# EDGAR Filing Document

**Accession Number:** 0000060365
**File Stem:** 0001752724-23-047472
**Filing Date:** 2023-2
**Character Count:** 391016
**Document Hash:** 926793f392ec59e51e1721c7eed45686
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-047472.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-047472

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LORD ABBETT BOND DEBENTURE FUND INC
- **CENTRAL INDEX KEY:** 0000060365
- **IRS NUMBER:** 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:** 23684758

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

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

**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:** 90 HUDSON STREET

  - **City:** JERSEY CITY

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07302

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

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

- **a. Name of Series:** LORD ABBETT 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:** 2022-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $24622161951.76

**Total Liabilities:** $3459324044.21

**Net Assets:** $21162837907.55

**Delayed Delivery Securities:** $2059425738.00

**Cash Not Reported:** $591972790.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -11238.21000000 | **1-Year:** -439315.17000000 | **5-Year:** -2041902.25000000 | **10-Year:** -2692460.96000000 | **30-Year:** -1859269.66000000

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

- **3-Month:** -11073.15000000 | **1-Year:** -482672.96000000 | **5-Year:** -2242706.47000000 | **10-Year:** -1060892.17000000 | **30-Year:** -128374.98000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000158205 | 1.66%                | 2.11%                | -1.17%               |
| Class ID C000018458 | 1.68%                | 2.00%                | -1.02%               |
| Class ID C000018457 | 1.61%                | 2.05%                | -1.15%               |
| Class ID C000052179 | 1.64%                | 1.95%                | -1.05%               |
| Class ID C000158207 | 1.54%                | 2.14%                | -1.15%               |
| Class ID C000052177 | 1.67%                | 1.98%                | -1.02%               |
| Class ID C000158206 | 1.68%                | 1.99%                | -1.01%               |
| Class ID C000188230 | 1.54%                | 2.14%                | -1.01%               |
| Class ID C000018456 | 1.60%                | 1.91%                | -1.07%               |
| Class ID C000052178 | 1.63%                | 2.08%                | -1.20%               |
| Class ID C000018454 | 1.66%                | 1.97%                | -1.03%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-276347340.76           | $321959782.44                              |
| Month 2  | $-182307937.74           | $851815542.19                              |
| Month 3  | $-209449617.38           | $-49655974.63                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AUSTRALIAN GOVERNMENT                                        | Australia Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |  33642000 | PA      | $23404095.39  | 0.11%             | 2026-04-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                          | Freddie Mac STACR REMIC Trust 2022-HQA3                                                                                                    | CUSIP: 35564KE47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  27950000 | PA      | $27760367.64  | 0.13%             | 2042-08-25      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                             | Connecticut Avenue Securities Trust 2022-R02                                                                                               | CUSIP: 20754BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  18945342 | PA      | $18537992.80  | 0.09%             | 2042-01-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                    | PG&E Corp                                                                                                                                  | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |  31094000 | PA      | $28434453.69  | 0.13%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                            | Brown & Brown Inc                                                                                                                          | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |  44571000 | PA      | $34012488.01  | 0.16%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION REVENUE                          | County of Miami-Dade FL Aviation Revenue                                                                                                   | CUSIP: 59333P2S6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  13915000 | PA      | $11456751.05  | 0.05%             | 2041-10-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                  | Oracle Corp                                                                                                                                | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  27266000 | PA      | $22055137.48  | 0.10%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TELEDYNE FLIR LLC                                            | Teledyne FLIR LLC                                                                                                                          | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |  28076000 | PA      | $22723755.32  | 0.11%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC                                         | Ferguson Finance PLC                                                                                                                       | CUSIP: 314890AB0<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |  32812000 | PA      | $27899775.53  | 0.13%             | 2030-06-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050429<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2749000 | PA      | $2755851.83   | 0.01%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                     | Madison Park Funding XIII Ltd                                                                                                              | CUSIP: 55818MBA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15269760 | PA      | $15109922.82  | 0.07%             | 2030-04-19      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Azul Investments LLP                                         | Azul Investments LLP                                                                                                                       | CUSIP: 05502FAA6<br>LEI: 549300C6XNC8IDH04C74 | Long             | DBT              | CORP              | US        |  47479000 | PA      | $38275849.64  | 0.18%             | 2024-10-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                   | Eaton Corp                                                                                                                                 | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |  27101000 | PA      | $25279300.86  | 0.12%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                                                                                 | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  58939000 | PA      | $55188308.88  | 0.26%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H032613<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  65450000 | PA      | $60143819.27  | 0.28%             | 2053-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                       | Chesapeake Energy Corp                                                                                                                     | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |  54208000 | PA      | $52850089.60  | 0.25%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                                               | Ohio Edison Co                                                                                                                             | CUSIP: 677347CH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18124000 | PA      | $18015776.16  | 0.09%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ITR Concession Co LLC                                        | ITR Concession Co LLC                                                                                                                      | CUSIP: 450636AC9<br>LEI: 5493007GBY3OBTILCX44 | Long             | DBT              | CORP              | US        |   7658000 | PA      | $7155446.81   | 0.03%             | 2035-07-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| REGL TRANSPRTN DIST CO SALES TAX REVENUE                     | Regional Transportation District Sales Tax Revenue                                                                                         | CUSIP: 759136VN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  16005000 | PA      | $11292020.45  | 0.05%             | 2037-11-01      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                      | Booz Allen Hamilton Inc                                                                                                                    | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |  17090000 | PA      | $15066354.81  | 0.07%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| USIC Holdings, Inc.                                          | USIC Holdings, Inc. 2021 Term Loan                                                                                                         | CUSIP: 90290HAP7<br>LEI: 5493009ZYUWB7X699U62 | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2028-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                         | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CA        |         1 | NC      | $-181819.12   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                 | GS Mortgage Securities Corp Trust 2021-RENT                                                                                                | CUSIP: 36260XAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    593847 | PA      | $534901.53    | 0.00%             | 2035-11-21      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                       | Southwestern Energy Co                                                                                                                     | CUSIP: 845467AP4<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |  26583000 | PA      | $27452412.96  | 0.13%             | 2028-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SWEIHAN PV POWER CO PJSC                                     | Sweihan PV Power Co PJSC                                                                                                                   | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |  36118082 | PA      | $29124176.32  | 0.14%             | 2049-01-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                 | Calpine Corp                                                                                                                               | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |  74984000 | PA      | $64460662.96  | 0.30%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                       | Boston Scientific Corp                                                                                                                     | CUSIP: 101137AE7<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |  31381000 | PA      | $34573556.08  | 0.16%             | 2035-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                            | DISH Network Corp                                                                                                                          | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |  46400000 | PA      | $47845360.00  | 0.23%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                                     | Hughes Satellite Systems Corp                                                                                                              | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  21000000 | PA      | $20179320.00  | 0.10%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                   | US Bancorp                                                                                                                                 | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  27452000 | PA      | $24160806.90  | 0.11%             | 2029-07-30      | Fixed         | 3.00%                 | 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        |  26061000 | PA      | $21147267.25  | 0.10%             | 2045-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAFFINLAND IRON CORP/LP                                      | Baffinland Iron Mines Corp / Baffinland Iron Mines LP                                                                                      | CUSIP: 056623AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  12660000 | PA      | $12023712.07  | 0.06%             | 2026-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                   | AbbVie Inc                                                                                                                                 | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  27859000 | PA      | $23262976.80  | 0.11%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F040628<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  68931000 | PA      | $64671534.31  | 0.31%             | 2053-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROWNROCK LP/CROWNROCK F                                     | CrownRock LP / CrownRock Finance Inc                                                                                                       | CUSIP: 228701AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  36330000 | PA      | $32836717.19  | 0.16%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                                      | Temasek Financial I Ltd                                                                                                                    | CUSIP: 87973PAW4<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |  32855000 | PA      | $19306503.81  | 0.09%             | 2070-10-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Commercial Mortgage Trust 2020-VIV4                                                                                                     | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14171000 | PA      | $11493918.13  | 0.05%             | 2044-03-09      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL                                          | Abu Dhabi Crude Oil Pipeline LLC                                                                                                           | CUSIP: 00401MAB2<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |  28472000 | PA      | $26271114.40  | 0.12%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                   | Pfizer Inc                                                                                                                                 | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |  26408000 | PA      | $23259878.82  | 0.11%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                             | GREYWOLF CLO VII Ltd                                                                                                                       | CUSIP: 39809AAA6<br>LEI: 5493005EEKUYF0Q6Z361 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9833110.30   | 0.05%             | 2031-10-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                                                                            | CUSIP: 3140QMT53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  85146693 | PA      | $72909094.17  | 0.34%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                                  | Alnylam Pharmaceuticals Inc                                                                                                                | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |    180373 | NS      | $42865643.45  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES / NOTE                                       | VICI Properties LP / VICI Note Co Inc                                                                                                      | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              |  | US        |  65654000 | PA      | $59855438.72  | 0.28%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                     | Vistra Operations Co LLC                                                                                                                   | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |  45395000 | PA      | $44472800.58  | 0.21%             | 2025-05-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                           | Roche Holdings Inc                                                                                                                         | CUSIP: 771196BV3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |  24226000 | PA      | $22105645.27  | 0.10%             | 2027-03-10      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| AUTORIDAD CANAL DE PANAM                                     | Autoridad del Canal de Panama                                                                                                              | CUSIP: 05330GAA2<br>LEI: 549300W1ISP1PW2J2P64 | Long             | DBT              | CORP              | PA        |  13240000 | PA      | $12526760.27  | 0.06%             | 2035-07-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                                     | Crowdstrike Holdings Inc                                                                                                                   | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        | 129613000 | PA      | $109528156.56 | 0.52%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND CLINIC FOUND                                       | Cleveland Clinic Foundation/The                                                                                                            | CUSIP: 18600TAA0<br>LEI: 5493005LGDPOFHUC6Z36 | Long             | DBT              | CORP              | US        |  20223000 | PA      | $17311506.42  | 0.08%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                             | Genuine Parts Co                                                                                                                           | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |    118859 | NS      | $20623225.09  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CPPIB CAPITAL INC                                            | CPPIB Capital Inc                                                                                                                          | CUSIP: 22411VAY4<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |  32525000 | PA      | $32152691.85  | 0.15%             | 2024-10-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                              | Lamb Weston Holdings Inc                                                                                                                   | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |  24448000 | PA      | $21625478.40  | 0.10%             | 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        |  13820110 | PA      | $13810190.41  | 0.07%             | 2039-08-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                              | Oaktree CLO 2019-4 Ltd                                                                                                                     | CUSIP: 67402CAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  29790000 | PA      | $28663663.34  | 0.14%             | 2032-10-20      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Callon Petroleum Co                                          | Callon Petroleum Co                                                                                                                        | CUSIP: 13123XAZ5<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |  39782000 | PA      | $37141501.58  | 0.18%             | 2026-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST UNIV REVENUE                                   | California State University                                                                                                                | CUSIP: 13077DBY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  33030000 | PA      | $28106316.99  | 0.13%             | 2047-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                         | Progressive Corp/The                                                                                                                       | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |    164946 | NS      | $21395145.66  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CALPINE CORP                                                 | Calpine Corp                                                                                                                               | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |  56641000 | PA      | $47607264.60  | 0.22%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                  | Apache Corp                                                                                                                                | CUSIP: 037411BF1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |  53546000 | PA      | $47478263.13  | 0.22%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                            | Post Holdings Inc                                                                                                                          | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |  49263000 | PA      | $41504350.91  | 0.20%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Centuri Group, Inc                                           | Centuri Group, Inc Term Loan B                                                                                                             | CUSIP: 15643XAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2028-08-27      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                              | McDonald's Corp                                                                                                                            | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     80889 | NS      | $21316678.17  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWAIIAN BRAND INTELLECT                                     | Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd                                                                       | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |  35342222 | PA      | $32051861.13  | 0.15%             | 2026-01-20      | Fixed         | 5.75%                 | 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        |  29584494 | PA      | $28210270.96  | 0.13%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                             | ABN AMRO Bank NV                                                                                                                           | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  21800000 | PA      | $15809152.46  | 0.07%             | 2037-03-13      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                             | Greywolf CLO III Ltd                                                                                                                       | CUSIP: 39809CAN4<br>LEI: 5493002TWMA4NNPZ2B66 | Long             | ABS-CBDO         | CORP              | KY        |  20101397 | PA      | $19815163.96  | 0.09%             | 2033-04-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                     | Warnermedia Holdings Inc                                                                                                                   | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  41183000 | PA      | $30097661.11  | 0.14%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Generation Bridge Acquisition, LLC                           | Generation Bridge Acquisition, LLC Term Loan C                                                                                             | CUSIP: 000000000<br>LEI: 25490066N7XDZZBNGZ02 | Long             | LON              | CORP              | US        |    304453 | PA      | $302549.97    | 0.00%             | 2028-12-01      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| STONEGATE PUB FIN                                            | Stonegate Pub Co Financing 2019 PLC                                                                                                        | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |  19055000 | PA      | $20623466.14  | 0.10%             | 2025-07-13      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                         | Range Resources Corp                                                                                                                       | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |  51263000 | PA      | $52892650.77  | 0.25%             | 2029-01-15      | Fixed         | 8.25%                 | 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        |  34968000 | PA      | $31827698.76  | 0.15%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                        | Molina Healthcare Inc                                                                                                                      | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |  40752000 | PA      | $33900950.62  | 0.16%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Halcyon Loan Advisors Funding Ltd                            | Halcyon Loan Advisors Funding 2015-2 Ltd                                                                                                   | CUSIP: 40538KAQ5<br>LEI: 5493006GMMSBMRMTK635 | Long             | ABS-CBDO         | CORP              | KY        |   5476000 | PA      | $5406235.87   | 0.03%             | 2027-07-25      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                     | Teachers Insurance & Annuity Association of America                                                                                        | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |  26311000 | PA      | $24181832.58  | 0.11%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                     | MSCI Inc                                                                                                                                   | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |  31489000 | PA      | $24363149.83  | 0.12%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bilibili Inc                                                 | Bilibili Inc                                                                                                                               | CUSIP: 090040106<br>LEI: 5493008V60M52L3PIS45 | Long             | EC               | CORP              | KY        |   1405434 | NS      | $33294731.46  | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| FRONTERA GENERATION                                          | FRONTERA GENERATION                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125994 | NS      | $1889.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BECLE SA DE CV                                               | Becle SAB de CV                                                                                                                            | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |  27373000 | PA      | $21308374.99  | 0.10%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                                   | Air Canada                                                                                                                                 | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |  30596000 | PA      | $27151890.58  | 0.13%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                                           | SunCoke Energy Inc                                                                                                                         | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |  25075000 | PA      | $21556664.06  | 0.10%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                       | Long: SPQK07FD4 CDS EUR R V 03MEVENT P_SPQK07FD4 CORPORATE / Short: SPQK07FD4 CDS EUR P F  1.00000 F_SPQK07FD4 CORPORATE                   | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | N/A              | DCR              |  | US        |  19042839 | OU      | $2331508.60   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA                                         | Oleoducto Central SA                                                                                                                       | CUSIP: 000000000<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |  13479000 | PA      | $11905834.50  | 0.06%             | 2027-07-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  20011000 | PA      | $20724091.99  | 0.10%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                        | Vale Overseas Ltd                                                                                                                          | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |  27265000 | PA      | $23916492.65  | 0.11%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                             | Boyd Gaming Corp                                                                                                                           | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |  23116000 | PA      | $21563529.44  | 0.10%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hardee's Funding                                             | Hardee's Funding LLC                                                                                                                       | CUSIP: 411707AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18469251 | PA      | $17406439.82  | 0.08%             | 2048-06-20      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| MET TRANSPRTN AUTH NY REVENUE                                | Metropolitan Transportation Authority                                                                                                      | CUSIP: 59259YBY4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   9045000 | PA      | $9368035.84   | 0.04%             | 2039-11-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                       | US 10YR ULTRA FUT MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      6478 | NC      | $-23291392.07 | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| COLONIAL ENTERPRISES INC                                     | Colonial Enterprises Inc                                                                                                                   | CUSIP: 19565CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  27253000 | PA      | $23658176.41  | 0.11%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                     | TerraForm Power Operating LLC                                                                                                              | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |  24169000 | PA      | $21793428.99  | 0.10%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                            | General Mills Inc                                                                                                                          | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |    381937 | NS      | $32025417.45  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                                | DR Horton Inc                                                                                                                              | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |    253180 | NS      | $22568465.20  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                                                                            | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  25783000 | PA      | $24506302.16  | 0.12%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                             | ArcelorMittal SA                                                                                                                           | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |  22520000 | PA      | $22664569.39  | 0.11%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| MarketAxess Holdings Inc                                     | MarketAxess Holdings Inc                                                                                                                   | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |     77554 | NS      | $21629035.06  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F062622<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  32240000 | PA      | $32977685.37  | 0.16%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                           | Southwest Gas Corp                                                                                                                         | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |  26454000 | PA      | $23300658.86  | 0.11%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                  | PepsiCo Inc                                                                                                                                | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |  22424000 | PA      | $20553001.76  | 0.10%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                                   | Genmab A/S                                                                                                                                 | CUSIP: 372303206<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |    501788 | NS      | $21265775.44  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TSMC ARIZONA CORP                                            | TSMC Arizona Corp                                                                                                                          | CUSIP: 872898AE1<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |  99734000 | PA      | $72146768.75  | 0.34%             | 2051-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                                         | Oceaneering International Inc                                                                                                              | CUSIP: 675232AA0<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |  26775000 | PA      | $25612669.40  | 0.12%             | 2024-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Commercial Mortgage Trust 2021-VOLT                                                                                                     | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  28040000 | PA      | $27050538.50  | 0.13%             | 2036-09-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| CAMPBELL SOUP CO                                             | Campbell Soup Co                                                                                                                           | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |  19117000 | PA      | $15951944.56  | 0.08%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UTEX                                                         | UTEX                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    113840 | NS      | $7655740.00   | 0.04%             |  |  |  | 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        |  67727000 | PA      | $59286866.68  | 0.28%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                       | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  31737000 | PA      | $24727191.05  | 0.12%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DCP RIGHTS, LLC                                              | DCP RIGHTS, LLC                                                                                                                            | CUSIP: 82539LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  82590000 | PA      | $82746541.09  | 0.39%             | 2024-01-15      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH      | Louisiana Local Government Environmental Facilities & Community Development Auth                                                           | CUSIP: 54627RAL4<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |  27279000 | PA      | $26453384.70  | 0.12%             | 2029-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                         | CITGO Petroleum Corp                                                                                                                       | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |  23155000 | PA      | $22638180.40  | 0.11%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL SPL OBLIG                                 | County of Miami-Dade FL                                                                                                                    | CUSIP: 59333NV67<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |  11485000 | PA      | $8250364.60   | 0.04%             | 2037-10-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                       | Westinghouse Air Brake Technologies Corp                                                                                                   | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |  21155000 | PA      | $19680336.99  | 0.09%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND INC                                              | Hillenbrand Inc                                                                                                                            | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |  27271000 | PA      | $22397672.30  | 0.11%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                          | Freddie Mac STACR Remic Trust 2020-DNA2                                                                                                    | CUSIP: 35565KBD9<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | USGSE             | US        |  12610000 | PA      | $11806603.03  | 0.06%             | 2050-02-25      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                          | Citigroup Commercial Mortgage Trust 2016-GC36                                                                                              | CUSIP: 17324TAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8580000 | PA      | $6988996.01   | 0.03%             | 2049-02-10      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| SEATTLE CHILDREN HOSP                                        | Seattle Children's Hospital                                                                                                                | CUSIP: 81257VAB7<br>LEI: 549300WXE9O4DQMMXS47 | Long             | DBT              | CORP              | US        |  31724000 | PA      | $20128824.70  | 0.10%             | 2050-10-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                        | Nabors Industries Inc                                                                                                                      | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |  21515000 | PA      | $20866316.94  | 0.10%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  79396000 | PA      | $76424111.65  | 0.36%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                            | Kosmos Energy Ltd                                                                                                                          | CUSIP: 500688AF3<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |  43684000 | PA      | $36534913.33  | 0.17%             | 2027-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp                                              | Sealed Air Corp                                                                                                                            | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |  22752000 | PA      | $22586876.90  | 0.11%             | 2033-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                      | Adani Ports & Special Economic Zone Ltd                                                                                                    | CUSIP: 00652MAK8<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |  27109000 | PA      | $20533129.75  | 0.10%             | 2032-02-02      | Fixed         | 3.83%                 | 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        |  29420000 | PA      | $28736099.74  | 0.14%             | 2039-05-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                              | Sands China Ltd                                                                                                                            | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |  25403000 | PA      | $23819453.19  | 0.11%             | 2028-08-08      | Fixed         | 5.90%                 | 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        |  29284000 | PA      | $25358479.80  | 0.12%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                                | Peraton Corp. Term Loan B                                                                                                                  | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |  24382748 | PA      | $23854495.83  | 0.11%             | 2028-02-01      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTION                                     | Catalent Pharma Solutions Inc                                                                                                              | CUSIP: 14879EAH1<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |  28864000 | PA      | $23019040.00  | 0.11%             | 2029-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS PWR & LIGHT                                     | Indianapolis Power & Light Co                                                                                                              | CUSIP: 455434BT6<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |  29988000 | PA      | $24214122.18  | 0.11%             | 2046-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                                                                           | CUSIP: 3132AAP73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  40570913 | PA      | $37829564.97  | 0.18%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                        | Alibaba Group Holding Ltd                                                                                                                  | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |  67800000 | PA      | $54143155.84  | 0.26%             | 2031-02-09      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                     | Permian Resources Operating LLC                                                                                                            | CUSIP: 15138AAC4<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |  66617000 | PA      | $62946274.73  | 0.30%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                            | Brown-Forman Corp                                                                                                                          | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |    334962 | NS      | $22000304.16  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                      | GLP Capital LP / GLP Financing II Inc                                                                                                      | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |  19903000 | PA      | $17108121.23  | 0.08%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                                   | Cabot Corp                                                                                                                                 | CUSIP: 127055AM3<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |  27219000 | PA      | $25246558.83  | 0.12%             | 2032-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                     | Permian Resources Operating LLC                                                                                                            | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |  20455000 | PA      | $18652192.23  | 0.09%             | 2026-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                               | Long: SPIS0AJJ2 CDS EUR R V 03MEVENT P_SPIS0AJJ2 CORPORATE / Short: SPIS0AJJ2 CDS EUR P F  1.00000 F_SPIS0AJJ2 CORPORATE                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |  47607097 | OU      | $5828771.48   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                           | Viterra Finance BV                                                                                                                         | CUSIP: 92852LAB5<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |  27564000 | PA      | $20886684.95  | 0.10%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                        | NYU Langone Hospitals                                                                                                                      | CUSIP: 62952EAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12348000 | PA      | $10311854.07  | 0.05%             | 2047-07-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA UNIF SCH DIST                                 | Los Angeles Unified School District/CA                                                                                                     | CUSIP: 544646XZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12497000 | PA      | $13073901.51  | 0.06%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Treasury Wine Estates Ltd                                    | Treasury Wine Estates Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 529900LVOPJGAX6ILK66 | Long             | EC               | CORP              | AU        |   2541240 | NS      | $23477025.39  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                               | Amazon.com Inc                                                                                                                             | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        | 123837000 | PA      | $116572071.44 | 0.55%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                         | Signal Peak CLO 10 Ltd                                                                                                                     | CUSIP: 82671CAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9820000 | PA      | $9303284.76   | 0.04%             | 2035-01-24      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                | TransDigm Inc                                                                                                                              | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  52177000 | PA      | $45969241.43  | 0.22%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                              | Gen Digital Inc                                                                                                                            | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |  22643000 | PA      | $22219575.90  | 0.10%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                 | Calpine Corp                                                                                                                               | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |  28229000 | PA      | $25245979.47  | 0.12%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                       | US LONG BOND(CBT) MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |    -13939 | NC      | $19346124.08  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIV OF NORTH CAROLINA NC AT CHAPEL HILL  REVENUE            | University of North Carolina at Chapel Hill                                                                                                | CUSIP: 914713K68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9595000 | PA      | $8586147.16   | 0.04%             | 2034-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PASADENA CA PUBLIC FING AUTH LEASE REVENUE                   | Pasadena Public Financing Authority                                                                                                        | CUSIP: 702274AW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  26795000 | PA      | $31508854.11  | 0.15%             | 2043-03-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| HADRIAN MERGER SUB                                           | Hadrian Merger Sub Inc                                                                                                                     | CUSIP: 42239PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23581000 | PA      | $20874019.11  | 0.10%             | 2026-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                        | Georgetown University/The                                                                                                                  | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |  17968000 | PA      | $11435260.86  | 0.05%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                 | American Express Credit Account Master Trust                                                                                               | CUSIP: 02582JJR2<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |  72423000 | PA      | $67243777.79  | 0.32%             | 2026-11-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                     | Pioneer Natural Resources Co                                                                                                               | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |  27216000 | PA      | $21575704.72  | 0.10%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                    | Hess Corp                                                                                                                                  | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |  32658000 | PA      | $31013732.08  | 0.15%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EXPORT FIN & INS CORP                                        | Export Finance & Insurance Corp                                                                                                            | CUSIP: 30220L2B9<br>LEI: 213800XAAULSUYWPBB61 | Long             | DBT              | NUSS              | AU        |  57165000 | PA      | $57807017.83  | 0.27%             | 2027-10-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                              | MEG Energy Corp                                                                                                                            | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |  46740000 | PA      | $44136582.00  | 0.21%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                                                                            | CUSIP: 3140XFJT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  53274109 | PA      | $46051200.05  | 0.22%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                          | Minejesa Capital BV                                                                                                                        | CUSIP: 602736AA8<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |  17191000 | PA      | $15131518.20  | 0.07%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                | Long: SPL000LB5 CDS USD R F  1.50000 SPL000LB5_FEE CMBX / Short: SPL000LB5 CDS USD P V 01MEVENT SPL000LB5_PRO CMBX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |  18980000 | OU      | $-101587.98   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-210165.06   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                  | Workday Inc                                                                                                                                | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |  41702000 | PA      | $36928450.46  | 0.17%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                       | Marriott International Inc/MD                                                                                                              | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |  27083000 | PA      | $22604479.56  | 0.11%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                                       | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                                                  | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |  23142000 | PA      | $21620066.37  | 0.10%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ACBL HLDG CORP                                               | ACBL HLDG CORP                                                                                                                             | CUSIP: 00085Q605<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    205069 | NS      | $10355984.50  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Generation Bridge Acquisition, LLC                           | Generation Bridge Acquisition, LLC Term Loan B                                                                                             | CUSIP: 37147PAB6<br>LEI: 25490066N7XDZZBNGZ02 | Long             | LON              | CORP              | US        |  14031459 | PA      | $13943762.58  | 0.07%             | 2028-12-01      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                          | Freddie Mac STACR REMIC Trust 2022-HQA3                                                                                                    | CUSIP: 35564KE39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10531790 | PA      | $10526472.17  | 0.05%             | 2042-08-25      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                      | New Jersey Transportation Trust Fund Authority                                                                                             | CUSIP: 6461366S5<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |  18845000 | PA      | $15190551.22  | 0.07%             | 2042-06-15      | Fixed         | 4.13%                 | 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        |  17795000 | PA      | $19408832.11  | 0.09%             | 2042-01-01      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                     | United Overseas Bank Ltd                                                                                                                   | CUSIP: 91127KAE2<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |  26650000 | PA      | $23292863.26  | 0.11%             | 2031-10-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                     | Ontario Teachers' Finance Trust                                                                                                            | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |  26518000 | PA      | $23111846.43  | 0.11%             | 2026-09-21      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                         | Las Vegas Sands Corp                                                                                                                       | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |  36161000 | PA      | $32691324.57  | 0.15%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chassix Holdings Inc                                         | CHASSIX HOLDINGS INC                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    607057 | NS      | $10623497.50  | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                          | Medline Borrower LP                                                                                                                        | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |  35514000 | PA      | $28686255.93  | 0.14%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Monongahela Power Co                                         | Monongahela Power Co                                                                                                                       | CUSIP: 610202BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  26657000 | PA      | $25095448.40  | 0.12%             | 2027-05-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                 | CSMC 2021-BPNY                                                                                                                             | CUSIP: 12659XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  47580000 | PA      | $46720143.76  | 0.22%             | 2023-08-15      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| RAYONIER LP                                                  | Rayonier LP                                                                                                                                | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              |  | US        |  50062000 | PA      | $40339151.10  | 0.19%             | 2031-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                         | Kraft Heinz Foods Co                                                                                                                       | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |  80041000 | PA      | $65408792.84  | 0.31%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                  | Prologis LP                                                                                                                                | CUSIP: 74340XBL4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |  15050000 | PA      | $14385880.37  | 0.07%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                | Long: SPI400S24 CDS USD R F  1.50000 SPI400S24_FEE CMBX / Short: SPI400S24 CDS USD P V 01MEVENT SPI400S24_PRO CMBX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |   9490000 | OU      | $-305741.13   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                     | Kaiser Foundation Hospitals                                                                                                                | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |  17628000 | PA      | $15024466.21  | 0.07%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                   | Intuit Inc                                                                                                                                 | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |  36086000 | PA      | $29034899.53  | 0.14%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Genesis Sales Finance Master Trust                           | Genesis Sales Finance Master Trust                                                                                                         | CUSIP: 37186XAK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25102000 | PA      | $23520825.02  | 0.11%             | 2026-12-21      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                                     | PetSmart Inc / PetSmart Finance Corp                                                                                                       | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17935000 | PA      | $16270847.04  | 0.08%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                              | Danske Bank A/S                                                                                                                            | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  12315000 | PA      | $11341830.77  | 0.05%             | 2028-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4503000 | PA      | $4529586.16   | 0.02%             | 2053-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                 | AES Corp/The                                                                                                                               | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |  46563000 | PA      | $37150808.26  | 0.18%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| HECLA MINING CO                                              | Hecla Mining Co                                                                                                                            | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |  25587000 | PA      | $25233410.18  | 0.12%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                   | Nucor Corp                                                                                                                                 | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |    236970 | NS      | $31235015.70  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                                               | Tetra Tech Inc                                                                                                                             | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |    144000 | NS      | $20907360.00  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHEGAN TRIBAL GAMING AU                                     | Mohegan Tribal Gaming Authority                                                                                                            | CUSIP: 608328BH2<br>LEI: 549300UB083Z2NRDHC48 | Long             | DBT              | CORP              | US        |  43979000 | PA      | $41209202.58  | 0.19%             | 2026-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                        | Republic Services Inc                                                                                                                      | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |  28030000 | PA      | $22435707.29  | 0.11%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                               | Amazon.com Inc                                                                                                                             | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  20632000 | PA      | $17845710.30  | 0.08%             | 2057-08-22      | Fixed         | 4.25%                 | 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        |  26936000 | PA      | $23638739.46  | 0.11%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                     | Republic of South Africa Government International Bond                                                                                     | CUSIP: 836205AU8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  57713000 | PA      | $51653135.00  | 0.24%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONDOR MERGER SUB INC                                        | Condor Merger Sub Inc                                                                                                                      | CUSIP: 579063AB4<br>LEI: 254900SAGUYT3MBUU161 | Long             | DBT              | CORP              | US        |   7911000 | PA      | $6374809.58   | 0.03%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SABAL TRAIL TRANS                                            | Sabal Trail Transmission LLC                                                                                                               | CUSIP: 78516FAA7<br>LEI: 5493002DWITGSZFUI977 | Long             | DBT              | CORP              | US        |  20166000 | PA      | $18725030.00  | 0.09%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NVR INC                                                      | NVR Inc                                                                                                                                    | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |  36185000 | PA      | $30458345.98  | 0.14%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                           | Viterra Finance BV                                                                                                                         | CUSIP: 92852LAA7<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |  39671000 | PA      | $34447167.55  | 0.16%             | 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        |  29542000 | PA      | $23782787.10  | 0.11%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                           | Dominican Republic International Bond                                                                                                      | CUSIP: 25714PEN4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |  77453000 | PA      | $70157083.08  | 0.33%             | 2033-02-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EFS Cogen Holdings I LLC                                     | EFS Cogen Holdings I LLC 2020 Term Loan B                                                                                                  | CUSIP: 26844HAJ6<br>LEI: 549300KDKPYR8NXXKI52 | Long             | LON              | CORP              | US        |  25072122 | PA      | $24172157.83  | 0.11%             | 2027-10-01      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                        | AMMC CLO 24 Ltd                                                                                                                            | CUSIP: 00177LAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  17180000 | PA      | $16107288.02  | 0.08%             | 2035-01-20      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  42425000 | PA      | $42521359.48  | 0.20%             | 2053-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  18656000 | PA      | $19964718.40  | 0.09%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                  | Oracle Corp                                                                                                                                | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  13581000 | PA      | $9200448.86   | 0.04%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H060622<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        | 172961000 | PA      | $175411878.13 | 0.83%             | 2053-02-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                        | Tenet Healthcare Corp                                                                                                                      | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |  23297000 | PA      | $22077931.82  | 0.10%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Vue International Bidco p.l.c.                               | Vue International Bidco p.l.c. 2019 EUR Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 2138002KEV3Y56IJTC64 | Long             | LON              | CORP              | GB        |  18451184 | PA      | $11307482.16  | 0.05%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Arch Capital Finance LLC                                     | Arch Capital Finance LLC                                                                                                                   | CUSIP: 03939CAA1<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |  23425000 | PA      | $22371176.25  | 0.11%             | 2026-12-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                          | NOVA Chemicals Corp                                                                                                                        | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |  27282000 | PA      | $22343139.54  | 0.11%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Crown Cork & Seal Co Inc                                     | Crown Cork & Seal Co Inc                                                                                                                   | CUSIP: 228255AH8<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |   6326000 | PA      | $6523560.98   | 0.03%             | 2026-12-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                     | Electricite de France SA                                                                                                                   | CUSIP: 268317AS3<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |  16500000 | PA      | $15921073.08  | 0.08%             | 2025-10-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                        | Brooklyn Union Gas Co/The                                                                                                                  | CUSIP: 114259AN4<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |  22916000 | PA      | $21506542.71  | 0.10%             | 2026-03-10      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| THE MET                                                      | Metropolitan Museum of Art/The                                                                                                             | CUSIP: 592189AA2<br>LEI: 549300LS1O4XQ1SY7T11 | Long             | DBT              | CORP              | US        |  26471000 | PA      | $20875290.81  | 0.10%             | 2045-07-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DEVT BANK OF MONGOLIA                                        | Development Bank of Mongolia LLC                                                                                                           | CUSIP: 25161AAA7<br>LEI: 254900HRWK3OKXS9UW60 | Long             | DBT              | NUSS              | MN        |   3216000 | PA      | $2887003.07   | 0.01%             | 2023-10-23      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                      | GLP Capital LP / GLP Financing II Inc                                                                                                      | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17589000 | PA      | $17325157.08  | 0.08%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                             | OneMain Financial Issuance Trust 2020-2                                                                                                    | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  26005000 | PA      | $22757547.61  | 0.11%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                          | NCL Corp Ltd                                                                                                                               | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |  27215000 | PA      | $23607787.83  | 0.11%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                     | Venture Global Calcasieu Pass LLC                                                                                                          | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |  26626000 | PA      | $23344478.63  | 0.11%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                                                                                     | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  30196000 | PA      | $32803196.92  | 0.16%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                               | McCormick & Co Inc/MD                                                                                                                      | CUSIP: 579780AQ0<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |  38311000 | PA      | $32037123.60  | 0.15%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HELLAS II                                                    | Hellas Telecommunications Luxembourg II SCA                                                                                                | CUSIP: 88706QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |  15000000 | PA      | $1500.00      | 0.00%             | 2015-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ENDEAVOR ENERGY RESOURCE                                     | Endeavor Energy Resources LP / EER Finance Inc                                                                                             | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  57117000 | PA      | $54783770.55  | 0.26%             | 2028-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                           | Cenovus Energy Inc                                                                                                                         | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |  71982000 | PA      | $64729596.83  | 0.31%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TRANSATLANTIC HOLDINGS                                       | Transatlantic Holdings Inc                                                                                                                 | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |  17809000 | PA      | $22181380.20  | 0.10%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                 | GS Mortgage Securities Corp Trust 2021-RENT                                                                                                | CUSIP: 36260XAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11448383 | PA      | $10464944.34  | 0.05%             | 2035-11-21      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                       | Toll Brothers Finance Corp                                                                                                                 | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17203000 | PA      | $15659623.91  | 0.07%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                    | Alibaba Group Holding Ltd                                                                                                                  | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |    485120 | NS      | $42734220.80  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC INDUSTRY                                           | Amgen Inc                                                                                                                                  | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |  54481000 | PA      | $43476872.59  | 0.21%             | 2052-02-22      | Fixed         | 4.20%                 | 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      | $75599.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                       | US 10YR NOTE (CBT)MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -2947 | NC      | $502242.47    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VZ SECURED FINANCING BV                                      | VZ Secured Financing BV                                                                                                                    | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |  47758000 | PA      | $38895615.28  | 0.18%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                    | Archer-Daniels-Midland Co                                                                                                                  | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |    260606 | NS      | $24197267.10  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Holdings Ltd                                         | Tencent Holdings Ltd                                                                                                                       | CUSIP: 88032WAG1<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |  58991000 | PA      | $54169572.95  | 0.26%             | 2028-01-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                           | Union Pacific Corp                                                                                                                         | CUSIP: 907818EP9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |  31560000 | PA      | $29430190.44  | 0.14%             | 2027-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                      | Japan Bank for International Cooperation                                                                                                   | CUSIP: 471048CT3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |  54052000 | PA      | $52892372.72  | 0.25%             | 2025-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280DA4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  59095000 | PA      | $55589895.31  | 0.26%             | 2026-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H030625<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        | 148709000 | PA      | $132546498.39 | 0.63%             | 2053-02-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                        | Louisville Gas and Electric Co                                                                                                             | CUSIP: 546676AX5<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |  15039000 | PA      | $12504503.05  | 0.06%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HONOLULU CITY & CNTY HI WSTWTR SYS REVENUE                   | City & County Honolulu HI Wastewater System Revenue                                                                                        | CUSIP: 438701Z56<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6635000 | PA      | $5095765.59   | 0.02%             | 2031-07-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROU                                     | Selective Insurance Group Inc                                                                                                              | CUSIP: 816300AH0<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |  19241000 | PA      | $16572575.77  | 0.08%             | 2049-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                     | KLA Corp                                                                                                                                   | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |  22891000 | PA      | $22136160.58  | 0.10%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Madrigal Pharmaceuticals Inc                                 | Madrigal Pharmaceuticals Inc                                                                                                               | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |     35764 | NS      | $10380501.00  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CALPINE CORP                                                 | Calpine Corp                                                                                                                               | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |  23574000 | PA      | $21079474.76  | 0.10%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                          | Churchill Downs Inc                                                                                                                        | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |  36420000 | PA      | $32647616.40  | 0.15%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS PWR & LIGHT                                     | Indianapolis Power & Light Co                                                                                                              | CUSIP: 455434BV1<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |  19031000 | PA      | $19578673.36  | 0.09%             | 2032-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                  | Gap Inc/The                                                                                                                                | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |  32706000 | PA      | $22864274.66  | 0.11%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING                                     | NextEra Energy Operating Partners LP                                                                                                       | CUSIP: 65342QAL6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |  46654000 | PA      | $42781471.67  | 0.20%             | 2026-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                              | Long: SPP0096I4 CDS USD R F  1.00000 F_SPP0096I4 CCPCDX / Short: SPP0096I4 CDS USD P V 03MEVENT P_SPP0096I4 CCPCDX                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        | 226587000 | OU      | $-13156708.69 | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                             | DT Midstream Inc                                                                                                                           | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  27294000 | PA      | $24019675.29  | 0.11%             | 2032-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Perimeter Master Note Business Trust                         | Perimeter Master Note Business Trust                                                                                                       | CUSIP: 71384PAE1<br>LEI: 5493005H6EB040833X54 | Long             | ABS-O            | CORP              | US        |  36752362 | PA      | $36371681.44  | 0.17%             | 2024-05-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                                                                            | CUSIP: 3140QPAL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  52769103 | PA      | $50313211.47  | 0.24%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LP                                     | Viper Energy Partners LP                                                                                                                   | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |  37953000 | PA      | $36102050.03  | 0.17%             | 2027-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                     | Bellis Acquisition Co PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |  27281000 | PA      | $26958145.40  | 0.13%             | 2026-02-16      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                                                 | Centene Corp                                                                                                                               | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  36733000 | PA      | $33650764.09  | 0.16%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                     | California Resources Corp                                                                                                                  | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |  42110000 | PA      | $40519084.20  | 0.19%             | 2026-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DIST OF COLUMBIA INCOME TAX SECURED REVENUE                  | District of Columbia                                                                                                                       | CUSIP: 25477GCY9<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |  14130000 | PA      | $14697958.18  | 0.07%             | 2034-12-01      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co Ltd                                        | Daiichi Sankyo Co Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |   1143105 | NS      | $36792766.75  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| NSG HOLDINGS LLC/NSG HLD                                     | NSG Holdings LLC / NSG Holdings Inc                                                                                                        | CUSIP: 62940QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6412442 | PA      | $6239627.07   | 0.03%             | 2025-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 21 Ltd                                           | Elmwood CLO 21 Ltd                                                                                                                         | CUSIP: 289907AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  42000000 | PA      | $41894334.30  | 0.20%             | 2035-11-20      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20055000 | PA      | $19875341.69  | 0.09%             | 2053-01-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                        | Tenet Healthcare Corp                                                                                                                      | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |  46407000 | PA      | $41647034.01  | 0.20%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                     | Western Midstream Operating LP                                                                                                             | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |  77630000 | PA      | $67939835.25  | 0.32%             | 2030-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MT SINAI HOSPITAL                                            | Mount Sinai Hospitals Group Inc                                                                                                            | CUSIP: 623115AE2<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |  21163000 | PA      | $15707473.61  | 0.07%             | 2049-07-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                              | Benefit Street Partners CLO XIX Ltd                                                                                                        | CUSIP: 08182RAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7921867 | PA      | $7698168.05   | 0.04%             | 2033-01-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty Ltd                                      | Ausgrid Finance Pty Ltd                                                                                                                    | CUSIP: 052113AB3<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |  26731000 | PA      | $24833947.71  | 0.12%             | 2028-08-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                         | Mercedes-Benz Auto Receivables Trust 2022-1                                                                                                | CUSIP: 58768PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  74465000 | PA      | $75160026.52  | 0.36%             | 2027-08-16      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                          | Sprint Capital Corp                                                                                                                        | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        | 123783000 | PA      | $128758457.69 | 0.61%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                       | Santander Drive Auto Receivables Trust 2022-3                                                                                              | CUSIP: 80285UAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23367000 | PA      | $22812335.18  | 0.11%             | 2027-08-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                 | Calpine Corp                                                                                                                               | CUSIP: 131347CR5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |  27340000 | PA      | $22048504.31  | 0.10%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                       | Southwestern Energy Co                                                                                                                     | CUSIP: 845467AS8<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |  36200000 | PA      | $33084772.80  | 0.16%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                     | Builders FirstSource Inc                                                                                                                   | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |  22360000 | PA      | $18167115.41  | 0.09%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                     | Connect Finco SARL / Connect US Finco LLC                                                                                                  | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |  27469000 | PA      | $25513743.39  | 0.12%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                 | Assurant Inc                                                                                                                               | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |  17457000 | PA      | $14821989.10  | 0.07%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                      | Exxon Mobil Corp                                                                                                                           | CUSIP: 30231GAT9<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |  16279000 | PA      | $15545560.40  | 0.07%             | 2026-03-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd              | Arbor Realty Commercial Real Estate Notes 2022-FL2 Ltd                                                                                     | CUSIP: 03881JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  28860000 | PA      | $28153498.25  | 0.13%             | 2037-05-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                   | Apidos CLO XXIII                                                                                                                           | CUSIP: 03765YAU8<br>LEI: 635400C39IXGGYE6DH05 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3920939.60   | 0.02%             | 2033-04-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                           | Meta Platforms Inc                                                                                                                         | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |  45345000 | PA      | $36268825.51  | 0.17%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                       | SCIH Salt Holdings Inc                                                                                                                     | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  32825000 | PA      | $26482536.43  | 0.13%             | 2029-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                 | VeriSign Inc                                                                                                                               | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |  30287000 | PA      | $24742059.67  | 0.12%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                      | United Rentals North America Inc                                                                                                           | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |  14944000 | PA      | $14194633.12  | 0.07%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                         | Entergy Arkansas LLC                                                                                                                       | CUSIP: 29364DAT7<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |  16883000 | PA      | $14736123.79  | 0.07%             | 2044-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fluor Corp                                                   | Fluor Corp                                                                                                                                 | CUSIP: 343412AF9<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |  53545000 | PA      | $48285437.43  | 0.23%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                     | Neuberger Berman Loan Advisers CLO 37 Ltd                                                                                                  | CUSIP: 64133GAR1<br>LEI: 5493006JG853WBZS5J73 | Long             | ABS-CBDO         | CORP              | KY        |  14330000 | PA      | $14044805.20  | 0.07%             | 2031-07-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                               | Amazon.com Inc                                                                                                                             | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  18691000 | PA      | $18715527.08  | 0.09%             | 2034-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                         | Tencent Holdings Ltd                                                                                                                       | CUSIP: 88032WAH9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |  43424000 | PA      | $34677435.87  | 0.16%             | 2038-01-19      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                        | Continental Resources Inc/OK                                                                                                               | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |  83971000 | PA      | $77076141.19  | 0.36%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                     | Hilton Domestic Operating Co Inc                                                                                                           | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |  25501000 | PA      | $22092536.34  | 0.10%             | 2029-05-01      | Fixed         | 3.75%                 | 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      | $-2866946.17  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                            | CDP Financial Inc                                                                                                                          | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |  70919000 | PA      | $63128132.26  | 0.30%             | 2026-05-26      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Mirabela Nickel Ltd                                          | MIRABELA NICKEL                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185297 | PA      | $18.53        | 0.00%             | 2044-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| TRAVEL + LEISURE CO                                          | Travel + Leisure Co                                                                                                                        | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |  24188000 | PA      | $22998194.94  | 0.11%             | 2027-04-01      | Fixed         | 6.00%                 | 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      | $-6018279.68  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                          | COMM 2014-UBS5 Mortgage Trust                                                                                                              | CUSIP: 12592KBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17906000 | PA      | $17131932.57  | 0.08%             | 2047-09-10      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                       | Diamondback Energy Inc                                                                                                                     | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |  51408000 | PA      | $45213918.97  | 0.21%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                             | Vmed O2 UK Financing I PLC                                                                                                                 | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |  79831000 | PA      | $64804410.87  | 0.31%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                         | Enel Finance International NV                                                                                                              | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |  26348000 | PA      | $23097218.54  | 0.11%             | 2028-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                          | Freddie Mac Stacr Remic Trust 2020-DNA1                                                                                                    | CUSIP: 35565HBD6<br>LEI: 5493003FQV7GR462GO02 | Long             | ABS-MBS          | USGSE             | US        |  10800000 | PA      | $10204068.96  | 0.05%             | 2050-01-25      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                            | Huntington Ingalls Industries Inc                                                                                                          | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |    145816 | NS      | $33636834.88  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CPPIB CAPITAL INC                                            | CPPIB Capital Inc                                                                                                                          | CUSIP: 22411VAV0<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |  72201000 | PA      | $73547667.06  | 0.35%             | 2025-04-04      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                     | Constellation Energy Generation LLC                                                                                                        | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |  42744000 | PA      | $43788358.60  | 0.21%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                 | GS Mortgage Securities Corp II                                                                                                             | CUSIP: 36266CAJ5<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |  27860000 | PA      | $26298829.80  | 0.12%             | 2036-11-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                 | Newmont Corp                                                                                                                               | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |    896388 | NS      | $42309513.60  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYTHEON TECH CORP                                           | Raytheon Technologies Corp                                                                                                                 | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |  23649000 | PA      | $22683159.00  | 0.11%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd                                                  | Bacardi Ltd                                                                                                                                | CUSIP: 067316AD1<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |  23151000 | PA      | $20950192.78  | 0.10%             | 2026-07-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                     | Vistra Operations Co LLC                                                                                                                   | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |  53839000 | PA      | $46497077.86  | 0.22%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Olin Corp                                                    | Olin Corp                                                                                                                                  | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |  27219000 | PA      | $24885651.23  | 0.12%             | 2030-02-01      | Fixed         | 5.00%                 | 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        |   5750000 | PA      | $5301633.98   | 0.03%             | 2027-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                       | FMG Resources August 2006 Pty Ltd                                                                                                          | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |  28318000 | PA      | $26450286.31  | 0.12%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                        | Province of Ontario Canada                                                                                                                 | CUSIP: 68333ZAR8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |  49902000 | PA      | $31657180.15  | 0.15%             | 2029-11-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| TEXAS ST A & M UNIV PERM UNIV FUND                           | Permanent University Fund - Texas A&M University System                                                                                    | CUSIP: 8821175V2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  36015000 | PA      | $29617223.37  | 0.14%             | 2047-07-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Regatta XII Funding Ltd.                                     | Regatta XII Funding Ltd                                                                                                                    | CUSIP: 75888HAQ4<br>LEI: 2549001ZYXDVCT6R4I31 | Long             | ABS-CBDO         | CORP              | KY        |  11440000 | PA      | $10733206.60  | 0.05%             | 2032-10-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | JP        |         1 | NC      | $22037.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                     | Cheniere Energy Partners LP                                                                                                                | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |  42841000 | PA      | $34103866.80  | 0.16%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-291774.73   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                                                                            | CUSIP: 3140XCWV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  35048307 | PA      | $30051848.94  | 0.14%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LAREDO PETROLEUM INC                                         | Laredo Petroleum Inc                                                                                                                       | CUSIP: 516806AG1<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |  69890000 | PA      | $68263962.32  | 0.32%             | 2028-01-15      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| Astoria Energy LLC                                           | Astoria Energy LLC 2020 Term Loan B                                                                                                        | CUSIP: 04626LAE9<br>LEI: 549300BXD26J7I0IPB62 | Long             | LON              | CORP              | US        |  36847140 | PA      | $36447901.65  | 0.17%             | 2027-12-10      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                          | United Airlines Inc                                                                                                                        | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |  24476000 | PA      | $21354103.33  | 0.10%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO LTD                                         | Marble Point CLO XVII Ltd                                                                                                                  | CUSIP: 56606CAC7<br>LEI: 2549003LUS5LG1CTZP23 | Long             | ABS-CBDO         | CORP              | KY        |   9348354 | PA      | $8972381.90   | 0.04%             | 2033-04-20      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                             | Puget Energy Inc                                                                                                                           | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |  26265000 | PA      | $23514828.88  | 0.11%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  19495000 | PA      | $17713453.71  | 0.08%             | 2053-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                            | Suncor Energy Inc                                                                                                                          | CUSIP: 867224AB3<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |  56345000 | PA      | $42968287.37  | 0.20%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd                                            | Kosmos Energy Ltd                                                                                                                          | CUSIP: 500688AC0<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |  13627000 | PA      | $11638548.16  | 0.05%             | 2026-04-04      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                         | Kraft Heinz Foods Co                                                                                                                       | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |  72632000 | PA      | $63416434.41  | 0.30%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA SPAIN SLU                                      | AI Candelaria Spain SA                                                                                                                     | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |  31027000 | PA      | $23645056.16  | 0.11%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                   | Cigna Corp                                                                                                                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     66599 | NS      | $22066912.66  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Financiere Richemont SA                                  | Cie Financiere Richemont SA                                                                                                                | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |    261656 | NS      | $33926296.87  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                      | Frontier Communications Holdings LLC                                                                                                       | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  34689000 | PA      | $32287480.53  | 0.15%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-1098564.35  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                     | Smyrna Ready Mix Concrete LLC                                                                                                              | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |  27656000 | PA      | $24801624.24  | 0.12%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                                     | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd                                                                  | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23608800 | PA      | $23523852.00  | 0.11%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                            | NatWest Group PLC                                                                                                                          | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  31364000 | PA      | $32672169.54  | 0.15%             | 2026-11-10      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN                                     | Magellan Midstream Partners LP                                                                                                             | CUSIP: 559080AP1<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |  46288000 | PA      | $34080282.92  | 0.16%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                  | OCP CLO 2016-12 Ltd                                                                                                                        | CUSIP: 67092RAL2<br>LEI: 254900U8BS6KLMI9K654 | Long             | ABS-CBDO         | CORP              | KY        |  51270000 | PA      | $49776549.50  | 0.24%             | 2033-04-18      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                        | AMMC CLO XIII Ltd                                                                                                                          | CUSIP: 00176DAJ8<br>LEI: 549300R4YQWFRASHVE93 | Long             | ABS-CBDO         | CORP              | KY        |   3440000 | PA      | $3353653.49   | 0.02%             | 2029-07-24      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                              | Hershey Co/The                                                                                                                             | CUSIP: 427866BG2<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |  20433000 | PA      | $13366357.29  | 0.06%             | 2050-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                             | W R Berkley Corp                                                                                                                           | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |    288847 | NS      | $20961626.79  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PORT OF SEATTLE WA REVENUE                                   | Port of Seattle WA                                                                                                                         | CUSIP: 735389ZD3<br>LEI: 549300T9UCDUJ3GZL429 | Long             | DBT              | MUN               | US        |  10040000 | PA      | $8877309.77   | 0.04%             | 2032-05-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                     | Univision Communications Inc                                                                                                               | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |  40941000 | PA      | $34314085.04  | 0.16%             | 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        |  28272000 | PA      | $25886360.01  | 0.12%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Alloy Finco Limited                                          | Alloy Finco Limited 2020 USD Term Loan B2                                                                                                  | CUSIP: 25769EAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8102769 | PA      | $7500166.09   | 0.04%             | 2024-03-06      | Floating      | 10.91%                | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                | Ballyrock CLO 2019-1 Ltd                                                                                                                   | CUSIP: 05875JAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9550000 | PA      | $9354109.64   | 0.04%             | 2032-07-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                       | Southwestern Energy Co                                                                                                                     | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |  24488000 | PA      | $20974339.32  | 0.10%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                              | Madison IAQ LLC                                                                                                                            | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |  27192000 | PA      | $18688486.22  | 0.09%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                             | Flatiron CLO 18 Ltd                                                                                                                        | CUSIP: 33883GAA5<br>LEI: 5493008L4GGS612L9S27 | Long             | ABS-CBDO         | CORP              | KY        |  41500000 | PA      | $40935349.34  | 0.19%             | 2031-04-17      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                          | Electronic Arts Inc                                                                                                                        | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |  31731000 | PA      | $20613301.96  | 0.10%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                       | Diamondback Energy Inc                                                                                                                     | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |  41161000 | PA      | $31542678.22  | 0.15%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy Inc                                     | Patterson-UTI Energy Inc                                                                                                                   | CUSIP: 703481AB7<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |  29660000 | PA      | $26185968.10  | 0.12%             | 2028-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                  | State of Illinois                                                                                                                          | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |  62845000 | PA      | $60382223.86  | 0.29%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                                      | LCPR Senior Secured Financing DAC                                                                                                          | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |  22575000 | PA      | $21159999.00  | 0.10%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                     | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  59740000 | PA      | $49154370.70  | 0.23%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OZK                                                     | Bank OZK                                                                                                                                   | CUSIP: 06417NA94<br>LEI: 549300VYK2WBD7SST478 | Long             | DBT              | CORP              | US        |  41658000 | PA      | $35581679.14  | 0.17%             | 2031-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EDP FINANCE BV                                               | EDP Finance BV                                                                                                                             | CUSIP: 26835PAJ9<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |  44581000 | PA      | $45933330.31  | 0.22%             | 2027-10-11      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| JOHNSON (S.C.) & SON INC                                     | SC Johnson & Son Inc                                                                                                                       | CUSIP: 478165AH6<br>LEI: PH5ZFDENRYXEVLP50443 | Long             | DBT              | CORP              | US        |  26021000 | PA      | $23157301.26  | 0.11%             | 2046-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP                                                                            | CUSIP: 466317AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  38023012 | PA      | $34707724.36  | 0.16%             | 2037-04-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                     | Northwestern Mutual Life Insurance Co/The                                                                                                  | CUSIP: 668138AA8<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |  28610000 | PA      | $21960512.44  | 0.10%             | 2047-09-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H042612<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15334000 | PA      | $14877430.76  | 0.07%             | 2053-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS                                        | Merlin Entertainments Ltd                                                                                                                  | CUSIP: 59010QAB2<br>LEI: 549300ZTI0VEFO6WV007 | Long             | DBT              | CORP              | GB        |  27129000 | PA      | $25442050.96  | 0.12%             | 2026-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                        | Molina Healthcare Inc                                                                                                                      | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |  32951000 | PA      | $27972918.12  | 0.13%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                      | Fidelity National Financial Inc                                                                                                            | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |  20928000 | PA      | $19888827.48  | 0.09%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                  | Rad CLO 7 Ltd                                                                                                                              | CUSIP: 48661CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  17943962 | PA      | $17591140.28  | 0.08%             | 2033-04-17      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                                            | MC Brazil Downstream Trading SARL                                                                                                          | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |  29276000 | PA      | $24198309.08  | 0.11%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                        | Bath & Body Works Inc                                                                                                                      | CUSIP: 501797AN4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |  16298000 | PA      | $15160888.54  | 0.07%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                     | USA Compression Partners LP / USA Compression Finance Corp                                                                                 | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  27265000 | PA      | $25536542.41  | 0.12%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                      | Providence St Joseph Health Obligated Group                                                                                                | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14960000 | PA      | $12691631.06  | 0.06%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                             | CSC Holdings LLC                                                                                                                           | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  54525000 | PA      | $38605608.38  | 0.18%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H042620<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        | 140457000 | PA      | $136307818.75 | 0.64%             | 2053-02-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LAREDO PETROLEUM INC                                         | Laredo Petroleum Inc                                                                                                                       | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |  49641000 | PA      | $44745598.68  | 0.21%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                          | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  46994000 | PA      | $43315531.02  | 0.20%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                              | NGPL PipeCo LLC                                                                                                                            | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |  25138000 | PA      | $23917763.52  | 0.11%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F062614<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  55522000 | PA      | $56870480.03  | 0.27%             | 2053-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                        | Tenet Healthcare Corp                                                                                                                      | CUSIP: 88033GDN7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |  28176000 | PA      | $24437608.32  | 0.12%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fidelity Investments                                         | Fidelity Investments Money Market Government Portfolio                                                                                     | CUSIP: 31607A703<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |  19966973 | NS      | $19966972.51  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARLE CORP                                               | Albemarle Corp                                                                                                                             | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |  27236000 | PA      | $26603474.68  | 0.13%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                                                                           | CUSIP: 3132DNNR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  46695638 | PA      | $46781723.71  | 0.22%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka                                        | Sri Lanka Government International Bond                                                                                                    | CUSIP: 85227SAK2<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |  45243000 | PA      | $14936425.39  | 0.07%             | 2022-07-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                     | Allison Transmission Inc                                                                                                                   | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |  32553000 | PA      | $26815533.75  | 0.13%             | 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        |  39505000 | PA      | $33255799.26  | 0.16%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                       | Roper Technologies Inc                                                                                                                     | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |  30818000 | PA      | $23813903.77  | 0.11%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                                | Cable One Inc                                                                                                                              | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |  38617000 | PA      | $30350674.33  | 0.14%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                                                                            | CUSIP: 3140XCYM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22121914 | PA      | $20506361.22  | 0.10%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                        | Bank of Ireland Group PLC                                                                                                                  | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |  26809000 | PA      | $22671457.11  | 0.11%             | 2027-09-30      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                          | Churchill Downs Inc                                                                                                                        | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |  51639000 | PA      | $49010838.78  | 0.23%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rede D'or Finance Sarl                                       | Rede D'or Finance Sarl                                                                                                                     | CUSIP: 75735KAA7<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | LU        |  16562000 | PA      | $15323493.64  | 0.07%             | 2028-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                         | SRS Distribution Inc                                                                                                                       | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |  29701000 | PA      | $26366770.20  | 0.12%             | 2028-07-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                            | Post Holdings Inc                                                                                                                          | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |  37712000 | PA      | $32614280.40  | 0.15%             | 2030-04-15      | Fixed         | 4.62%                 | 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      | $629062.50    | 0.00%             | 2024-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                                                                            | CUSIP: 3140QGKS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14112782 | PA      | $12640957.54  | 0.06%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BankUnited Inc                                               | BankUnited Inc                                                                                                                             | CUSIP: 06652KAA1<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |  24313000 | PA      | $23960638.26  | 0.11%             | 2025-11-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CS Master Trust                                              | CS Master Trust                                                                                                                            | CUSIP: 12598DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  34200000 | PA      | $34066380.60  | 0.16%             | 2025-04-15      | Floating      | 8.19%                 | No            |                  3 | On Loan: No      |
| Halcyon Loan Advisors Funding Ltd                            | Halcyon Loan Advisors Funding 2017-2 Ltd                                                                                                   | CUSIP: 40490BAC2<br>LEI: 549300IKIM3YK4H3N895 | Long             | ABS-CBDO         | CORP              | KY        |   9320145 | PA      | $9138476.45   | 0.04%             | 2030-01-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| El Paso Electric Co                                          | El Paso Electric Co                                                                                                                        | CUSIP: 283677AZ5<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |  20062000 | PA      | $17638836.61  | 0.08%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                     | Huntington Ingalls Industries Inc                                                                                                          | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |  45059000 | PA      | $41001910.62  | 0.19%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                      | Honeywell International Inc                                                                                                                | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |  25284000 | PA      | $26815432.76  | 0.13%             | 2034-11-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                                 | SM Energy Co                                                                                                                               | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |  22496000 | PA      | $21875672.80  | 0.10%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                      | Crescent Energy Finance LLC                                                                                                                | CUSIP: 45344LAA1<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |  35562000 | PA      | $33556836.63  | 0.16%             | 2026-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                          | Ecuador Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |  35957093 | PA      | $23284680.06  | 0.11%             | 2030-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Markel Corp                                                  | Markel Corp                                                                                                                                | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |     17132 | NS      | $22571238.68  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO IL TRANSIT AUTH SALES TAX RECPTS REVENUE             | Chicago Transit Authority                                                                                                                  | CUSIP: 16772PAQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12385000 | PA      | $13346080.95  | 0.06%             | 2040-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                          | SVB Financial Group                                                                                                                        | CUSIP: 78486QAP6<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |  23113000 | PA      | $15206590.71  | 0.07%             | 2026-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                               | Hershey Co/The                                                                                                                             | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |    137735 | NS      | $31895293.95  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION REVENUE                          | County of Miami-Dade FL Aviation Revenue                                                                                                   | CUSIP: 59333P3W6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  18040000 | PA      | $15967285.18  | 0.08%             | 2041-10-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| PDC Energy Inc                                               | PDC Energy Inc                                                                                                                             | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |  56834000 | PA      | $54344670.80  | 0.26%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                           | Steel Dynamics Inc                                                                                                                         | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |  24765000 | PA      | $21832390.61  | 0.10%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE   | Foothill-Eastern Transportation Corridor Agency                                                                                            | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  27039000 | PA      | $20503844.05  | 0.10%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                     | Live Nation Entertainment Inc                                                                                                              | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |  46014000 | PA      | $39322529.09  | 0.19%             | 2028-01-15      | Fixed         | 3.75%                 | 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      | $727377.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                 | Assurant Inc                                                                                                                               | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $18549329.25  | 0.09%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                             | Vmed O2 UK Financing I PLC                                                                                                                 | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |  50478000 | PA      | $41104487.79  | 0.19%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MET TRANSPRTN AUTH NY REVENUE                                | Metropolitan Transportation Authority                                                                                                      | CUSIP: 59261AG76<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |  18010000 | PA      | $15604609.61  | 0.07%             | 2049-11-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                      | SBA Communications Corp                                                                                                                    | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |  50849000 | PA      | $46029201.26  | 0.22%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                        | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $424846.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                                                                            | CUSIP: 3140XHVB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  28605796 | PA      | $28658534.09  | 0.14%             | 2052-07-01      | Fixed         | 5.00%                 | 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        |  16963000 | PA      | $19821475.84  | 0.09%             | 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        |  30730000 | PA      | $32687439.54  | 0.15%             | 2032-10-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                     | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-70844.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                        | Palmer Square CLO 2022-5 Ltd                                                                                                               | CUSIP: 69702MAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  28586000 | PA      | $28598025.27  | 0.14%             | 2035-10-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                       | Standard Chartered PLC                                                                                                                     | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  31728000 | PA      | $33669508.34  | 0.16%             | 2028-11-16      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                     | Teachers Insurance & Annuity Association of America                                                                                        | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |  17804000 | PA      | $14642847.99  | 0.07%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                        | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | CA        |         1 | NC      | $-94454.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                                      | GSK Consumer Healthcare Capital US LLC                                                                                                     | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |  48869000 | PA      | $43037635.23  | 0.20%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                         | WMG Acquisition Corp                                                                                                                       | CUSIP: 92933BAR5<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |  28911000 | PA      | $23148893.15  | 0.11%             | 2031-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sunrun Demeter Issuer LLC                                    | Sunrun Demeter Issuer 2021-2 LLC                                                                                                           | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  28152695 | PA      | $22029258.80  | 0.10%             | 2057-01-30      | Fixed         | 2.27%                 | 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      | $-2019647.83  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST                                              | Commonwealth of Pennsylvania                                                                                                               | CUSIP: 70914PMJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12190000 | PA      | $12461704.13  | 0.06%             | 2030-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                             | Booz Allen Hamilton Holding Corp                                                                                                           | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |    204487 | NS      | $21372981.24  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY OPERATING                                     | NextEra Energy Operating Partners LP                                                                                                       | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |  35511000 | PA      | $32634176.48  | 0.15%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                                 | SM Energy Co                                                                                                                               | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |  83481000 | PA      | $80542468.80  | 0.38%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                    | Amgen Inc                                                                                                                                  | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     81105 | NS      | $21301417.20  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COMSTOCK RESOURCES INC                                       | Comstock Resources Inc                                                                                                                     | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |  32863000 | PA      | $28295043.00  | 0.13%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                     | Celanese US Holdings LLC                                                                                                                   | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |  68010000 | PA      | $67189177.11  | 0.32%             | 2027-07-15      | Fixed         | 6.17%                 | 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        |  16072003 | PA      | $13982642.34  | 0.07%             | 2025-03-06      | Floating      | 13.50%                | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                         | Entegris Escrow Corp                                                                                                                       | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |  24244000 | PA      | $22157859.56  | 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        |  13960678 | PA      | $11881667.61  | 0.06%             | 2032-12-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                 | American Express Credit Account Master Trust                                                                                               | CUSIP: 02582JJV3<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |  23789000 | PA      | $23274724.64  | 0.11%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                 | CSMC 2022-MARK                                                                                                                             | CUSIP: 12666KAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9902736.00   | 0.05%             | 2039-06-15      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                          | BHMS 2018-ATLS                                                                                                                             | CUSIP: 05549GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  37370000 | PA      | $35941557.91  | 0.17%             | 2035-07-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                          | PFS Financing Corp                                                                                                                         | CUSIP: 69335PEK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  45897000 | PA      | $43987707.75  | 0.21%             | 2027-05-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                     | Venture Global Calcasieu Pass LLC                                                                                                          | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |  25688000 | PA      | $21931130.00  | 0.10%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                             | Genuine Parts Co                                                                                                                           | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |  29003000 | PA      | $23353927.33  | 0.11%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                     | Sociedad Quimica y Minera de Chile SA                                                                                                      | CUSIP: 833636AL7<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |  36128000 | PA      | $26640152.07  | 0.13%             | 2051-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F020620<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  94417000 | PA      | $76929875.42  | 0.36%             | 2053-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050411<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  39927000 | PA      | $40120096.16  | 0.19%             | 2038-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE         | Regents of the University of California Medical Center Pooled Revenue                                                                      | CUSIP: 913366KB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  19210000 | PA      | $12727157.12  | 0.06%             | 2050-05-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                                    | Tesla Inc                                                                                                                                  | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |    232261 | NS      | $28609909.98  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bain Capital Credit CLO, Limited                             | Bain Capital Credit CLO 2017-1 Ltd                                                                                                         | CUSIP: 05682QAQ9<br>LEI: 549300GUKNMHLHIJO049 | Long             | ABS-CBDO         | CORP              | KY        |  16728100 | PA      | $16494003.02  | 0.08%             | 2030-07-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                     | Hilton Domestic Operating Co Inc                                                                                                           | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |  72092000 | PA      | $65451605.88  | 0.31%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                             | Campbell Soup Co                                                                                                                           | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |    156366 | NS      | $8873770.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                         | Saudi Arabian Oil Co                                                                                                                       | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |  31700000 | PA      | $30769224.60  | 0.15%             | 2024-04-16      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                     | W R Berkley Corp                                                                                                                           | CUSIP: 084423AW2<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |  18161000 | PA      | $11134755.36  | 0.05%             | 2061-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Claires Holdings LLC                                         | CLAIRES HOLDINGS                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15164 | NS      | $6065749.20   | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| REPUBLIC OF PERU                                             | Peruvian Government International Bond                                                                                                     | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |  54426000 | PA      | $31927024.72  | 0.15%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                | State of California                                                                                                                        | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15015000 | PA      | $18831248.44  | 0.09%             | 2039-04-01      | Fixed         | 7.55%                 | 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        |  11660787 | PA      | $9705879.27   | 0.05%             | 2028-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINAN PLC                                     | AXIS Specialty Finance PLC                                                                                                                 | CUSIP: 05464HAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |  21094000 | PA      | $18091434.06  | 0.09%             | 2045-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                           | Ford Motor Co                                                                                                                              | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |  42652000 | PA      | $39465149.19  | 0.19%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CS Master Trust                                              | CS Master Trust                                                                                                                            | CUSIP: 12657KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19500000 | PA      | $19329687.00  | 0.09%             | 2023-04-15      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                  | BBCMS 2019-BWAY Mortgage Trust                                                                                                             | CUSIP: 05492NAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25000000 | PA      | $23207067.50  | 0.11%             | 2034-11-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Medpace Holdings Inc                                         | Medpace Holdings Inc                                                                                                                       | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |    103702 | NS      | $22027341.82  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP                                                 | Centene Corp                                                                                                                               | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  32280000 | PA      | $25320370.99  | 0.12%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                             | FirstEnergy Corp                                                                                                                           | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |  50740000 | PA      | $47312433.34  | 0.22%             | 2027-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                                  | ROBLOX Corp                                                                                                                                | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  56079000 | PA      | $44274370.50  | 0.21%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Central Japan Railway Co                                     | Central Japan Railway Co                                                                                                                   | CUSIP: 153766AA8<br>LEI: 353800YAR3OVUITHTG64 | Long             | DBT              | CORP              | JP        |  20240000 | PA      | $17287514.69  | 0.08%             | 2045-11-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H040616<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        | 118032000 | PA      | $111706658.04 | 0.53%             | 2053-01-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                     | Blackstone Holdings Finance Co LLC                                                                                                         | CUSIP: 09261BAD2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |  31661000 | PA      | $23335988.91  | 0.11%             | 2032-01-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MONTEFIORE OBLIGATED GRP                                     | Montefiore Obligated Group                                                                                                                 | CUSIP: 61237WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25042000 | PA      | $18818609.49  | 0.09%             | 2048-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                              | Bermuda Government International Bond                                                                                                      | CUSIP: 085209AH7<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |  29737000 | PA      | $21183454.38  | 0.10%             | 2050-08-20      | Fixed         | 3.38%                 | 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        |  18665000 | PA      | $16078870.93  | 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        |  91540957 | PA      | $83829623.68  | 0.40%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                       | Galaxy Pipeline Assets Bidco Ltd                                                                                                           | CUSIP: 36321PAC4<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |  52294000 | PA      | $40664024.62  | 0.19%             | 2040-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                  | Netflix Inc                                                                                                                                | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |  51139000 | PA      | $52798276.17  | 0.25%             | 2027-05-15      | Fixed         | 3.62%                 | 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        |  48247000 | PA      | $43617742.32  | 0.21%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE INC                                           | AMN Healthcare Inc                                                                                                                         | CUSIP: 00175PAB9<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |  17237000 | PA      | $15923368.23  | 0.08%             | 2027-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Ltd                                 | Canadian Pacific Railway Ltd                                                                                                               | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    284417 | NS      | $21214664.03  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                                    | PG&E Corp                                                                                                                                  | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |   1397073 | NS      | $22716406.98  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                                                                                       | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  36223000 | PA      | $34625018.01  | 0.16%             | 2026-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                       | SCIH Salt Holdings Inc                                                                                                                     | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  35878000 | PA      | $30853094.15  | 0.15%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STONEGATE PUB FIN                                            | Stonegate Pub Co Financing 2019 PLC                                                                                                        | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |  34850000 | PA      | $38254721.86  | 0.18%             | 2025-07-31      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                     | Regeneron Pharmaceuticals Inc                                                                                                              | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |  83978000 | PA      | $52442751.92  | 0.25%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                              | NGPL PipeCo LLC                                                                                                                            | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |  29737000 | PA      | $24266015.58  | 0.11%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co                                         | Matador Resources Co                                                                                                                       | CUSIP: 576485AE6<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |  28043000 | PA      | $27003138.64  | 0.13%             | 2026-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                        | Costa Rica Government International Bond                                                                                                   | CUSIP: 221597BV8<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |  55226000 | PA      | $53015430.79  | 0.25%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                    | Block Inc                                                                                                                                  | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |  23981000 | PA      | $19165615.20  | 0.09%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                           | Ford Motor Co                                                                                                                              | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |  80283000 | PA      | $60350473.24  | 0.29%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                       | Clearway Energy Operating LLC                                                                                                              | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |  38241000 | PA      | $35353638.92  | 0.17%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                     | Cleveland Electric Illuminating Co/The                                                                                                     | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22000000 | PA      | $20085114.72  | 0.09%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Texaco Capital Inc                                           | Texaco Capital Inc                                                                                                                         | CUSIP: 881685AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11023000 | PA      | $13409720.13  | 0.06%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                     | Wisconsin Electric Power Co                                                                                                                | CUSIP: 976656CN6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |  22109000 | PA      | $21732977.65  | 0.10%             | 2032-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | CITIBANK NA DDCA                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |   2218552 | NS      | $2218552.50   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                                             | Black Hills Corp                                                                                                                           | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |  24295000 | PA      | $21448236.05  | 0.10%             | 2033-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Revlon Consumer Products Corporation                         | Revlon Consumer Products Corporation 2020 Additional Term Loan B2                                                                          | CUSIP: 761520BJ3<br>LEI: 2MKZBE7NMX7EJWQLHS95 | Long             | LON              | CORP              | US        |       198 | PA      | $98.66        | 0.00%             | 2025-06-30      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                   | AbbVie Inc                                                                                                                                 | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  26942000 | PA      | $24348868.87  | 0.12%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CERAMTEC ACQUICO GMBH                                        | CeramTec AcquiCo GmbH 2022 EUR Term Loan B                                                                                                 | CUSIP: 000000000<br>LEI: 9845001D9F4A861EIB39 | Long             | LON              | CORP              | DE        |  25074401 | PA      | $25377246.64  | 0.12%             | 2029-03-16      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                       | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  36272000 | PA      | $22666849.78  | 0.11%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                     | KLA Corp                                                                                                                                   | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |  30948000 | PA      | $30409929.72  | 0.14%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Ltd                                             | Wynn Resorts Ltd                                                                                                                           | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |    256689 | NS      | $21169141.83  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton USA Trust                                             | Hilton Orlando Trust 2018-ORL                                                                                                              | CUSIP: 432885AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9443000 | PA      | $9221051.73   | 0.04%             | 2034-12-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                 | GS Mortgage Securities Corp Trust 2022-AGSS                                                                                                | CUSIP: 36265XAC5<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |  23820000 | PA      | $23540622.37  | 0.11%             | 2039-08-15      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                 | Centene Corp                                                                                                                               | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  55263000 | PA      | $46842300.38  | 0.22%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                            | Brown-Forman Corp                                                                                                                          | CUSIP: 115637AP5<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |  24174000 | PA      | $22219838.14  | 0.10%             | 2045-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FGI Operating Company, LLC                                   | FGI Operating Company, LLC Exit Term Loan                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    808205 | PA      | $101429.75    | 0.00%             | 2023-05-16      | Floating      | 14.73%                | No            |                  3 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                        | Topaz Solar Farms LLC                                                                                                                      | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  57976554 | PA      | $55109033.64  | 0.26%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Regatta XVIII Funding Ltd                                    | Regatta XVIII Funding Ltd                                                                                                                  | CUSIP: 75884EAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  18940000 | PA      | $18010376.12  | 0.09%             | 2034-01-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                              | Murphy Oil Corp                                                                                                                            | CUSIP: 626717AN2<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |  29350000 | PA      | $28292804.78  | 0.13%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                                                                           | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        | 118992000 | PA      | $105033583.94 | 0.50%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                         | Freeport-McMoRan Inc                                                                                                                       | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    556617 | NS      | $21151446.00  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HELMERICH & PAYNE INC                                        | Helmerich & Payne Inc                                                                                                                      | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |  51170000 | PA      | $41660338.98  | 0.20%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                              | MEG Energy Corp                                                                                                                            | CUSIP: 552704AE8<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |  64367000 | PA      | $65742973.36  | 0.31%             | 2027-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                       | Asian Development Bank                                                                                                                     | CUSIP: 04517PBK7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  73863000 | PA      | $75508188.27  | 0.36%             | 2027-04-06      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                                     | First-Citizens Bank & Trust Co                                                                                                             | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |  50745000 | PA      | $51678020.41  | 0.24%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                     | FirstEnergy Transmission LLC                                                                                                               | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |  27249000 | PA      | $23826722.07  | 0.11%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Gibson Brands                                                | GIBSON BRANDS PRIVATE EQUITY                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    106902 | NS      | $12560985.00  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                        | Mineral Resources Ltd                                                                                                                      | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |  36356000 | PA      | $36901158.22  | 0.17%             | 2030-05-01      | Fixed         | 8.50%                 | 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        |  44877175 | PA      | $44308545.67  | 0.21%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                 | GS Mortgage Securities Corp Trust 2021-RENT                                                                                                | CUSIP: 36260XAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8412835 | PA      | $7652708.15   | 0.04%             | 2035-11-21      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Kose Corp                                                    | Kose Corp                                                                                                                                  | CUSIP: 000000000<br>LEI: 353800NX4GGAVDHHY664 | Long             | EC               | CORP              | JP        |    206376 | NS      | $22423418.51  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                       | Southwestern Energy Co                                                                                                                     | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |  51484000 | PA      | $47803151.42  | 0.23%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                     | Sabine Pass Liquefaction LLC                                                                                                               | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |  58643000 | PA      | $54496440.85  | 0.26%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ESC 144A HERTZ CORP                                          | ESC 144A HERTZ CORP                                                                                                                        | CUSIP: 428ESCAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  33436000 | PA      | $3009240.00   | 0.01%             | 2028-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Logan CLO I Ltd                                              | Logan CLO I Ltd                                                                                                                            | CUSIP: 540543AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11000000 | PA      | $10124444.55  | 0.05%             | 2034-07-20      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                   | Deere & Co                                                                                                                                 | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     53955 | NS      | $23133745.80  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NVENT FINANCE SARL                                           | nVent Finance Sarl                                                                                                                         | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |  16340000 | PA      | $12613342.90  | 0.06%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FREEPORT LNG INVESTMENTS, LLLP                               | Freeport LNG Investments, LLLP Term Loan B                                                                                                 | CUSIP: 35670CAB4<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |  36285820 | PA      | $34587462.57  | 0.16%             | 2028-12-21      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH SALES TAX REVENUE             | Massachusetts School Building Authority                                                                                                    | CUSIP: 576000KV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  20055000 | PA      | $20579995.78  | 0.10%             | 2039-08-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| ROCKCLIFF ENERGY II LLC                                      | Rockcliff Energy II LLC                                                                                                                    | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |  23849000 | PA      | $21851050.03  | 0.10%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                     | Intercontinental Exchange Inc                                                                                                              | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |  36223000 | PA      | $35032875.22  | 0.17%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                     | Patterson-UTI Energy Inc                                                                                                                   | CUSIP: 703481AC5<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |  30064000 | PA      | $27008569.52  | 0.13%             | 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        |  28280000 | PA      | $24890359.20  | 0.12%             | 2030-06-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                          | Global Payments Inc                                                                                                                        | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |  33767000 | PA      | $27741663.12  | 0.13%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                  | Cargill Inc                                                                                                                                | CUSIP: 141781BY9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |  27117000 | PA      | $27037206.33  | 0.13%             | 2025-10-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                           | Murphy Oil USA Inc                                                                                                                         | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |  41310000 | PA      | $34073292.31  | 0.16%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H050623<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  67719000 | PA      | $67101773.14  | 0.32%             | 2053-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                  | Netflix Inc                                                                                                                                | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |  74714000 | PA      | $72310926.55  | 0.34%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                               | NRG Energy Inc                                                                                                                             | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |  56179000 | PA      | $42301382.53  | 0.20%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                                        | TD~4.3~20230103                                                                                                                            | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Long             | RA               | CORP              | US        | 139299223 | PA      | $139299223.11 | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                                      | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                                                                           | CUSIP: 983130AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  41800000 | PA      | $39768769.13  | 0.19%             | 2025-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                          | Delta Air Lines Inc                                                                                                                        | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |  34594000 | PA      | $35384417.90  | 0.17%             | 2025-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Vue International Bidco p.l.c.                               | Vue International Bidco p.l.c. 2022 EUR Term Loan                                                                                          | CUSIP: 000000000<br>LEI: 2138002KEV3Y56IJTC64 | Long             | LON              | CORP              | GB        |   2436933 | PA      | $2386881.13   | 0.01%             | 2027-06-30      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| FEDEX 2020-1 CLASS AA                                        | FedEx Corp 2020-1 Class AA Pass Through Trust                                                                                              | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  28216958 | PA      | $23208544.16  | 0.11%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                 | Autodesk Inc                                                                                                                               | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |  27008000 | PA      | $25344808.20  | 0.12%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                           | Viterra Finance BV                                                                                                                         | CUSIP: 92852LAD1<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |  27332000 | PA      | $24081572.24  | 0.11%             | 2032-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                                                                                     | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  33287000 | PA      | $31698704.14  | 0.15%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                 | Newmont Corp                                                                                                                               | CUSIP: 651639AY2<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |  31484000 | PA      | $25377735.19  | 0.12%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $16960267.50  | 0.08%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Helix Gen Funding, LLC                                       | Helix Gen Funding, LLC Term Loan B                                                                                                         | CUSIP: 42330EAB8<br>LEI: 549300WDTXL9N4J1KT74 | Long             | LON              | CORP              | US        |  24959728 | PA      | $24645859.23  | 0.12%             | 2024-06-03      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                               | Bombardier Inc                                                                                                                             | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |  26310000 | PA      | $25574223.49  | 0.12%             | 2026-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                               | ServiceNow Inc                                                                                                                             | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |  33835000 | PA      | $25960530.71  | 0.12%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                       | GE HealthCare Technologies Inc                                                                                                             | CUSIP: 36267VAL7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |  23413000 | PA      | $25009586.79  | 0.12%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Apache Corp                                                  | Apache Corp                                                                                                                                | CUSIP: 037411BA2<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |  34110000 | PA      | $25796540.25  | 0.12%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                 | Voya CLO 2022-3 Ltd                                                                                                                        | CUSIP: 92891LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  23850000 | PA      | $23764650.63  | 0.11%             | 2034-10-20      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                      | Shell International Finance BV                                                                                                             | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |  38912000 | PA      | $42965927.65  | 0.20%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| H&E EQUIPMENT SERVICES                                       | H&E Equipment Services Inc                                                                                                                 | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |  34033000 | PA      | $29048696.99  | 0.14%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                 | Centene Corp                                                                                                                               | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  33846000 | PA      | $27821555.17  | 0.13%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending                        | CF Trust 2019-BOSS                                                                                                                         | CUSIP: 15725PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18200000 | PA      | $16788746.52  | 0.08%             | 2024-12-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                     | Hess Midstream Operations LP                                                                                                               | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18124000 | PA      | $16791280.66  | 0.08%             | 2028-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                 | CSMC 2021-BRIT                                                                                                                             | CUSIP: 12658RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  86900000 | PA      | $81323001.32  | 0.38%             | 2023-05-15      | Floating      | 7.91%                 | 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      | $12888.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  37975000 | PA      | $38547228.57  | 0.18%             | 2053-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tiffany & Co                                                 | Tiffany & Co                                                                                                                               | CUSIP: 886546AD2<br>LEI: 549300EJG9IEYQL5XT21 | Long             | DBT              | CORP              | US        |  24318000 | PA      | $21569545.35  | 0.10%             | 2044-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NEXSTAR BROADCASTING INC                                     | Nexstar Media Inc                                                                                                                          | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |  25397000 | PA      | $22006754.47  | 0.10%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 19 Ltd                                           | Elmwood CLO 19 Ltd                                                                                                                         | CUSIP: 29004JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  46000000 | PA      | $45908377.20  | 0.22%             | 2034-10-17      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                  | OCP CLO 2021-21 Ltd                                                                                                                        | CUSIP: 671000AG2<br>LEI: 2549000M7NBNQ7XU2038 | Long             | ABS-CBDO         | CORP              | KY        |  11880000 | PA      | $10893333.92  | 0.05%             | 2034-07-20      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| OQ SAOC                                                      | OQ SAOC                                                                                                                                    | CUSIP: 67624L2A5<br>LEI: 549300YK417GKI6EQ392 | Long             | DBT              | CORP              | OM        |  36296000 | PA      | $34506207.94  | 0.16%             | 2028-05-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Olin Corp                                                    | Olin Corp                                                                                                                                  | CUSIP: 680665AJ5<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |  27273000 | PA      | $25819894.56  | 0.12%             | 2027-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                           | BMW US Capital LLC                                                                                                                         | CUSIP: 05565EBL8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  31317000 | PA      | $29807369.97  | 0.14%             | 2030-04-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                     | New York and Presbyterian Hospital/The                                                                                                     | CUSIP: 649322AD6<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |  16078000 | PA      | $12740617.19  | 0.06%             | 2056-08-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| NEXSTAR BROADCASTING INC                                     | Nexstar Media Inc                                                                                                                          | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |  23661000 | PA      | $21753627.64  | 0.10%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                          | Cardinal Health Inc                                                                                                                        | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |    423270 | NS      | $32536764.90  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ACBL HLDG CORP                                               | ACBL HLDG CORP                                                                                                                             | CUSIP: 00085Q407<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    150711 | NS      | $3880808.25   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORP                                      | Precision Drilling Corp                                                                                                                    | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |  25394000 | PA      | $23674997.61  | 0.11%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                       | UnitedHealth Group Inc                                                                                                                     | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  13565000 | PA      | $12580993.27  | 0.06%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO TX ELEC & GAS REVENUE                            | City of San Antonio TX Electric & Gas Systems Revenue                                                                                      | CUSIP: 796253U91<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |  13240000 | PA      | $14000362.61  | 0.07%             | 2041-02-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                  | OCP CLO 2021-22 Ltd                                                                                                                        | CUSIP: 67117TAC9<br>LEI: 254900PS626FB00CVF06 | Long             | ABS-CBDO         | CORP              | KY        |  38140000 | PA      | $36550222.20  | 0.17%             | 2034-12-02      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| HOME BANCSHARES INC                                          | Home BancShares Inc/AR                                                                                                                     | CUSIP: 436893AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22742000 | PA      | $19117705.02  | 0.09%             | 2032-01-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                         | Entergy Arkansas LLC                                                                                                                       | CUSIP: 29364DAV2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |  18151000 | PA      | $17227192.51  | 0.08%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                        | Continental Resources Inc/OK                                                                                                               | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |  34812000 | PA      | $32473515.04  | 0.15%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WARRIOR MET COAL INC                                         | Warrior Met Coal Inc                                                                                                                       | CUSIP: 93627CAB7<br>LEI: 549300152B1S9YKBYV79 | Long             | DBT              | CORP              | US        |  34891000 | PA      | $34440650.35  | 0.16%             | 2028-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                     | Benchmark 2019-B12 Mortgage Trust                                                                                                          | CUSIP: 08162FAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  35544000 | PA      | $30667691.27  | 0.14%             | 2052-08-15      | Variable      | 4.25%                 | No            |                  3 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                                                                           | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  26806000 | PA      | $22170863.56  | 0.10%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hermes International                                         | Hermes International                                                                                                                       | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |     14745 | NS      | $22823068.02  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                            | Imola Merger Corp                                                                                                                          | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18256000 | PA      | $15875939.36  | 0.08%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                          | Vulcan Materials Co                                                                                                                        | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |  24595000 | PA      | $20546822.38  | 0.10%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE         | New York State Dormitory Authority                                                                                                         | CUSIP: 64990FXE9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   5345000 | PA      | $3946188.38   | 0.02%             | 2043-02-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                                     | Western Alliance Bancorp                                                                                                                   | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |  17415000 | PA      | $14717306.79  | 0.07%             | 2031-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                                                                            | CUSIP: 3140QPAM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  38960006 | PA      | $37060048.04  | 0.18%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATLANTIC CITY ELECTRIC                                       | Atlantic City Electric Co                                                                                                                  | CUSIP: 048303CH2<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |  15736000 | PA      | $15012252.89  | 0.07%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                | Amphenol Corp                                                                                                                              | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |  36917000 | PA      | $31593645.76  | 0.15%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                 | American Express Credit Account Master Trust                                                                                               | CUSIP: 02582JJT8<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |  31599000 | PA      | $30695783.66  | 0.15%             | 2027-05-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                               | Starbucks Corp                                                                                                                             | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |    213063 | NS      | $21135849.60  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                                        | Tenet Healthcare Corp                                                                                                                      | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |  35848000 | PA      | $34218887.64  | 0.16%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                  | PepsiCo Inc                                                                                                                                | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |  36223000 | PA      | $34030421.45  | 0.16%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                       | US 2YR NOTE (CBT) MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      9865 | NC      | $2377950.68   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                                           | CNX Resources Corp                                                                                                                         | CUSIP: 12653CAC2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |  21134000 | PA      | $21011845.48  | 0.10%             | 2027-03-14      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                              | Madison IAQ LLC                                                                                                                            | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |  32548000 | PA      | $27258950.00  | 0.13%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                    | Apple Inc                                                                                                                                  | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |  43215000 | PA      | $41024984.80  | 0.19%             | 2027-05-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| REVLON ROLL UP RIGHTS                                        | REVLON ROLL UP RIGHTS                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |   1798428 | NS      | $521544.00    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GS Mortgage Securities Trust                                 | GS Mortgage Securities Corp II                                                                                                             | CUSIP: 36266CAG1<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |  15930000 | PA      | $15076842.41  | 0.07%             | 2036-11-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd                                                  | Bacardi Ltd                                                                                                                                | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |  32381000 | PA      | $30976087.17  | 0.15%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CENTRAL JAPAN RAILWAY CO                                     | Central Japan Railway Co                                                                                                                   | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | DBT              | CORP              | JP        |  22514000 | PA      | $21375718.73  | 0.10%             | 2024-10-02      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| ACBL HLDG CORP                                               | ACBL HLDG CORP                                                                                                                             | CUSIP: 00085Q209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44897 | NS      | $1773431.50   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES STEEL CORP                                     | United States Steel Corp                                                                                                                   | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |  21689000 | PA      | $21081630.57  | 0.10%             | 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        |  23778000 | PA      | $21152908.80  | 0.10%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                              | Sands China Ltd                                                                                                                            | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |  40975000 | PA      | $33530337.48  | 0.16%             | 2029-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                     | TerraForm Power Operating LLC                                                                                                              | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |  23615000 | PA      | $20586928.60  | 0.10%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EDWARDS LIFESCIENCES COR                                     | Edwards Lifesciences Corp                                                                                                                  | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |  27927000 | PA      | $26751603.68  | 0.13%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                          | Elevance Health Inc                                                                                                                        | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |  26990000 | PA      | $22388874.89  | 0.11%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                             | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                                           | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  26580000 | PA      | $23580447.00  | 0.11%             | 2028-04-30      | Fixed         | 4.12%                 | 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        |   7533998 | PA      | $7371206.01   | 0.03%             | 2027-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                          | Freddie Mac STACR Trust 2019-DNA3                                                                                                          | CUSIP: 35564TBD1<br>LEI: 549300KB1O80CETXGJ21 | Long             | ABS-MBS          | USGSE             | US        |   5432000 | PA      | $5440146.91   | 0.03%             | 2049-07-25      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| XIAOMI BEST TIME INTL                                        | Xiaomi Best Time International Ltd                                                                                                         | CUSIP: 98422HAE6<br>LEI: 254900IGJCVEY8WNJT74 | Long             | DBT              | CORP              | HK        |  40375000 | PA      | $23485990.94  | 0.11%             | 2051-07-14      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ST GEN FUND ANNUAL APPROP REVENUE                  | State of Wisconsin                                                                                                                         | CUSIP: 977100DR4<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |   7145000 | PA      | $5781685.41   | 0.03%             | 2037-05-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                             | Crown Castle Inc                                                                                                                           | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |  55903000 | PA      | $45189608.76  | 0.21%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                      | Shell International Finance BV                                                                                                             | CUSIP: 822582BT8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |  18088000 | PA      | $17055823.11  | 0.08%             | 2026-05-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ASHLAND LLC                                                  | Ashland LLC                                                                                                                                | CUSIP: 04433LAA0<br>LEI: 6O4MRU8C1MS0K34UQF79 | Long             | DBT              | CORP              | US        |  27315000 | PA      | $21867591.40  | 0.10%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                                   | FIXED INC CLEARING CORP.REPO                                                                                                               | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        | 141212591 | PA      | $141212590.91 | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                       | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                               | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  29933000 | PA      | $28186858.45  | 0.13%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  67155000 | PA      | $67901402.98  | 0.32%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                  | Ovintiv Inc                                                                                                                                | CUSIP: 292505AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  35742000 | PA      | $35551870.07  | 0.17%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                            | Lam Research Corp                                                                                                                          | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |  27958000 | PA      | $26628528.60  | 0.13%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM                                             | Callon Petroleum Co                                                                                                                        | CUSIP: 13123XBD3<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |  35941000 | PA      | $34308515.57  | 0.16%             | 2028-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Range Resources Corp                                         | Range Resources Corp                                                                                                                       | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |  28325000 | PA      | $26952174.21  | 0.13%             | 2025-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                             | Altice France SA/France                                                                                                                    | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |  27598000 | PA      | $21093565.37  | 0.10%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                         | Saudi Arabian Oil Co                                                                                                                       | CUSIP: 80414L2F1<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |  40068000 | PA      | $34598878.27  | 0.16%             | 2049-04-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  28835000 | PA      | $28915135.35  | 0.14%             | 2053-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                                     | Genting New York LLC / GENNY Capital Inc                                                                                                   | CUSIP: 37255JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  27980000 | PA      | $24480309.17  | 0.12%             | 2026-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY TRADING LLC                                     | QatarEnergy Trading LLC                                                                                                                    | CUSIP: 74730DAD5<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        | 105008000 | PA      | $77789926.40  | 0.37%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Tank Holding Corp.                                           | Tank Holding Corp. 2022 Term Loan                                                                                                          | CUSIP: 87583FAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  22211334 | PA      | $21100766.83  | 0.10%             | 2028-03-31      | Variable      | 12.25%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                                                                            | CUSIP: 3140XBK82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9365807 | PA      | $8023359.36   | 0.04%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH      | Louisiana Local Government Environmental Facilities & Community Development Auth                                                           | CUSIP: 54627RAM2<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |  40921000 | PA      | $38797416.98  | 0.18%             | 2033-02-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                             | NTT Finance Corp                                                                                                                           | CUSIP: 62954WAK1<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |  23147000 | PA      | $22646618.11  | 0.11%             | 2027-07-27      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                     | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  32722000 | PA      | $26178745.27  | 0.12%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                                                                            | CUSIP: 31418DZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  40741418 | PA      | $33293411.63  | 0.16%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | BRCCAP~4.25~20230103                                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        | 260699718 | PA      | $260699717.50 | 1.23%             |  |  |  | No            |                  2 | On Loan: No      |
| USAA CAPITAL CORP                                            | USAA Capital Corp                                                                                                                          | CUSIP: 90327QD55<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |  19271000 | PA      | $15838891.56  | 0.07%             | 2030-05-01      | Fixed         | 2.12%                 | 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        |  34368000 | PA      | $32357799.53  | 0.15%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                               | Galaxy XXI CLO Ltd                                                                                                                         | CUSIP: 36320WAL0<br>LEI: 549300BW4412X0TZDD77 | Long             | ABS-CBDO         | CORP              | KY        |   5311000 | PA      | $5218628.17   | 0.02%             | 2031-04-20      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                            | Levi Strauss & Co                                                                                                                          | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |  37377000 | PA      | $29714341.23  | 0.14%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Genting Singapore Ltd                                        | Genting Singapore Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 254900Y2N3AK93K1O866 | Long             | EC               | CORP              | SG        |  34249138 | NS      | $24442157.90  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                | AIA Group Ltd                                                                                                                              | CUSIP: 00131LAK1<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |  42391000 | PA      | $30331211.54  | 0.14%             | 2040-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Five Below Inc                                               | Five Below Inc                                                                                                                             | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |    137976 | NS      | $24403815.12  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PARTNERRE FINANCE B LLC                                      | PartnerRe Finance B LLC                                                                                                                    | CUSIP: 70213BAB7<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |  36274000 | PA      | $32801593.72  | 0.15%             | 2029-07-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                      | Australia & New Zealand Banking Group Ltd                                                                                                  | CUSIP: 052528AP1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  49739000 | PA      | $50386522.20  | 0.24%             | 2032-12-08      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| MODIVCARE ESCROW ISSUER                                      | ModivCare Escrow Issuer Inc                                                                                                                | CUSIP: 60783XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  38644000 | PA      | $32638722.40  | 0.15%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                                                                             | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  27167000 | PA      | $26727544.43  | 0.13%             | 2026-07-17      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                                                                                  | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  27299000 | PA      | $20401111.61  | 0.10%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                          | Go Daddy Operating Co LLC / GD Finance Co Inc                                                                                              | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  24475000 | PA      | $23206706.72  | 0.11%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                              | SEB Funding LLC                                                                                                                            | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  38694022 | PA      | $32860910.22  | 0.16%             | 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        |  61591000 | PA      | $53842294.19  | 0.25%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                                    | News Corp                                                                                                                                  | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |  29380000 | PA      | $25526372.30  | 0.12%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kinsale Capital Group Inc                                    | Kinsale Capital Group Inc                                                                                                                  | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |     80295 | NS      | $20998748.40  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL USA INC                                           | Murphy Oil USA Inc                                                                                                                         | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |  25790000 | PA      | $23644400.95  | 0.11%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO LTD                                         | Marble Point CLO XVII Ltd                                                                                                                  | CUSIP: 56606CAA1<br>LEI: 2549003LUS5LG1CTZP23 | Long             | ABS-CBDO         | CORP              | KY        |  19415475 | PA      | $19075704.19  | 0.09%             | 2033-04-20      | Floating      | 5.54%                 | 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        |  40616000 | PA      | $34611499.52  | 0.16%             | 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        |  25025000 | PA      | $24229164.46  | 0.11%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                         | Lockheed Martin Corp                                                                                                                       | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |  22604000 | PA      | $23142819.46  | 0.11%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                      | Dryden 113 CLO Ltd                                                                                                                         | CUSIP: 26253EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  23800000 | PA      | $23765937.92  | 0.11%             | 2035-10-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                             | FirstEnergy Corp                                                                                                                           | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |  26297000 | PA      | $23524338.46  | 0.11%             | 2047-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                      | Adani Ports & Special Economic Zone Ltd                                                                                                    | CUSIP: 00652MAE2<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |  35831000 | PA      | $30137482.41  | 0.14%             | 2029-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                           | Alcon Finance Corp                                                                                                                         | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |  23575000 | PA      | $20081732.18  | 0.09%             | 2030-05-27      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                        | Bank of Ireland Group PLC                                                                                                                  | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |  33470000 | PA      | $33224272.63  | 0.16%             | 2026-09-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                                     | SeaWorld Parks & Entertainment Inc                                                                                                         | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |  36321000 | PA      | $31671868.78  | 0.15%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pinterest Inc                                                | Pinterest Inc                                                                                                                              | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1053255 | NS      | $25573031.40  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS & MINOR INC                                            | Owens & Minor Inc                                                                                                                          | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |  26751000 | PA      | $21363348.60  | 0.10%             | 2029-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                     | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  21431000 | PA      | $22013923.20  | 0.10%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                         | Glencore Funding LLC                                                                                                                       | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  45310000 | PA      | $36881346.35  | 0.17%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX 2021-MFM1                                                                                                                               | CUSIP: 05608VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7100000 | PA      | $6808532.22   | 0.03%             | 2034-01-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-105946.94   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                                    | Avant Loans Funding Trust 2021-REV1                                                                                                        | CUSIP: 05353LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  26440000 | PA      | $25194810.84  | 0.12%             | 2030-07-15      | Fixed         | 1.21%                 | 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      | $14298054.27  | 0.07%             | 2045-07-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| ANTERO RESOURCES CORP                                        | Antero Resources Corp                                                                                                                      | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |  98721000 | PA      | $91658499.66  | 0.43%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                                                                           | CUSIP: 3133KMFR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9923973 | PA      | $8493810.73   | 0.04%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                      | Darling Ingredients Inc                                                                                                                    | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |  21346000 | PA      | $20894532.10  | 0.10%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PORT OF SEATTLE WA REVENUE                                   | Port of Seattle WA                                                                                                                         | CUSIP: 735389ZE1<br>LEI: 549300T9UCDUJ3GZL429 | Long             | DBT              | MUN               | US        |  13905000 | PA      | $11973336.87  | 0.06%             | 2036-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                     | FirstEnergy Transmission LLC                                                                                                               | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |  27363000 | PA      | $22269908.94  | 0.11%             | 2049-04-01      | Fixed         | 4.55%                 | 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        |  10077369 | PA      | $9043081.49   | 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        |  18206000 | PA      | $17541936.15  | 0.08%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                 | Voya CLO 2014-1 Ltd                                                                                                                        | CUSIP: 92915PAH8<br>LEI: 549300ITL5IR423IJ183 | Long             | ABS-CBDO         | CORP              | KY        |  48621154 | PA      | $47940457.70  | 0.23%             | 2031-04-18      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                       | FMG Resources August 2006 Pty Ltd                                                                                                          | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |  77126000 | PA      | $64292888.40  | 0.30%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                             | Connecticut Avenue Securities Trust 2022-R01                                                                                               | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  35150000 | PA      | $30657316.81  | 0.14%             | 2041-12-25      | Floating      | 9.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                          | Freddie Mac STACR REMIC Trust 2021-HQA3                                                                                                    | CUSIP: 35564KJG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14761731 | PA      | $14105956.26  | 0.07%             | 2041-09-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                               | PulteGroup Inc                                                                                                                             | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23642000 | PA      | $23658145.36  | 0.11%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F060626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  25088000 | PA      | $25444479.91  | 0.12%             | 2053-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Northern Natural Gas Co                                      | Northern Natural Gas Co                                                                                                                    | CUSIP: 665501AL6<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |  20972000 | PA      | $16776193.62  | 0.08%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HONOLULU CITY & CNTY HI WSTWTR SYS REVENUE                   | City & County Honolulu HI Wastewater System Revenue                                                                                        | CUSIP: 4387012B9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4520000 | PA      | $3115142.87   | 0.01%             | 2041-07-01      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                 | GS Mortgage Securities Corp Trust 2021-ROSS MZ                                                                                             | CUSIP: 36261TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  70375000 | PA      | $67496986.23  | 0.32%             | 2026-06-15      | Floating      | 13.82%                | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                | TransDigm Inc                                                                                                                              | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  90082000 | PA      | $84774368.56  | 0.40%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                          | Leggett & Platt Inc                                                                                                                        | CUSIP: 524660AZ0<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |  26740000 | PA      | $25155811.43  | 0.12%             | 2029-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                              | Murphy Oil Corp                                                                                                                            | CUSIP: 626717AM4<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |  38084000 | PA      | $36713356.84  | 0.17%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                    | Apple Inc                                                                                                                                  | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |  40948000 | PA      | $38237786.19  | 0.18%             | 2027-09-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Frontera Generation Holdings LLC                             | Frontera Generation Holdings LLC 2021 Term Loan                                                                                            | CUSIP: 64440DAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1773053 | PA      | $1773052.75   | 0.01%             | 2026-07-28      | Floating      | 17.73%                | No            |                  2 | On Loan: No      |
| Apache Corp                                                  | Apache Corp                                                                                                                                | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |  66791000 | PA      | $55501150.29  | 0.26%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTN                                     | Encino Acquisition Partners Holdings LLC                                                                                                   | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |  34031000 | PA      | $31148063.84  | 0.15%             | 2028-05-01      | Fixed         | 8.50%                 | 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      | $360933.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                       | Comstock Resources Inc                                                                                                                     | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |  36722000 | PA      | $33208071.82  | 0.16%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                       | Anglo American Capital PLC                                                                                                                 | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |  22340000 | PA      | $22232219.78  | 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        |  35959000 | PA      | $33176428.93  | 0.16%             | 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: N/A                  | Long             | LON              | CORP              | US        |   1716482 | PA      | $429120.41    | 0.00%             | 2028-07-28      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                     | OCP SA                                                                                                                                     | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |  56169000 | PA      | $47249924.49  | 0.22%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                          | Ashtead Capital Inc                                                                                                                        | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |  23471000 | PA      | $22517959.81  | 0.11%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                        | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-869683.09   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                       | Diamondback Energy Inc                                                                                                                     | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |  54531000 | PA      | $40140041.16  | 0.19%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                                                                                    | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  48112000 | PA      | $41608497.45  | 0.20%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                       | Williams Cos Inc/The                                                                                                                       | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |  46566000 | PA      | $43485796.94  | 0.21%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                               | Bombardier Inc                                                                                                                             | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |  21129000 | PA      | $19564186.05  | 0.09%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF MIAMI                                          | University of Miami                                                                                                                        | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | CORP              | US        |  20957000 | PA      | $17186818.10  | 0.08%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                     | Charles River Laboratories International Inc                                                                                               | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |  26832000 | PA      | $23768993.04  | 0.11%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                      | Oesterreichische Kontrollbank AG                                                                                                           | CUSIP: 676167CG2<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |  36232000 | PA      | $36432486.15  | 0.17%             | 2025-11-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FIN FIVE LLC                                      | Goodman US Finance Five LLC                                                                                                                | CUSIP: 38239PAA5<br>LEI: N/A                  | Long             | DBT              |  | US        |  22644000 | PA      | $20707628.46  | 0.10%             | 2032-05-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                     | Memorial Sloan-Kettering Cancer Center                                                                                                     | CUSIP: 586054AC2<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |  28034000 | PA      | $23041413.73  | 0.11%             | 2055-07-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                     | MSCI Inc                                                                                                                                   | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |  44468000 | PA      | $38812107.97  | 0.18%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                     | MSCI Inc                                                                                                                                   | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |  66798000 | PA      | $55656093.60  | 0.26%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                                      | Aeropuerto Internacional de Tocumen SA                                                                                                     | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |  48969000 | PA      | $40245511.03  | 0.19%             | 2061-08-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                    | Ball Corp                                                                                                                                  | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |  30101000 | PA      | $30957975.47  | 0.15%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Republic of Turkey                                           | Turkey Government International Bond                                                                                                       | CUSIP: 900123CP3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  83654000 | PA      | $72693652.92  | 0.34%             | 2028-02-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                                  | Geopark Ltd                                                                                                                                | CUSIP: 37255BAB5<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |   8577000 | PA      | $7387589.07   | 0.03%             | 2027-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                    | Hess Corp                                                                                                                                  | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |  13590000 | PA      | $13042721.32  | 0.06%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                          | Buckeye Partners LP                                                                                                                        | CUSIP: 118230AS0<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |  30821000 | PA      | $26276174.17  | 0.12%             | 2078-01-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                        | Westlake Automobile Receivables Trust 2021-1                                                                                               | CUSIP: 96043FAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  58047000 | PA      | $52556845.08  | 0.25%             | 2027-09-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                               | Microsoft Corp                                                                                                                             | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |  18019000 | PA      | $17392037.90  | 0.08%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                     | FMC Corp                                                                                                                                   | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |  19242000 | PA      | $17004207.93  | 0.08%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                    | Ball Corp                                                                                                                                  | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |  58294000 | PA      | $46647150.27  | 0.22%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSMISION                                       | Empresa de Transmision Electrica SA                                                                                                        | CUSIP: 29247QAA2<br>LEI: 254900RX1DOMC83TZ320 | Long             | DBT              | CORP              | PA        |  21680000 | PA      | $17583879.23  | 0.08%             | 2049-05-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                | AIA Group Ltd                                                                                                                              | CUSIP: 00131LAJ4<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |  27634000 | PA      | $24343816.93  | 0.12%             | 2030-04-07      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                      | Booz Allen Hamilton Inc                                                                                                                    | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |  20250000 | PA      | $17976585.76  | 0.08%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                         | WMG Acquisition Corp                                                                                                                       | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |  38192000 | PA      | $32894769.60  | 0.16%             | 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        |  54590000 | PA      | $48178532.79  | 0.23%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                            | CF Industries Inc                                                                                                                          | CUSIP: 12527GAH6<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |  23920000 | PA      | $23186579.79  | 0.11%             | 2026-12-01      | Fixed         | 4.50%                 | 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      | $2250.00      | 0.00%             | 2011-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                                     | SK Invictus Intermediate II Sarl                                                                                                           | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |  28683000 | PA      | $23557347.90  | 0.11%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                             | Altice France SA/France                                                                                                                    | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |  25722000 | PA      | $19330808.10  | 0.09%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                      | Dryden 30 Senior Loan Fund                                                                                                                 | CUSIP: 26249BAQ4<br>LEI: 549300AS2O1RYPD2ED41 | Long             | ABS-CBDO         | CORP              | KY        |  11620076 | PA      | $11474934.62  | 0.05%             | 2028-11-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                          | CDW LLC / CDW Finance Corp                                                                                                                 | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  27258000 | PA      | $22512687.76  | 0.11%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H052629<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  65145000 | PA      | $65478728.06  | 0.31%             | 2053-02-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                           | Cenovus Energy Inc                                                                                                                         | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |  54917000 | PA      | $38808882.30  | 0.18%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                       | VICI Properties LP / VICI Note Co Inc                                                                                                      | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              |  | US        |  22279000 | PA      | $21388953.95  | 0.10%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS UNIVERSITY                                     | Johns Hopkins University                                                                                                                   | CUSIP: 478115AF5<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |  20869000 | PA      | $13131687.82  | 0.06%             | 2060-01-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                             | Duke Energy Corp                                                                                                                           | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  36223000 | PA      | $34921436.98  | 0.17%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                     | Weatherford International Ltd                                                                                                              | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |  41822000 | PA      | $40236662.65  | 0.19%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                            | ITC Holdings Corp                                                                                                                          | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |  22694000 | PA      | $22419092.37  | 0.11%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                      | Capital One Multi-Asset Execution Trust                                                                                                    | CUSIP: 14041NGA3<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |  17155000 | PA      | $16695542.78  | 0.08%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX 2021-MFM1                                                                                                                               | CUSIP: 05608VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4250000 | PA      | $4057877.48   | 0.02%             | 2034-01-15      | Floating      | 5.52%                 | 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        |  42015000 | PA      | $40724820.19  | 0.19%             | 2033-08-15      | Floating      | 11.02%                | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                  | MF1 2022-FL9 LLC                                                                                                                           | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  53580000 | PA      | $53119594.56  | 0.25%             | 2037-06-19      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                 | Novelis Corp                                                                                                                               | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |  36618000 | PA      | $32546810.76  | 0.15%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                      | HCA Inc                                                                                                                                    | CUSIP: 197677AG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  12776000 | PA      | $13403882.40  | 0.06%             | 2025-06-15      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA SPAIN SLU                                      | AI Candelaria Spain SA                                                                                                                     | CUSIP: 001355AA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |  21332592 | PA      | $20240256.80  | 0.10%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DALLAS TX AREA RAPID TRANSIT SALES TAX REVENUE               | Dallas Area Rapid Transit                                                                                                                  | CUSIP: 235241WM4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |  22730000 | PA      | $15009046.32  | 0.07%             | 2048-12-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                                                                           | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  23027000 | PA      | $20912213.45  | 0.10%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hospitality Mortgage Trust                                   | HPLY Trust 2019-HIT                                                                                                                        | CUSIP: 40443RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16125276 | PA      | $15735778.31  | 0.07%             | 2036-11-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                      | Imperial Brands Finance PLC                                                                                                                | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |  24635000 | PA      | $24556113.56  | 0.12%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                      | Teva Pharmaceutical Finance Netherlands III BV                                                                                             | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |  23853000 | PA      | $21273229.83  | 0.10%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                     | Lennox International Inc                                                                                                                   | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |  17440000 | PA      | $14979113.45  | 0.07%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                   | Zoetis Inc                                                                                                                                 | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |  26673000 | PA      | $21706214.00  | 0.10%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                                                                            | CUSIP: 3140XHWU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  35474031 | PA      | $35670785.01  | 0.17%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                                | Fresnillo PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | GB        |   5400000 | PA      | $4260839.98   | 0.02%             | 2050-10-02      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Sunshine Investments B.V.                                    | Sunshine Investments B.V. 2022 USD Term Loan                                                                                               | CUSIP: 000000000<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | NL        |  22425846 | PA      | $21753070.62  | 0.10%             | 2029-07-12      | Variable      | 8.52%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                             | Bain Capital Credit CLO 2021-2 Ltd                                                                                                         | CUSIP: 05684RAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9000000 | PA      | $8519494.14   | 0.04%             | 2034-07-16      | Floating      | 6.18%                 | No            |                  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        |  37692000 | PA      | $34168740.30  | 0.16%             | 2029-06-01      | Fixed         | 5.38%                 | 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      | Fixed         | 5.50%                 | Yes           |                  3 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                     | FactSet Research Systems Inc                                                                                                               | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |  42113000 | PA      | $35419597.26  | 0.17%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                                | Ingevity Corp                                                                                                                              | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |  24547000 | PA      | $21150681.99  | 0.10%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC                                              | Global Atlantic Fin Co                                                                                                                     | CUSIP: 37959GAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17868000 | PA      | $13638336.89  | 0.06%             | 2051-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PTC Inc                                                      | PTC Inc                                                                                                                                    | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |  24418000 | PA      | $22019001.82  | 0.10%             | 2028-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                                       | Teck Resources Ltd                                                                                                                         | CUSIP: 878742BG9<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |  38125000 | PA      | $34185124.76  | 0.16%             | 2030-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE         | Regents of the University of California Medical Center Pooled Revenue                                                                      | CUSIP: 913366KV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  18200000 | PA      | $16980252.38  | 0.08%             | 2032-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                       | US ULTRA BOND CBT MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -7516 | NC      | $13710289.91  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Electron BidCo Inc.                                          | Electron BidCo Inc. 2021 Term Loan                                                                                                         | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  27493059 | PA      | $26809169.04  | 0.13%             | 2028-11-01      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                                                                            | CUSIP: 3140XHPS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  32981603 | PA      | $30284921.86  | 0.14%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                        | Costco Wholesale Corp                                                                                                                      | CUSIP: 22160KAQ8<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |  32489000 | PA      | $25774114.67  | 0.12%             | 2032-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                                | Life Time Inc                                                                                                                              | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |  17633000 | PA      | $16429547.75  | 0.08%             | 2026-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                     | Electricite de France SA                                                                                                                   | CUSIP: 268317AU8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |  22257000 | PA      | $21110264.39  | 0.10%             | 2028-09-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                              | Dollar Tree Inc                                                                                                                            | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |  50074000 | PA      | $33837921.61  | 0.16%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE         | Regents of the University of California Medical Center Pooled Revenue                                                                      | CUSIP: 913366EP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12463000 | PA      | $14198936.37  | 0.07%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                        | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-3807974.82  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Webster Financial Corp                                       | Webster Financial Corp                                                                                                                     | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |  31985000 | PA      | $29072832.92  | 0.14%             | 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          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                                                                           | CUSIP: 3133KMK46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  32257352 | PA      | $26330159.75  | 0.12%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OHIO UNIV GEN RECPTS ATHENS                                  | Ohio University                                                                                                                            | CUSIP: 677704A65<br>LEI: 549300P1K3IH2L5SFY61 | Long             | DBT              | MUN               | US        |  11104000 | PA      | $9951973.32   | 0.05%             | 2114-12-01      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                             | BAT Capital Corp                                                                                                                           | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  20597000 | PA      | $22216596.49  | 0.10%             | 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        |  24203000 | PA      | $22279718.77  | 0.11%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                           | Cenovus Energy Inc                                                                                                                         | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |  28867000 | PA      | $23122715.26  | 0.11%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                                     | Pattern Energy Operations LP / Pattern Energy Operations Inc                                                                               | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  27181000 | PA      | $24419531.90  | 0.12%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                              | Bermuda Government International Bond                                                                                                      | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |  26145000 | PA      | $22184996.99  | 0.10%             | 2030-08-20      | Fixed         | 2.38%                 | No            |                  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        |  42600000 | PA      | $30277166.16  | 0.14%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MOVIDA EUROPE SA                                             | Movida Europe SA                                                                                                                           | CUSIP: 62459LAA7<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | LU        |  22777000 | PA      | $17107652.78  | 0.08%             | 2031-02-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                      | Long: SPH809GD6 CDS EUR R V 03MEVENT P_SPH809GD6 CORPORATE / Short: SPH809GD6 CDS EUR P F  1.00000 F_SPH809GD6 CORPORATE                   | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DCR              |  | US        |  14282129 | OU      | $1748631.44   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOODMAN US FIN FOUR                                          | Goodman US Finance Four LLC                                                                                                                | CUSIP: 38239KAA6<br>LEI: N/A                  | Long             | DBT              |  | US        |  11638000 | PA      | $9789706.37   | 0.05%             | 2037-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UPC BROADBAND FINCO BV                                       | UPC Broadband Finco BV                                                                                                                     | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |  54021000 | PA      | $45043250.01  | 0.21%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                            | Union Electric Co                                                                                                                          | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |  30381000 | PA      | $19281086.25  | 0.09%             | 2051-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer