206758 | NS      | $23849535.30  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd              | Arbor Realty Collateralized Loan Obligation Ltd                                                                                            | CUSIP: 03881UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14469000 | PA      | $14495233.02  | 0.07%             | 2041-01-20      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                                   | MasTec Inc                                                                                                                                 | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   19917000 | PA      | $20617102.47  | 0.10%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                        | PennyMac Financial Services Inc                                                                                                            | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   22745000 | PA      | $24168905.24  | 0.11%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TEXAS Commercial Mortgage Trust                              | TEXAS Commercial Mortgage Trust 2025-TWR                                                                                                   | CUSIP: 88231WAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11830000 | PA      | $11855216.83  | 0.06%             | 2042-04-15      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-469286.17   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                             | Deutsche Bank AG/New York NY                                                                                                               | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   42171000 | PA      | $44309565.21  | 0.21%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| LSF12 Badger Bidco LLC                                       | LSF12 Badger Bidco LLC Term Loan B                                                                                                         | CUSIP: 50221PAB8<br>LEI: 254900AQINKZO1M1LS24 | Long             | LON              | CORP              | US        |     241445 | PA      | $236012.39    | 0.00%             | 2030-08-30      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                                                                                  | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   19886000 | PA      | $21253264.71  | 0.10%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                        | Freedom Mortgage Corp                                                                                                                      | CUSIP: 35640YAK3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   19295000 | PA      | $20762543.35  | 0.10%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| CP Atlas Buyer Inc                                           | CP Atlas Buyer Inc 2021 Term Loan B                                                                                                        | CUSIP: 12658HAG7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |   20963966 | PA      | $20939962.20  | 0.10%             | 2027-11-23      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                      | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                               | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   24282000 | PA      | $23585038.61  | 0.11%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                       | Lumen Technologies Inc 2024 Extended Term Loan B1                                                                                          | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   35355029 | PA      | $34979558.51  | 0.16%             | 2029-04-16      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                     | Delta Air Lines Inc / SkyMiles IP Ltd                                                                                                      | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   29635081 | PA      | $29717740.35  | 0.14%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NU Holdings Ltd/Cayman Islands                               | NU Holdings Ltd/Cayman Islands                                                                                                             | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | KY        |     343017 | NS      | $4706193.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALA Trust                                                    | ALA Trust 2025-OANA                                                                                                                        | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   35200000 | PA      | $35447691.84  | 0.17%             | 2040-06-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                     | Windsor Holdings III LLC                                                                                                                   | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |   19929000 | PA      | $21381373.11  | 0.10%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                      | Australia & New Zealand Banking Group Ltd                                                                                                  | CUSIP: 052528AP1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   49324000 | PA      | $53780588.14  | 0.25%             | 2032-12-08      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-3015.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                      | Global Partners LP / GLP Finance Corp                                                                                                      | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9016000 | PA      | $9148930.64   | 0.04%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Imperial Oil Ltd                                             | Imperial Oil Ltd                                                                                                                           | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |     211500 | NS      | $16801960.71  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                                     | KLA Corp                                                                                                                                   | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      25137 | NS      | $22516216.38  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SEB Funding LLC                                              | SEB Funding LLC                                                                                                                            | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21423308 | PA      | $21042619.61  | 0.10%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                        | ON Semiconductor Corp                                                                                                                      | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   23433000 | PA      | $22688275.83  | 0.11%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                         | OneMain Finance Corp                                                                                                                       | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   31059000 | PA      | $32474265.45  | 0.15%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                      | Phillips Edison Grocery Center Operating Partnership I LP                                                                                  | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |   16479000 | PA      | $16959493.53  | 0.08%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                      | Park River Holdings Inc                                                                                                                    | CUSIP: 70082LAA5<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |   15106000 | PA      | $12315178.58  | 0.06%             | 2029-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                     | Brandywine Operating Partnership LP                                                                                                        | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |    9024000 | PA      | $9777128.24   | 0.05%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                 | Hudson Yards 2025-SPRL Mortgage Trust                                                                                                      | CUSIP: 44855PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11210000 | PA      | $11626111.84  | 0.05%             | 2040-01-13      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                           | Murphy Oil USA Inc                                                                                                                         | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |   25575000 | PA      | $25157582.75  | 0.12%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                                     | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                                                                                  | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   44276000 | PA      | $42677255.63  | 0.20%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                     | Constellation Energy Generation LLC                                                                                                        | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   21992000 | PA      | $21420880.52  | 0.10%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |          1 | NC      | $46155.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                     | RHP Hotel Properties LP / RHP Finance Corp                                                                                                 | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              |  | US        |   15178000 | PA      | $15623793.04  | 0.07%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                      | Royal Caribbean Cruises Ltd                                                                                                                | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   21096000 | PA      | $21515852.59  | 0.10%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                                   | 1345T 2025-AOA                                                                                                                             | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18260000 | PA      | $18318848.33  | 0.09%             | 2030-06-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                                     | SeaWorld Parks & Entertainment Inc                                                                                                         | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |   47179000 | PA      | $46141642.30  | 0.21%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                | TransDigm Inc                                                                                                                              | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   31150000 | PA      | $32343130.97  | 0.15%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                      | El Salvador Government International Bond                                                                                                  | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |   48251000 | PA      | $51206373.75  | 0.24%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                         | Glencore Funding LLC                                                                                                                       | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   19663000 | PA      | $17724150.73  | 0.08%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                                      | Aethon United BR LP / Aethon United Finance Corp                                                                                           | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   43814000 | PA      | $45990635.71  | 0.21%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MEMPHIS-SHELBY CNTY TN INDL DEV BRD ECON DEV GROWTH ENGINE T | Memphis-Shelby County Industrial Development Board                                                                                         | CUSIP: 58611YAD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   22085000 | PA      | $16829401.63  | 0.08%             | 2045-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                             | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                                | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   29031000 | PA      | $29452065.62  | 0.14%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                        | Antero Resources Corp                                                                                                                      | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   34495000 | PA      | $34737430.86  | 0.16%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                     | Piedmont Operating Partnership LP                                                                                                          | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |   33284000 | PA      | $37086947.63  | 0.17%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Commercial Mortgage Trust 2021-MC                                                                                                       | CUSIP: 05608GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11650000 | PA      | $11481129.76  | 0.05%             | 2034-04-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                       | Goodyear Tire & Rubber Co/The                                                                                                              | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   16946000 | PA      | $17298324.29  | 0.08%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                        | Freedom Mortgage Holdings LLC                                                                                                              | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   32352000 | PA      | $33627477.60  | 0.16%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                       | Eurofins Scientific SE                                                                                                                     | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |     310094 | NS      | $22098948.63  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                     | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   71670900 | PA      | $9150470.35   | 0.04%             | 2024-05-16      | None          | 6.00%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                      | Columbia Pipelines Operating Co LLC                                                                                                        | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12880000 | PA      | $13604003.35  | 0.06%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                | AIB Group PLC                                                                                                                              | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    6340000 | PA      | $6453340.81   | 0.03%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 20-1 A PTT                                       | British Airways 2020-1 Class A Pass Through Trust                                                                                          | CUSIP: 11044MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8634527 | PA      | $8299382.17   | 0.04%             | 2032-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BELLRING BRANDS INC                                          | BellRing Brands Inc                                                                                                                        | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |   28420000 | PA      | $29624411.18  | 0.14%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                       | FMG Resources August 2006 Pty Ltd                                                                                                          | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   32833000 | PA      | $30702840.27  | 0.14%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                            | Lebanon Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |   13597000 | PA      | $2554128.47   | 0.01%             | 2022-10-04      | None          | 6.10%                 | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                       | PNC Financial Services Group Inc/The                                                                                                       | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   24327000 | PA      | $23554495.14  | 0.11%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                               | PulteGroup Inc                                                                                                                             | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   37883000 | PA      | $40666474.26  | 0.19%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings Grantor Trust                  | Pagaya Point of Sale Holdings Grantor Trust 2025-1                                                                                         | CUSIP: 694952AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22375000 | PA      | $22522030.60  | 0.10%             | 2034-01-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | PURCHASED USD / SOLD HKD                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $1398.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                      | Cboe Global Markets Inc                                                                                                                    | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      93971 | NS      | $21914976.91  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                                     | Builders FirstSource Inc                                                                                                                   | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      37592 | NS      | $4386610.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                  | BBCMS Mortgage Trust 2025-5C34                                                                                                             | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9320000 | PA      | $9729259.84   | 0.05%             | 2058-05-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   19839000 | PA      | $19480064.88  | 0.09%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| HUB INTERNATIONAL LTD                                        | HUB International Ltd                                                                                                                      | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   27054000 | PA      | $28292261.58  | 0.13%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CART                                                         | CONE Trust 2024-DFW1                                                                                                                       | CUSIP: 20682AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21330000 | PA      | $21443923.53  | 0.10%             | 2041-08-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                | CoreCivic Inc                                                                                                                              | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |   22853000 | PA      | $24247375.80  | 0.11%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                               | SWCH Commercial Mortgage Trust 2025-DATA                                                                                                   | CUSIP: 78489CAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   31570000 | PA      | $31332618.86  | 0.15%             | 2042-02-15      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                          | Leggett & Platt Inc                                                                                                                        | CUSIP: 524660AZ0<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |   10603000 | PA      | $10310028.08  | 0.05%             | 2029-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                       | US LONG BOND(CBT) SEP25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       3543 | NC      | $15882458.64  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of El Salvador                                      | El Salvador Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |   50361000 | PA      | $52564293.75  | 0.24%             | 2029-02-28      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Crash Champions LLC                                          | Crash Champions LLC 2024 Term Loan B                                                                                                       | CUSIP: 15870MAC0<br>LEI: 391200ZDD75EGEUJ7625 | Long             | LON              | CORP              | US        |   23058008 | PA      | $21603970.02  | 0.10%             | 2029-02-23      | Floating      | 9.08%                 | 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      | $78162.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontera Generation Holdings LLC                             | Frontera Generation Holdings LLC 2021 Term Loan                                                                                            | CUSIP: 64440DAB1<br>LEI: 549300Z0VKX5FIRQMN80 | Long             | LON              | CORP              | US        |    1773053 | PA      | $2641848.60   | 0.01%             | 2026-07-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                              | Long: BLXA0Y9I4 IRS USD R V 12MUSCPI INF_SLXA0Y9I4 CCPINFLATIONZERO / Short: BLXA0Y9I4 IRS USD P F  2.54375 FIX_SLXA0Y9I4 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |   29848102 | OU      | $356781.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank5                                                        | BANK5 Trust 2024-5YR6                                                                                                                      | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   41196000 | PA      | $43403767.79  | 0.20%             | 2057-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                       | Comstock Resources Inc                                                                                                                     | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   34282000 | PA      | $34384640.31  | 0.16%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                    | Boeing Co/The                                                                                                                              | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   34637000 | PA      | $33248863.34  | 0.15%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                       | Anglo American Capital PLC                                                                                                                 | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   22140000 | PA      | $22980726.43  | 0.11%             | 2030-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                                         | Oceaneering International Inc                                                                                                              | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |   32636000 | PA      | $32926558.31  | 0.15%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Frontera Generation Holdings LLC                             | Frontera Generation Holdings LLC 2021 2nd Lien Term Loan                                                                                   | CUSIP: 64440DAD7<br>LEI: 549300Z0VKX5FIRQMN80 | Long             | LON              | CORP              | US        |    1720948 | PA      | $1673621.68   | 0.01%             | 2028-07-28      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                    | SUNOCO LP                                                                                                                                  | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   33039000 | PA      | $33611362.02  | 0.16%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                                        | VFH Parent LLC / Valor Co-Issuer Inc                                                                                                       | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24820000 | PA      | $26064449.98  | 0.12%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                               | Idaho Power Co                                                                                                                             | CUSIP: 45138LBL6<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |   25247000 | PA      | $24816364.70  | 0.12%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                          | Ashtead Capital Inc                                                                                                                        | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   19088000 | PA      | $19344111.71  | 0.09%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                     | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   29083000 | PA      | $3702057.37   | 0.02%             | 2026-11-15      | None          | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CLUE OPCO LLC                                                | Clue Opco LLC                                                                                                                              | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16367000 | PA      | $17366696.36  | 0.08%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| CHS/COMMUNITY HEALTH SYS                                     | CHS/Community Health Systems Inc                                                                                                           | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   44991000 | PA      | $39938398.22  | 0.19%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                | ZF North America Capital Inc                                                                                                               | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   21422000 | PA      | $21506595.48  | 0.10%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | SE        |          1 | NC      | $-4828.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                         | Glencore Funding LLC                                                                                                                       | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   16827000 | PA      | $17174122.33  | 0.08%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION                                     | Florida Gas Transmission Co LLC                                                                                                            | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |   16800000 | PA      | $17198876.86  | 0.08%             | 2035-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FIN FIVE LLC                                      | Goodman US Finance Five LLC                                                                                                                | CUSIP: 38239PAA5<br>LEI: N/A                  | Long             | DBT              |  | US        |   26424000 | PA      | $25942907.22  | 0.12%             | 2032-05-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                         | Wingstop Funding LLC                                                                                                                       | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18725000 | PA      | $19114787.09  | 0.09%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                        | Level 3 Financing Inc                                                                                                                      | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   12696000 | PA      | $11705331.12  | 0.05%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                     | Snam SpA                                                                                                                                   | CUSIP: 83304JAB3<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |   12001000 | PA      | $12266687.26  | 0.06%             | 2035-05-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                       | Dominican Republic International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   43282000 | PA      | $42823210.80  | 0.20%             | 2033-02-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                          | Honduras Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |   24796000 | PA      | $23779364.00  | 0.11%             | 2030-06-24      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                               | NCR Atleos Corp                                                                                                                            | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |   28708000 | PA      | $31467642.62  | 0.15%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                     | MSCI Inc                                                                                                                                   | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   43745000 | PA      | $42363301.05  | 0.20%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                       | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   30660000 | PA      | $31597313.30  | 0.15%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                              | Mercer International Inc                                                                                                                   | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |   21496000 | PA      | $21829488.94  | 0.10%             | 2028-10-01      | Fixed         | 12.88%                | No            |                  2 | On Loan: No      |
| MSCI INC                                                     | MSCI Inc                                                                                                                                   | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   30523000 | PA      | $28802900.75  | 0.13%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                  | BBCMS 2020-BID Mortgage Trust                                                                                                              | CUSIP: 05493BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18773000 | PA      | $18775999.93  | 0.09%             | 2037-10-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F060485<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  132123000 | PA      | $135854104.63 | 0.63%             | 2039-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                  | Gartner Inc                                                                                                                                | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   34280000 | PA      | $32617725.09  | 0.15%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                      | Imperial Brands Finance PLC                                                                                                                | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   16234000 | PA      | $16295150.07  | 0.08%             | 2035-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SATURN OIL & GAS INC                                         | Saturn Oil & Gas Inc                                                                                                                       | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |   22961000 | PA      | $22836533.47  | 0.11%             | 2029-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| Modena Buyer LLC                                             | Modena Buyer LLC Term Loan                                                                                                                 | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |   15527474 | PA      | $14993716.84  | 0.07%             | 2031-07-01      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                     | Navoi Mining & Metallurgical Combinat                                                                                                      | CUSIP: 63890CAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |   35021000 | PA      | $35714458.18  | 0.17%             | 2030-05-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                                     | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC                                                              | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   23169000 | PA      | $24010312.73  | 0.11%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                         | Tencent Holdings Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     331000 | NS      | $21328186.08  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                          | NCL Corp Ltd                                                                                                                               | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   32970000 | PA      | $33703697.57  | 0.16%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                            | Iron Mountain Inc                                                                                                                          | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   23442000 | PA      | $24119614.45  | 0.11%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                 | Navient Corp                                                                                                                               | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   21670000 | PA      | $21945469.04  | 0.10%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACPRODUCTS HOLDINGS INC                                      | ACProducts Holdings Inc                                                                                                                    | CUSIP: 92641PAA4<br>LEI: 254900KTNXVUUHWHBF39 | Long             | DBT              | CORP              | US        |   27943000 | PA      | $12909411.16  | 0.06%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                                          | Century Communities Inc                                                                                                                    | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |   24814000 | PA      | $23010841.06  | 0.11%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                         | WMG Acquisition Corp                                                                                                                       | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |   23482000 | PA      | $22030091.50  | 0.10%             | 2029-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                         | Range Resources Corp                                                                                                                       | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |   16392000 | PA      | $15957592.33  | 0.07%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL BANK F                                     | Washington Mutual Bank / Debt not acquired by JPMorgan                                                                                     | CUSIP: 93933WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22500000 | PA      | $0.23         | 0.00%             | 2011-06-15      | None          | 6.88%                 | No            |                  3 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                                     | SK Invictus Intermediate II Sarl                                                                                                           | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   31346000 | PA      | $30377512.04  | 0.14%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                       | US 5YR NOTE (CBT) SEP25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       6478 | NC      | $1809462.62   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                        | Long Ridge Energy LLC                                                                                                                      | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |   30323000 | PA      | $31522225.53  | 0.15%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                           | Subway Funding LLC                                                                                                                         | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12372825 | PA      | $12727489.55  | 0.06%             | 2054-07-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |          1 | NC      | $193567.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Celsius Holdings Inc                                         | Celsius Holdings Inc                                                                                                                       | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     493345 | NS      | $22886274.55  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                     | BX Commercial Mortgage Trust 2024-XL5                                                                                                      | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11687302 | PA      | $11711709.39  | 0.05%             | 2041-03-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                          | Coinbase Global Inc                                                                                                                        | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   57916000 | PA      | $54341134.90  | 0.25%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F070682<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  149045000 | PA      | $156352686.78 | 0.73%             | 2054-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                | CommScope LLC                                                                                                                              | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    2569000 | PA      | $2526725.82   | 0.01%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                                          | Griffon Corp                                                                                                                               | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |   16769000 | PA      | $16777625.97  | 0.08%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF MONTENEGRO                                       | Montenegro Government International Bond                                                                                                   | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |   17532000 | PA      | $18191422.35  | 0.08%             | 2031-03-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                | J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-BOLT                                                                           | CUSIP: 46653HAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   41665000 | PA      | $600625.97    | 0.00%             | 2033-08-15      | Floating      | 11.14%                | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H050672<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   46797000 | PA      | $45976167.52  | 0.21%             | 2054-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SACA                                               | Vallourec SACA                                                                                                                             | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |   23124000 | PA      | $24268869.24  | 0.11%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   57854000 | PA      | $56704703.68  | 0.26%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                       | Venture Global LNG Inc                                                                                                                     | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   13334000 | PA      | $13858701.97  | 0.06%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                 | Novelis Corp                                                                                                                               | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   36313000 | PA      | $34817692.39  | 0.16%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                        | PennyMac Financial Services Inc                                                                                                            | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    8382000 | PA      | $8225119.14   | 0.04%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                     | AL Candelaria -spain- SA                                                                                                                   | CUSIP: 001355AA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |   16512531 | PA      | $16493920.12  | 0.08%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                     | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                                         | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              |  | US        |   20758000 | PA      | $20906278.55  | 0.10%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                     | Olympus Water US Holding Corp                                                                                                              | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   23257000 | PA      | $22131763.55  | 0.10%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                                       | Yara International ASA                                                                                                                     | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |     108064 | NS      | $3987850.95   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                               | Bombardier Inc                                                                                                                             | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   21384000 | PA      | $22468564.40  | 0.10%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                      | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                                       | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   63510000 | PA      | $66488555.49  | 0.31%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                                | Fresnillo PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $145962.06    | 0.00%             | 2050-10-02      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                       | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                               | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   33967000 | PA      | $33866406.73  | 0.16%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                       | Cloud Software Group Inc                                                                                                                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   44401000 | PA      | $44843145.16  | 0.21%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANZ BANK NEW ZEALAND LTD                                     | ANZ Bank New Zealand Ltd                                                                                                                   | CUSIP: 00182YAC9<br>LEI: HZSN7FQBPO5IEWYIGC72 | Long             | DBT              | CORP              | NZ        |   17739000 | PA      | $18228995.00  | 0.08%             | 2034-07-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H050680<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20206000 | PA      | $19839741.60  | 0.09%             | 2054-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALFA BANK (ALFA BOND)                                        | Alfa Bank AO Via Alfa Bond Issuance PLC                                                                                                    | CUSIP: 000000000<br>LEI: 54930015QM0G7XTNYR27 | Long             | DBT              | CORP              | IE        |   51057000 | PA      | $0.51         | 0.00%             | 2031-10-26      | Variable      | 5.50%                 | Yes           |                  3 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                     | FactSet Research Systems Inc                                                                                                               | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |   26068000 | PA      | $23777889.70  | 0.11%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                | Carnival Corp                                                                                                                              | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   21541000 | PA      | $21919367.67  | 0.10%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CKE Restaurants Holdings Inc                                 | Hardee's Funding LLC                                                                                                                       | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6463188 | PA      | $6680623.35   | 0.03%             | 2054-03-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                       | US 10YR ULTRA FUT SEP25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -110 | NC      | $-224788.30   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                                          | Coinbase Global Inc                                                                                                                        | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |      39940 | NS      | $13998570.60  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                      | Starwood Property Trust Inc                                                                                                                | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    2533000 | PA      | $2617944.16   | 0.01%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-11726.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARUBENI CORP                                                | Marubeni Corp                                                                                                                              | CUSIP: 573810AE8<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | DBT              | CORP              | JP        |   20673000 | PA      | $20972522.21  | 0.10%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                | ZF North America Capital Inc                                                                                                               | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   22555000 | PA      | $21688183.38  | 0.10%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bonds                    | Costa Rica Government International Bonds                                                                                                  | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |   20224000 | PA      | $20998882.56  | 0.10%             | 2054-11-13      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                              | BAE Systems PLC                                                                                                                            | CUSIP: 05523RAK3<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   20926000 | PA      | $21638900.90  | 0.10%             | 2031-03-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Argan Inc                                                    | Argan Inc                                                                                                                                  | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |     100555 | NS      | $22170366.40  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Provincia de Cordoba                                         | Provincia de Cordoba                                                                                                                       | CUSIP: 000000000<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |    8432000 | PA      | $8410641.15   | 0.04%             | 2027-06-01      | Variable      | 6.99%                 | Yes           |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                          | Buckeye Partners LP                                                                                                                        | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   32715000 | PA      | $33983750.19  | 0.16%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                           | Regal Rexnord Corp                                                                                                                         | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   20719000 | PA      | $21356619.35  | 0.10%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BYD Co Ltd                                                   | BYD Co Ltd                                                                                                                                 | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |    1462500 | NS      | $22771155.46  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| PIKE CORP                                                    | Pike Corp                                                                                                                                  | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |   15092000 | PA      | $16432607.27  | 0.08%             | 2031-01-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                               | Sabre GLBL Inc                                                                                                                             | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    9142000 | PA      | $9364881.96   | 0.04%             | 2027-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Sotheby's Artfi Master Trust 2024-A                          | Sotheby's Artfi Master Trust                                                                                                               | CUSIP: 83589CAB4<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |   25921000 | PA      | $25950389.23  | 0.12%             | 2031-12-22      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corp                                       | Webster Financial Corp                                                                                                                     | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |   34898000 | PA      | $34060136.71  | 0.16%             | 2029-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| OGX Austria GmbH                                             | OGX Austria GmbH                                                                                                                           | CUSIP: 670849AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |   20000000 | PA      | $400.00       | 0.00%             | 2018-06-01      | None          | 8.50%                 | No            |                  3 | On Loan: No      |
| MCCORMICK & CO                                               | McCormick & Co Inc/MD                                                                                                                      | CUSIP: 579780AT4<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |   14652000 | PA      | $14804343.14  | 0.07%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SEI Investments Co                                           | SEI Investments Co                                                                                                                         | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     117469 | NS      | $10555764.34  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT CAPITAL CORP                                             | BAT Capital Corp                                                                                                                           | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   20427000 | PA      | $23652731.95  | 0.11%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AG ISSUER LLC                                                | AG Issuer LLC                                                                                                                              | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24003000 | PA      | $24022634.45  | 0.11%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                 | UBS Group AG                                                                                                                               | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   24151000 | PA      | $26420566.07  | 0.12%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                        | Cousins Properties LP                                                                                                                      | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |    5899000 | PA      | $5965616.70   | 0.03%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                         | Egypt Government International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    4553000 | PA      | $3700332.83   | 0.02%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                       | Resorts World Las Vegas LLC / RWLV Capital Inc                                                                                             | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   42245000 | PA      | $37455185.86  | 0.17%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KIMMERIDGE TEXAS GAS LLC                                     | Kimmeridge Texas Gas LLC                                                                                                                   | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |   33356000 | PA      | $34549210.83  | 0.16%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                        | Civitas Resources Inc                                                                                                                      | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   13221000 | PA      | $13384400.06  | 0.06%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                | EchoStar Corp                                                                                                                              | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   46934589 | PA      | $42868427.78  | 0.20%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                         | LifePoint Health Inc 2024 1st Lien Term Loan B                                                                                             | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |   12727045 | PA      | $12611674.34  | 0.06%             | 2031-05-19      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                     | First Quantum Minerals Ltd                                                                                                                 | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   26808000 | PA      | $27846729.58  | 0.13%             | 2031-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE                                     | Concentra Health Services Inc                                                                                                              | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |   11003000 | PA      | $11405860.10  | 0.05%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                                           | Sunrise FinCo I BV                                                                                                                         | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |   53571000 | PA      | $50698255.13  | 0.24%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HEATHROW FINANCE PLC                                         | Heathrow Finance PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |   42080000 | PA      | $57552715.58  | 0.27%             | 2031-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** LORD ABBETT BOND DEBENTURE FUND INC

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer