# EDGAR Filing Document

**Accession Number:** 0000060365
**File Stem:** 0001410368-26-056347
**Filing Date:** 2026-5
**Character Count:** 628277
**Document Hash:** fde2d6e5e324be48176acac10d0a31e9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-056347.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001410368-26-056347

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20261231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02145
- **FILM NUMBER:** 261042723

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

![](x4_c115948x1x1.jpg)

Lord Abbett<br>Quarterly Portfolio Holdings Report

Lord Abbett<br> Bond-Debenture Fund

*For the period ended March 31, 2026*

**Schedule of Investments (unaudited)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | | **Maturity<br> Date** | **Principal**<br> **Amount**<sup>‡</sup> | **Fair<br> Value** |
| **LONG-TERM INVESTMENTS 108.87%** |  |  |  |  |  |
| **ASSET-BACKED SECURITIES 3.29%** |  |  |  |  |  |
| **Automobiles 0.40%** |  |  |  |  |  |
| Consumer Portfolio Services Auto Trust Series 2025-D Class C<sup>†</sup> | 4.85% |  | 2/17/2032 | $16965000 | $17030488 |
| Exeter Automobile Receivables Trust Series 2025-5A Class C | 4.68% |  | 3/15/2032 | 33730000 | 33619632 |
| Exeter Automobile Receivables Trust Series 2025-5A Class D | 5.16% |  | 3/15/2032 | 28335000 | 28150171 |
| First Investors Auto Owner Trust Series 2025-1A Class D<sup>†</sup> | 5.22% |  | 12/15/2033 | 13195000 | 13241758 |
| *Total* |  |  |  |  | 92042049 |
| **Credit Card 0.53%** |  |  |  |  |  |
| Capital One Multi-Asset Execution Trust Series 2025-A3 Class A | 4.65% |  | 10/15/2037 | 8460000 | 8376084 |
| Continental Finance Credit Card ABS Master Trust Series 2024-A Class A<sup>†</sup> | 5.78% |  | 12/15/2032 | 33925000 | 34073198 |
| Fortiva Retail Prime Masters Notes Business Trust Series 2025-A Class A<sup>†</sup> | 6.60% |  | 9/17/2029 | 48500000 | 48771600 <sup>(a)</sup> |
| Perimeter Master Note Business Trust Series 2025-1A Class A<sup>†</sup> | 5.58% |  | 12/16/2030 | 30000000 | 29878914 |
| *Total* |  |  |  |  | 121099796 |
| **Other 2.36%** |  |  |  |  |  |
| AIMCO CLO 15 Ltd. Series 2021-15A Class SUB<sup>†</sup> | Zero coupon | <sup>#(b)</sup> | 4/17/2038 | 15000000 | 7072110 |
| Ballyrock CLO 28 Ltd. Series 2024-28A Class SUB<sup>†</sup> | 5.579% | <sup>#(b)</sup> | 1/20/2038 | 12400000 | 7332318 |
| BAR Issuer LLC Series 2026-FL1 Class A<sup>†</sup> | 5.30% (1 mo.<br> USD Term SOFR + 1.60%) | <sup>#</sup> | 8/20/2043 | 42350000 | 42327953 |
| Benefit Street Partners CLO XXXIX Ltd. Series 2025-39A Class SUB<sup>†</sup> | Zero coupon | <sup>#(b)</sup> | 4/15/2038 | 29500000 | 20675075 |
| Bojangles Issuer LLC Series 2024-1A Class A2<sup>†</sup> | 6.584% |  | 11/20/2054 | 23755625 | 23918750 |
| Cajun Global LLC Series 2025-2A Class A2<sup>†</sup> | 5.912% |  | 11/20/2055 | 25395000 | 25275588 |
| Cherry Securitization Trust Series 2024-1A Class A<sup>†</sup> | 5.70% |  | 4/15/2032 | 28330000 | 28458955 |
| Cherry Securitization Trust Series 2025-1A Class A<sup>†</sup> | 6.13% |  | 11/15/2032 | 19790000 | 19994747 |

---

*See Notes to Schedule of Investments.* 1

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | **Maturity<br> Date** | **Principal**<br> **Amount**<sup>‡</sup> | **Fair<br> Value** |
| **Other (continued)** |  |  |  |  |
| Crockett Partners Equipment Co. IIA LLC Series 2024-1C Class A<sup>†</sup> | 6.05% | 1/20/2031 | $19732606 | $19983792 |
| Driven Brands Funding LLC Series 2020-2A Class A2<sup>†</sup> | 3.237% | 1/20/2051 | 8535576 | 8015496 |
| Driven Brands Funding LLC Series 2024-1A Class A2<sup>†</sup> | 6.372% | 10/20/2054 | 13144825 | 12157507 |
| Driven Brands Funding LLC Series 2025-1A Class A2<sup>†</sup> | 5.296% | 10/20/2055 | 18289163 | 16418644 |
| Hardee's Funding LLC Series 2018-1A Class A23<sup>†</sup> | 5.71% | 6/20/2048 | 21617250 | 21381408 |
| Hardee's Funding LLC Series 2024-1A Class A2<sup>†</sup> | 7.253% | 3/20/2054 | 6414100 | 6557481 |
| Jersey Mike's Funding LLC Series 2024-1A Class A2<sup>†</sup> | 5.636% | 2/15/2055 | 17572500 | 17797692 |
| Lightpath Fiber Issuer LLC Series 2026-1A Class A2<sup>†</sup> | 5.597% | 3/25/2056 | 47220000 | 47204266 |
| OWN Equipment Fund I LLC Series 2024-2M Class A<sup>†</sup> | 5.70% | 12/20/2032 | 28174756 | 28385785 |
| Pagaya Point of Sale Holdings Grantor Trust Series 2025-1 Class A<sup>†</sup> | 5.715% | 1/20/2034 | 22375000 | 22459524 |
| SEB Funding LLC Series 2026-1A Class A2<sup>†</sup> | 6.665% | 1/30/2056 | 45810000 | 45557495 |
| Sotheby's Artfi Master Trust Series 2026-1A Class D<sup>†</sup> | 5.54% | 6/20/2033 | 16315000 | 16308657 |
| Stream Innovations Issuer Trust Series 2024-1A Class A<sup>†</sup> | 6.27% | 7/15/2044 | 6780798 | 6986791 |
| U.S. Bank NA Series 2025-SUP1 Class B<sup>†</sup> | 5.582% | 2/25/2032 | 12051836 | 12114451 |
| VB-S1 Issuer LLC Series 2026-1A Class D<sup>†</sup> | 5.193% | 3/15/2056 | 33055000 | 32558415 |
| Wingstop Funding LLC Series 2020-1A Class A2<sup>†</sup> | 2.841% | 12/5/2050 | 25092875 | 24310602 |
| Wingstop Funding LLC Series 2024-1A Class A2<sup>†</sup> | 5.858% | 12/5/2054 | 19375000 | 19712338 |
| Zaxbys Funding LLC Series 2024-1A Class A2I<sup>†</sup> | 6.594% | 4/30/2054 | 9224525 | 9365864 |
| *Total* |  |  |  | 542331704 |
| *Total Asset-Backed Securities* (cost $770,549,711) |  |  |  | 755473549 |

---

2 *See Notes to Schedule of Investments.*

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | |
|:---|:---|:---|
| **Investments** | **Shares** | **Fair<br> Value** |
| **COMMON STOCKS 5.13%** |  |  |
| **Aerospace & Defense 0.47%** |  |  |
| ATI, Inc.\* | 173257 | $25201963 |
| Elbit Systems Ltd. (Israel)<sup>(c)</sup> | 16653 | 14139896 |
| Huntington Ingalls Industries, Inc. | 54717 | 20786988 |
| Saab AB Class B<sup>(d)</sup> | 361626 | 23668333 |
| Woodward, Inc. | 69635 | 24923759 |
| *Total* |  | 108720939 |
| **Air Freight & Logistics 0.22%** |  |  |
| CH Robinson Worldwide, Inc. | 147514 | 24497650 |
| FedEx Corp. | 71380 | 25424128 |
| *Total* |  | 49921778 |
| **Beverages 0.11%** |  |  |
| Kirin Holdings Co. Ltd.<sup>(d)</sup> | 1522700 | 24220352 |
| **Biotechnology 0.05%** |  |  |
| Bridgebio Pharma, Inc.\* | 166537 | 12367038 |
| **Capital Markets 0.16%** |  |  |
| Coinbase Global, Inc. Class A\* | 59477 | 10385279 |
| StoneX Group, Inc.\* | 333073 | 26862337 |
| *Total* |  | 37247616 |
| **Chemicals 0.70%** |  |  |
| Albemarle Corp. | 172371 | 30945766 |
| Celanese Corp. | 356864 | 23470945 |
| Element Solutions, Inc. | 880381 | 30056207 |
| LyondellBasell Industries NV Class A | 333126 | 26836631 |
| Sociedad Quimica y Minera de Chile SA ADR\* | 380679 | 30812158 |
| Yara International ASA<sup>(d)</sup> | 333077 | 19469807 |
| *Total* |  | 161591514 |
| **Commercial Services & Supplies 0.00%** |  |  |
| Claire's Holdings LLC\* | 15164 | – <sup>(e)</sup> |
| **Communications Equipment 0.23%** |  |  |
| Ciena Corp.\* | 61853 | 24013190 |
| Cisco Systems, Inc. | 356884 | 27690630 |
| *Total* |  | 51703820 |

---

*See Notes to Schedule of Investments.* 3

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | |
|:---|:---|:---|
| **Investments** | **Shares** | **Fair<br> Value** |
| **Diversified Telecommunication Services 0.04%** |  |  |
| Luxco Co. Ltd.\*<sup>(d)</sup> | 561251 | $9552433 |
| **Electric: Utilities 0.25%** |  |  |
| Entergy Corp. | 223658 | 25130213 |
| Frontera Generation Holdings LLC\* | 125994 | 3338841 |
| IDACORP, Inc. | 202568 | 28961147 |
| *Total* |  | 57430201 |
| **Electrical Equipment 0.49%** |  |  |
| Bloom Energy Corp. Class A\* | 205275 | 27812710 |
| GE Vernova, Inc. | 31686 | 27658710 |
| Generac Holdings, Inc.\* | 142761 | 27885506 |
| Nextpower, Inc. Class A\* | 234953 | 28323584 |
| *Total* |  | 111680510 |
| **Electronic Equipment, Instruments & Components 0.10%** |  |  |
| Cognex Corp. | 452075 | 22147154 |
| **Energy Equipment & Services 0.12%** |  |  |
| SLB Ltd. | 547231 | 28122201 |
| **Entertainment 0.04%** |  |  |
| Madison Square Garden Entertainment Corp.\* | 142739 | 8408755 |
| **Ground Transportation 0.10%** |  |  |
| JB Hunt Transport Services, Inc. | 109446 | 23191607 |
| **Hotels, Restaurants & Leisure 0.06%** |  |  |
| Arcos Dorados Holdings, Inc. Class A (Uruguay)<sup>(c)</sup> | 1713013 | 14132357 |
| **Independent Power and Renewable Electricity Producers 0.05%** |  |  |
| Talen Energy Corp.\* | 38064 | 12151171 |
| **Machinery 0.37%** |  |  |
| Deere & Co. | 45206 | 25464540 |
| FANUC Corp.<sup>(d)</sup> | 618600 | 21562496 |
| Lincoln Electric Holdings, Inc. | 57106 | 14223962 |
| Snap-on, Inc. | 61844 | 22462978 |
| *Total* |  | 83713976 |
| **Marine Transportation 0.07%** |  |  |
| Kirby Corp.\* | 118949 | 15805943 |

---

4 *See Notes to Schedule of Investments.*

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | |
|:---|:---|:---|
| **Investments** | **Shares** | **Fair<br> Value** |
| **Metals & Mining 0.47%** |  |  |
| Fresnillo PLC<sup>(d)</sup> | 556340 | $24660343 |
| Harmony Gold Mining Co. Ltd. ADR | 1210535 | 18605923 |
| Southern Copper Corp. | 167083 | 28748301 |
| Steel Dynamics, Inc. | 199857 | 35974260 |
| *Total* |  | 107988827 |
| **Miscellaneous Financials 0.01%** |  |  |
| Utex Industries\* | 113840 | 3244440 |
| **Oil, Gas & Consumable Fuels 0.40%** |  |  |
| Devon Energy Corp. | 452007 | 22744992 |
| Equinor ASA ADR | 285495 | 12047889 |
| Occidental Petroleum Corp. | 380638 | 24741470 |
| Suncor Energy, Inc.<sup>(d)</sup> | 499606 | 33044891 |
| *Total* |  | 92579242 |
| **Personal Care Products 0.04%** |  |  |
| Anastasia Parent LLC\* | 152350 | 1713938 |
| Gibson Brands Private Equity\* | 106902 | 6948630 |
| *Total* |  | 8662568 |
| **Pharmaceuticals 0.14%** |  |  |
| Roche Holding AG<sup>(d)</sup> | 80868 | 32273678 |
| **Semiconductors & Semiconductor Equipment 0.24%** |  |  |
| ASML Holding NV | 20462 | 27209467 |
| Monolithic Power Systems, Inc. | 26171 | 28614063 |
| *Total* |  | 55823530 |
| **Software 0.08%** |  |  |
| Circle Internet Group, Inc.\* | 199858 | 19068452 |
| **Tobacco 0.11%** |  |  |
| Japan Tobacco, Inc.<sup>(d)</sup> | 666200 | 25558009 |
| **Transportation Infrastructure 0.01%** |  |  |
| ACBL Holdings Corp.\* | 28712 | 1004920 |
| *Total Common Stocks* (cost $1,172,432,138) |  | 1178313031 |

---

*See Notes to Schedule of Investments.* 5

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | **Maturity<br> Date** | **Principal**<br> **Amount**<sup>‡</sup> | **Fair<br> Value** |
| **CORPORATE BONDS 71.07%** |  |  |  |  |
| **Aerospace/Defense 1.80%** |  |  |  |  |
| ATI, Inc. | 7.25% | 8/15/2030 | $30258000 | $31397335 |
| Boeing Co. | 5.805% | 5/1/2050 | 21979000 | 21261167 |
| Boeing Co. | 6.528% | 5/1/2034 | 50319000 | 54835617 |
| Czechoslovak Group AS (Czech Republic)<sup>(c)</sup> | 6.50% | 1/10/2031 | 26122000 | 26726740 |
| Efesto Bidco SpA Efesto U.S. LLC (Italy)<sup>†(c)</sup> | 7.50% | 2/15/2032 | 39324000 | 39178740 |
| Embraer Netherlands Finance BV (Netherlands)<sup>(c)</sup> | 5.40% | 1/9/2038 | 31565000 | 30196026 |
| HEICO Corp. | 5.35% | 8/1/2033 | 23809000 | 24262063 |
| Moog, Inc.<sup>†</sup> | 5.50% | 10/15/2034 | 23304000 | 23435472 |
| TransDigm, Inc. | 4.625% | 1/15/2029 | 38257000 | 37612715 |
| TransDigm, Inc.<sup>†</sup> | 6.00% | 1/15/2033 | 46216000 | 46241585 |
| TransDigm, Inc.<sup>†(f)</sup> | 6.125% | 7/31/2034 | 22841000 | 22493643 |
| TransDigm, Inc.<sup>†</sup> | 6.75% | 1/31/2034 | 22756000 | 23071285 |
| TransDigm, Inc.<sup>†</sup> | 6.875% | 12/15/2030 | 31150000 | 31937877 |
| *Total* |  |  |  | 412650265 |
| **Agriculture 0.37%** |  |  |  |  |
| BAT Capital Corp. | 7.75% | 10/19/2032 | 20427000 | 23466678 |
| Imperial Brands Finance PLC (United Kingdom)<sup>†(c)</sup> | 5.625% | 7/1/2035 | 16234000 | 16377744 |
| Japan Tobacco, Inc. (Japan)<sup>†(c)</sup> | 5.85% | 6/15/2035 | 30426000 | 31939894 |
| JT International Financial Services BV (Netherlands)<sup>†(c)</sup> | 6.875% | 10/24/2032 | 12475000 | 13871754 |
| *Total* |  |  |  | 85656070 |
| **Airlines 2.11%** |  |  |  |  |
| Alaska Airlines Pass-Through Trust Class A<sup>†</sup> | 4.80% | 2/15/2029 | 19790795 | 19807320 |
| American Airlines Pass-Through Trust Class AA | 3.00% | 4/15/2030 | 10079542 | 9777246 |
| American Airlines Pass-Through Trust Class A | 4.90% | 11/11/2039 | 18002000 | 17581097 |
| American Airlines Pass-Through Trust Class B | 5.65% | 5/11/2036 | 11984000 | 12068444 |
| American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>†</sup> | 5.75% | 4/20/2029 | 132933103 | 132291076 |
| AS Mileage Plan IP Ltd. (Cayman Islands)<sup>†(c)</sup> | 5.308% | 10/20/2031 | 33758000 | 33034515 |
| British Airways Pass-Through Trust Class AA (United Kingdom)<sup>†(c)(f)</sup> | 3.30% | 6/15/2034 | 10909635 | 10339124 |
| Delta Air Lines, Inc./SkyMiles IP Ltd.<sup>†</sup> | 4.75% | 10/20/2028 | 27165491 | 27135990 |

---

6 *See Notes to Schedule of Investments.*

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | **Maturity<br> Date** | **Principal**<br> **Amount**<sup>‡</sup> | **Fair<br> Value** |
| **Airlines (continued)** |  |  |  |  |
| JetBlue Airways Corp./JetBlue Loyalty LP<sup>†</sup> | 9.875% | 9/20/2031 | $57309000 | $54238289 |
| JetBlue Pass-Through Trust Class A | 2.95% | 11/15/2029 | 9611221 | 8997888 |
| JetBlue Pass-Through Trust Class B | 8.00% | 5/15/2029 | 11613523 | 11722174 |
| Southwest Airlines Co. | 5.25% | 11/15/2035 | 23525000 | 22094364 |
| United Airlines Holdings, Inc. | 5.375% | 3/1/2031 | 29625000 | 29049288 |
| United Airlines Pass-Through Trust Class AA | 5.45% | 8/15/2038 | 41399546 | 42322855 |
| United Airlines Pass-Through Trust Class A | 5.80% | 7/15/2037 | 21896961 | 22614534 |
| United Airlines Pass-Through Trust Class A | 5.875% | 4/15/2029 | 15558443 | 15828734 |
| United Airlines, Inc.<sup>†</sup> | 4.625% | 4/15/2029 | 14775000 | 14505783 |
| *Total* |  |  |  | 483408721 |
| **Apparel 0.24%** |  |  |  |  |
| Gildan Activewear, Inc. (Canada)<sup>†(c)</sup> | 5.40% | 10/7/2035 | 22807000 | 22257848 |
| William Carter Co.<sup>†</sup> | 7.375% | 2/15/2031 | 32277000 | 32961460 |
| *Total* |  |  |  | 55219308 |
| **Auto Manufacturers 1.43%** |  |  |  |  |
| Allison Transmission, Inc.<sup>†</sup> | 3.75% | 1/30/2031 | 24669000 | 22979433 |
| Aston Martin Capital Holdings Ltd. (United Kingdom)<sup>†(c)</sup> | 10.00% | 3/31/2029 | 32169000 | 24234677 |
| Ford Motor Credit Co. LLC | 3.625% | 6/17/2031 | 25327000 | 22832154 |
| Ford Motor Credit Co. LLC | 6.125% | 3/8/2034 | 56032000 | 55523917 |
| General Motors Financial Co., Inc. | 5.45% | 9/6/2034 | 21269000 | 21106195 |
| Nissan Motor Acceptance Co. LLC<sup>†</sup> | 6.125% | 9/30/2030 | 33247000 | 31980489 |
| Nissan Motor Acceptance Co. LLC<sup>†</sup> | 7.05% | 9/15/2028 | 12329000 | 12528665 |
| Nissan Motor Co. Ltd. (Japan)<sup>†(c)</sup> | 4.345% | 9/17/2027 | 12134000 | 11812817 |
| Nissan Motor Co. Ltd. (Japan)<sup>†(c)</sup> | 4.81% | 9/17/2030 | 66482000 | 60427962 |
| Nissan Motor Co. Ltd. (Japan)<sup>†(c)</sup> | 7.75% | 7/17/2032 | 18465000 | 18716392 |
| Nissan Motor Co. Ltd. (Japan)<sup>†(c)</sup> | 8.125% | 7/17/2035 | 22492000 | 23160942 |
| Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC<sup>†(f)</sup> | 10.00% | 1/15/2031 | 24777000 | 24095020 |
| *Total* |  |  |  | 329398663 |
| **Auto Parts & Equipment 1.25%** |  |  |  |  |
| Clarios Global LP/Clarios U.S. Finance Co.<sup>†</sup> | 6.75% | 9/15/2032 | 20857000 | 21036996 |
| Cooper-Standard Automotive, Inc.<sup>†</sup> | 9.25% | 3/1/2031 | 31399000 | 29530760 |
| Cyprium Corp./Cyprium Holdings Luxembourg SARL<sup>†</sup> | 6.125% | 4/15/2031 | 14607000 | 14436353 |
| Cyprium Corp./Cyprium Holdings Luxembourg SARL<sup>†</sup> | 6.375% | 4/15/2034 | 26559000 | 25845679 |
| Dana, Inc.<sup>(f)</sup> | 4.25% | 9/1/2030 | 16206000 | 15370697 |
| Dana, Inc. | 4.50% | 2/15/2032 | 25440000 | 23762441 |

---

*See Notes to Schedule of Investments.* 7

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | | **Maturity<br> Date** | **Principal**<br> **Amount**<sup>‡</sup> | **Fair<br> Value** |
| **Auto Parts & Equipment (continued)** |  |  |  |  |  |
| Forvia SE (France)<sup>†(c)</sup> | 6.75% |  | 9/15/2033 | $21920000 | $21414849 |
| Goodyear Tire & Rubber Co.<sup>(f)</sup> | 6.625% |  | 7/15/2030 | 16946000 | 16585042 |
| Tenneco, Inc.<sup>†</sup> | 8.00% |  | 11/17/2028 | 32145000 | 32050278 |
| ZF North America Capital, Inc.<sup>†</sup> | 6.75% |  | 4/23/2030 | 22555000 | 21835096 |
| ZF North America Capital, Inc.<sup>†</sup> | 6.875% |  | 4/14/2028 | 21422000 | 21741359 |
| ZF North America Capital, Inc.<sup>†</sup> | 7.125% |  | 4/14/2030 | 44919000 | 44322795 |
| *Total* |  |  |  |  | 287932345 |
| **Banks 5.72%** |  |  |  |  |  |
| ABN AMRO Bank NV (Netherlands)<sup>†(c)</sup> | 3.324% (5 yr.<br>CMT + 1.90%) | <sup>#</sup> | 3/13/2037 | 34400000 | 30718721 |
| Akbank TAS (Turkey)<sup>†(c)</sup> | 7.95% (5 yr.<br>CMT + 4.22%) | <sup>#</sup> | – <sup>(g)</sup> | 33854000 | 32299284 |
| Alfa Bank AO Via Alfa Bond Issuance PLC (Ireland)<sup>(c)</sup> | 5.50% (5 yr.<br>CMT + 4.55%) |  | 10/26/2031 | 51057000 | 0 <sup>(e)</sup> |
| ANZ Bank New Zealand Ltd. (New Zealand)<sup>†(c)</sup> | 5.898% (5 yr.<br>CMT + 1.50%) | <sup>#</sup> | 7/10/2034 | 17739000 | 18349898 |
| Associated Banc-Corp. | 6.455%<br> (SOFR + 3.03%) | <sup>#</sup> | 8/29/2030 | 21624000 | 22138277 |
| Australia & New Zealand Banking Group Ltd. (Australia)<sup>†(c)</sup> | 6.742% |  | 12/8/2032 | 49324000 | 53510879 |
| Banc of California | 3.25% (3 mo.<br> USD Term SOFR + 2.52%) | <sup>#</sup> | 5/1/2031 | 17879000 | 17923697 |
| Banco Santander SA (Spain)<sup>(c)</sup> | 8.00% (5 yr.<br>CMT + 3.91%) | <sup>#</sup> | – <sup>(g)</sup> | 13400000 | 14136437 |
| Bank Hapoalim BM (Israel)<sup>(c)</sup> | 5.252% |  | 1/14/2033 | 22809000 | 22545662 |
| Bank OZK<sup>(f)</sup> | 2.75% (3 mo.<br> USD Term SOFR + 2.09%) | <sup>#</sup> | 10/1/2031 | 39957000 | 38330750 |
| Barclays PLC (United Kingdom)<sup>(c)</sup> | 7.625% (5 yr.<br> USD SOFR ICE Swap + 3.69%) | <sup>#</sup> | – <sup>(g)</sup> | 22112000 | 22336559 |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico<sup>†</sup> | 8.125% (5 yr.<br>CMT + 4.21%) | <sup>#</sup> | 1/8/2039 | 21627000 | 22790357 |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico<sup>†</sup> | 8.45% (5 yr.<br>CMT + 4.66%) | <sup>#</sup> | 6/29/2038 | 22233000 | 23921596 |
| BOKF NA | 6.108% (5 yr.<br>CMT + 2.00%) | <sup>#</sup> | 11/6/2040 | 16285000 | 16524205 |

---

8 *See Notes to Schedule of Investments.*

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | | **Maturity<br> Date** | **Principal**<br> **Amount**<sup>‡</sup> | **Fair<br> Value** |
| **Banks (continued)** |  |  |  |  |  |
| Citigroup, Inc. | 6.95% (5 yr.<br>CMT + 2.73%) | <sup>#</sup> | – <sup>(g)</sup> | $25754000 | $25960060 |
| Citizens Financial Group, Inc. | 5.299% (5 yr.<br>CMT + 1.45%) | <sup>#</sup> | 1/29/2036 | 22800000 | 22602725 |
| Citizens Financial Group, Inc. | 5.841%<br> (SOFR + 2.01%) | <sup>#</sup> | 1/23/2030 | 20706000 | 21327018 |
| Credit Agricole SA (France)<sup>†(c)</sup> | 4.75% (5 yr.<br>CMT + 3.24%) | <sup>#</sup> | – <sup>(g)</sup> | 60097000 | 57255031 |
| Deutsche Bank AG | 7.079%<br> (SOFR + 3.65%) | <sup>#</sup> | 2/10/2034 | 63725000 | 68325270 |
| First Citizens BancShares, Inc. | 6.254% (5 yr.<br>CMT + 1.97%) | <sup>#</sup> | 3/12/2040 | 23783000 | 23266878 |
| First Citizens BancShares, Inc. | 7.00% (5 yr.<br>CMT + 3.30%) | <sup>#</sup> | – <sup>(g)</sup> | 43676000 | 43751647 |
| First Horizon Corp. | 5.514%<br> (SOFR + 1.77%) | <sup>#</sup> | 3/7/2031 | 17030000 | 17277035 |
| First Republic Bank | 4.375% |  | 8/1/2046 | 20817000 | 11449 |
| First Republic Bank | 4.625% |  | 2/13/2047 | 15410000 | 8475 |
| First-Citizens Bank & Trust Co. | 6.125% |  | 3/9/2028 | 50320000 | 51604848 |
| FNB Corp. | 5.722%<br> (SOFR + 1.93%) | <sup>#</sup> | 12/11/2030 | 25429000 | 25594551 |
| Goldman Sachs Group, Inc. | 6.85% (5 yr.<br>CMT + 2.46%) | <sup>#</sup> | – <sup>(g)</sup> | 22552000 | 23001642 |
| Home BancShares, Inc. | 3.125% (3 mo.<br> USD Term SOFR + 1.82%) | <sup>#</sup> | 1/30/2032 | 22552000 | 21333769 |
| HSBC Holdings PLC (United Kingdom)<sup>(c)(f)</sup> | 6.95% (5 yr.<br>CMT + 3.19%) | <sup>#</sup> | – <sup>(g)</sup> | 21818000 | 21880770 |
| Huntington Bancshares, Inc. | 6.141% (5 yr.<br>CMT + 1.70%) | <sup>#</sup> | 11/18/2039 | 30918000 | 31570062 |
| Huntington Bancshares, Inc. | 6.25% (5 yr.<br>CMT + 2.65%) | <sup>#</sup> | – <sup>(g)</sup> | 28025000 | 27632527 |
| KeyCorp<sup>(f)</sup> | 5.305%<br> (SOFR + 1.37%) | <sup>#</sup> | 1/28/2037 | 22797000 | 22337074 |
| Lloyds Banking Group PLC (United Kingdom)<sup>(c)(f)</sup> | 6.625% (5 yr.<br>CMT + 2.68%) | <sup>#</sup> | – <sup>(g)</sup> | 20798000 | 19869041 |
| Macquarie Bank Ltd. (United Kingdom)<sup>(c)</sup> | 6.125%<br> (5 yr. USD Swap + 3.70%) | <sup>#</sup> | – <sup>(g)</sup> | 10748000 | 10822161 |
| NatWest Group PLC (United Kingdom)<sup>(c)(f)</sup> | 8.125% (5 yr.<br>CMT + 3.75%) | <sup>#</sup> | – <sup>(g)</sup> | 22107000 | 23941594 |

---

*See Notes to Schedule of Investments.* 9

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments** | **Interest <br> Rate** | | **Maturity <br> Date** | **Principal <br> Amount**<sup>‡</sup> | **Fair <br> Value** |
| **Banks (continued)** |  |  |  |  |  |
| Nordea Bank Abp (Finland)<sup>†(c)(f)</sup> | 6.30% (5 yr.<br> CMT + 2.66%) | <sup>#</sup> | – <sup>(g)</sup> | $12996000 | $12935721 |
| Pinnacle Financial Partners, Inc. | 6.168%<br> (SOFR + 2.35%) | <sup>#</sup> | 11/1/2030 | 18009000 | 18366087 |
| Regions Financial Corp. | 5.502%<br> (SOFR + 2.06%) | <sup>#</sup> | 9/6/2035 | 18018000 | 18050012 |
| Societe Generale SA (France)<sup>†(c)(f)</sup> | 6.066%<br> (1 yr. CMT + 2.10%) | <sup>#</sup> | 1/19/2035 | 20817000 | 21505978 |
| Standard Chartered PLC (United Kingdom)<sup>†(c)(f)</sup> | 6.097%<br> (1 yr. CMT + 2.10%) | <sup>#</sup> | 1/11/2035 | 27561000 | 28650237 |
| State Street Corp. | 6.45% (5 yr.<br> CMT + 2.14%) | <sup>#</sup> | – <sup>(g)</sup> | 25847000 | 26244423 |
| Sumitomo Mitsui Financial Group, Inc. (Japan)<sup>(c)</sup> | 6.60% (5 yr.<br> CMT + 2.28%) | <sup>#</sup> | – <sup>(g)</sup> | 24044000 | 23769706 |
| Texas Capital Bancshares, Inc. | 5.301%<br> (SOFR + 1.94%) | <sup>#</sup> | 2/27/2032 | 22348000 | 22042386 |
| Toronto-Dominion Bank (Canada)<sup>(c)</sup> | 6.35% (5 yr.<br> CMT + 2.72%) | <sup>#</sup> | 10/31/2085 | 21086000 | 20763245 |
| UBS Group AG (Switzerland)<sup>†(c)</sup> | 7.00% (5 yr.<br> USD SOFR ICE Swap + 3.08%) | <sup>#</sup> | – <sup>(g)</sup> | 24139000 | 23925931 |
| UBS Group AG (Switzerland)<sup>†(c)</sup> | 9.25% (5 yr.<br> CMT + 4.75%) | <sup>#</sup> | – <sup>(g)</sup> | 24151000 | 25755960 |
| UBS Group AG (Switzerland)<sup>†(c)</sup> | 9.25% (5 yr.<br> CMT + 4.76%) | <sup>#</sup> | – <sup>(g)</sup> | 13301000 | 14984893 |
| UniCredit SpA (Italy)<sup>†(c)</sup> | 7.296%<br> (5 yr. USD ICE<br> Swap + 4.91%) | <sup>#</sup> | 4/2/2034 | 45208000 | 47586590 |
| Webster Financial Corp. | 4.10% |  | 3/25/2029 | 34898000 | 34110736 |
| Western Alliance Bancorp | 3.00% (3 mo.<br> USD Term SOFR + 2.25%) | <sup>#</sup> | 6/15/2031 | 51424000 | 49404580 |
| Zions Bancorp NA | 4.483%<br> (SOFR + 1.06%) | <sup>#</sup> | 2/9/2029 | 8742000 | 8679982 |
| Zions Bancorp NA | 6.816%<br> (SOFR + 2.83%) | <sup>#</sup> | 11/19/2035 | 21981000 | 22590667 |
| *Total* |  |  |  |  | 1314267083 |
| **Beverages 0.12%** |  |  |  |  |  |
| Bacardi Ltd./Bacardi-Martini BV<sup>†</sup> | 5.25% |  | 1/15/2029 | 14731000 | 14883283 |
| Coca-Cola Femsa SAB de CV (Mexico)<sup>(c)</sup> | 5.10% |  | 5/6/2035 | 13391000 | 13257625 |
| *Total* |  |  |  |  | 28140908 |

---

10 *See Notes to Schedule of Investments.*

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | | **Maturity<br> Date** | **Principal<br> Amount**<sup>‡</sup> | **Fair<br> Value** |
| **Biotechnology 0.43%** |  |  |  |  |  |
| Genmab AS/Genmab Finance LLC (Denmark)<sup>†(c)</sup> | 6.25% |  | 12/15/2032 | $21978000 | $22548483 |
| Genmab AS/Genmab Finance LLC (Denmark)<sup>†(c)</sup> | 7.25% |  | 12/15/2033 | 26047000 | 27288036 |
| Illumina, Inc. | 4.75% |  | 12/12/2030 | 16300000 | 16230130 |
| Royalty Pharma PLC | 5.40% |  | 9/2/2034 | 32027000 | 32306230 |
| *Total* |  |  |  |  | 98372879 |
| **Building Materials 0.96%** |  |  |  |  |  |
| ACProducts Holdings, Inc.<sup>†</sup> | 6.375% |  | 5/15/2029 | 27943000 | 13412640 |
| Amrize Finance U.S. LLC | 5.40% |  | 4/7/2035 | 12616000 | 12834278 |
| CP Atlas Buyer, Inc.<sup>†(f)</sup> | 12.75% |  | 1/15/2031 | 15537496 | 12009342 |
| EMRLD Borrower LP/Emerald Co-Issuer, Inc.<sup>†</sup> | 6.625% |  | 12/15/2030 | 77265000 | 78679645 |
| EMRLD Borrower LP/Emerald Co-Issuer, Inc.<sup>†</sup> | 6.75% |  | 7/15/2031 | 22442000 | 23097778 |
| MIWD Holdco II LLC/MIWD Finance Corp.<sup>†(f)</sup> | 5.50% |  | 2/1/2030 | 29775000 | 25749039 |
| Quikrete Holdings, Inc.<sup>†</sup> | 6.375% |  | 3/1/2032 | 31693000 | 32160567 |
| Smyrna Ready Mix Concrete LLC<sup>†</sup> | 6.00% |  | 11/1/2028 | 22756000 | 22598603 |
| *Total* |  |  |  |  | 220541892 |
| **Chemicals 2.21%** |  |  |  |  |  |
| ASP Unifrax Holdings, Inc.<sup>†</sup> | 7.10% |  | 9/30/2029 | 35192976 | 2463508 |
| ASP Unifrax Holdings, Inc.<sup>†</sup> | 11.175% |  | 9/30/2029 | 47032768 | 23986712 |
| Cabot Corp. | 5.00% |  | 6/30/2032 | 32395000 | 32385770 |
| Celanese U.S. Holdings LLC<sup>(f)</sup> | 6.75% |  | 4/15/2033 | 33582000 | 34475044 |
| Celanese U.S. Holdings LLC<sup>(f)</sup> | 7.20% |  | 11/15/2033 | 44017000 | 46996115 |
| Celanese U.S. Holdings LLC<sup>(f)</sup> | 7.375% |  | 2/15/2034 | 37906000 | 38868395 |
| FMC Corp. | 5.65% |  | 5/18/2033 | 1826000 | 1617638 |
| INEOS Finance PLC (United Kingdom)<sup>†(c)(f)</sup> | 7.50% |  | 4/15/2029 | 22787000 | 22127280 |
| LYB International Finance III LLC<sup>(f)</sup> | 5.875% |  | 1/15/2036 | 46059000 | 46235949 |
| Ma'aden Sukuk Ltd. (Cayman Islands)<sup>†(c)</sup> | 5.50% |  | 2/13/2035 | 13392000 | 13434386 |
| Olympus Water U.S. Holding Corp.<sup>†</sup> | 7.25% |  | 6/15/2031 | 27168000 | 26563045 |
| Sasol Financing USA LLC<sup>†(h)</sup> | 8.75% |  | 4/10/2033 | 18213000 | 18159454 |
| SNF Group SACA (France)<sup>†(c)</sup> | 5.626% |  | 3/31/2031 | 26987000 | 27324338 |
| Sociedad Quimica y Minera de Chile SA (Chile)<sup>†(c)</sup> | 5.625% (5 yr.<br> CMT + 1.92%) | <sup>#</sup> | 4/22/2056 | 35200000 | 34326627 |
| Solstice Advanced Materials, Inc.<sup>†</sup> | 5.625% |  | 9/30/2033 | 33758000 | 33320233 |
| Tronox, Inc.<sup>†</sup> | 4.625% |  | 3/15/2029 | 52194000 | 41851242 |

---

*See Notes to Schedule of Investments.* 11

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments** | **Interest <br> Rate** | **Maturity <br> Date** | **Principal <br> Amount**<sup>‡</sup> | **Fair <br> Value** |
| **Chemicals (continued)** |  |  |  |  |
| Westlake Corp. | 5.55% | 11/15/2035 | $22807000 | $22744280 |
| WR Grace Holdings LLC<sup>†</sup> | 6.625% | 8/15/2032 | 42181000 | 41138510 |
| *Total* |  |  |  | 508018526 |
| **Coal 0.18%** |  |  |  |  |
| SunCoke Energy, Inc.<sup>†</sup> | 4.875% | 6/30/2029 | 24865000 | 22462131 |
| Warrior Met Coal, Inc.<sup>†</sup> | 7.875% | 12/1/2028 | 17451000 | 17668003 |
| *Total* |  |  |  | 40130134 |
| **Commercial Services 2.62%** |  |  |  |  |
| Albion Financing 1 SARL/Aggreko Holdings, Inc. (Luxembourg)<sup>†(c)</sup> | 7.00% | 5/21/2030 | 43518000 | 44509209 |
| Allied Universal Holdco LLC<sup>†</sup> | 7.875% | 2/15/2031 | 32804000 | 33849955 |
| Allied Universal Holdco LLC/Allied Universal Finance Corp.<sup>†</sup> | 6.875% | 6/15/2030 | 29031000 | 29450556 |
| Ashtead Capital, Inc.<sup>†</sup> | 5.50% | 8/11/2032 | 19088000 | 19364181 |
| Avis Budget Car Rental LLC/Avis Budget Finance, Inc.<sup>†(f)</sup> | 8.375% | 6/15/2032 | 52407000 | 52166300 |
| CompoSecure Holdings LLC<sup>†</sup> | 5.625% | 2/1/2033 | 23083000 | 22567557 |
| CoreCivic, Inc. | 8.25% | 4/15/2029 | 22853000 | 23873226 |
| EquipmentShare.com, Inc.<sup>†</sup> | 8.625% | 5/15/2032 | 21214000 | 22168821 |
| EquipmentShare.com, Inc.<sup>†</sup> | 9.00% | 5/15/2028 | 52191000 | 53974941 |
| Garda World Security Corp. (Canada)<sup>†(c)</sup> | 6.50% | 1/15/2031 | 21821000 | 22139194 |
| GEO Group, Inc. | 8.625% | 4/15/2029 | 31106000 | 32326052 |
| Herc Holdings, Inc.<sup>†(f)</sup> | 6.00% | 3/15/2034 | 16453000 | 15922947 |
| Herc Holdings, Inc.<sup>†(f)</sup> | 7.25% | 6/15/2033 | 19089000 | 19577526 |
| Hertz Corp.<sup>†(i)</sup> | Zero Coupon | 1/15/2028 | 33436000 |  |
| Hertz Corp.<sup>†</sup>\*<sup>(i)</sup> | Zero Coupon | 10/15/2049 | 16775000 |  |
| Hertz Corp.<sup>†(f)</sup> | 5.00% | 12/1/2029 | 15894000 | 6730632 |
| Hertz Corp.<sup>†(f)</sup> | 12.625% | 7/15/2029 | 33985000 | 29848138 |
| ITR Concession Co. LLC<sup>†</sup> | 5.183% | 7/15/2035 | 12438000 | 12167677 |
| J Paul Getty Trust | 4.905% | 4/1/2035 | 22551000 | 22617800 |
| Quanta Services, Inc. | 5.25% | 8/9/2034 | 21175000 | 21312835 |
| Rentokil Terminix Funding LLC<sup>†</sup> | 5.625% | 4/28/2035 | 26944000 | 27145750 |
| Rollins, Inc. | 5.25% | 2/24/2035 | 21393000 | 21389055 |
| Sotheby's<sup>†</sup> | 7.375% | 10/15/2027 | 18248000 | 18171990 |
| Synergy Infrastructure Holdings LLC<sup>†</sup> | 7.875% | 12/1/2030 | 21821000 | 22297200 |
| Triton Container International Ltd./TAL International Container Corp. | 5.15% | 2/15/2033 | 29178000 | 28588426 |
| *Total* |  |  |  | 602159968 |

---

12 *See Notes to Schedule of Investments.*

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments** | **Interest <br> Rate** | | **Maturity <br> Date** | **Principal <br> Amount**<sup>‡</sup> | **Fair <br> Value** |
| **Computers 0.28%** |  |  |  |  |  |
| CACI International, Inc.<sup>†</sup> | 6.375% |  | 6/15/2033 | $42877000 | $43675198 |
| NetApp, Inc. | 2.70% |  | 6/22/2030 | 21843000 | 20072159 |
| *Total* |  |  |  |  | 63747357 |
| **Cosmetics/Personal Care 0.13%** |  |  |  |  |  |
| Opal Bidco SAS (France)<sup>†(c)</sup> | 6.50% |  | 3/31/2032 | 30469000 | 30516806 |
| **Distribution/Wholesale 0.21%** |  |  |  |  |  |
| LKQ Corp. | 6.25% |  | 6/15/2033 | 27041000 | 27871903 |
| Marubeni Corp. (Japan)<sup>†(c)(f)</sup> | 5.383% |  | 4/1/2035 | 20673000 | 21132776 |
| *Total* |  |  |  |  | 49004679 |
| **Diversified Financial Services 3.54%** |  |  |  |  |  |
| Aircastle Ltd.<sup>†</sup> | 6.50% |  | 7/18/2028 | 22558000 | 23399589 |
| Ally Financial, Inc.<sup>(f)</sup> | 6.70% |  | 2/14/2033 | 44941000 | 45288637 |
| Azorra Finance Ltd. (Cayman Islands)<sup>†(c)</sup> | 6.25% |  | 2/15/2034 | 27363000 | 25463759 |
| Bread Financial Holdings, Inc.<sup>†</sup> | 6.75% |  | 5/15/2031 | 15366000 | 15266076 |
| Capital One Financial Corp.<sup>(f)</sup> | 5.50% (3 mo.<br> USD Term SOFR + 3.34%) | <sup>#</sup> | – <sup>(g)</sup> | 22406000 | 22326725 |
| Coinbase Global, Inc.<sup>†</sup> | 3.375% |  | 10/1/2028 | 46032000 | 43125931 |
| Coinbase Global, Inc.<sup>†(f)</sup> | 3.625% |  | 10/1/2031 | 26748000 | 22633670 |
| CrossCountry Intermediate HoldCo LLC<sup>†</sup> | 6.50% |  | 10/1/2030 | 22022000 | 21017546 |
| CrossCountry Intermediate HoldCo LLC<sup>†</sup> | 6.75% |  | 12/1/2032 | 23259000 | 21908594 |
| DAE Sukuk Difc Ltd. (United Arab Emirates)<sup>†(c)</sup> | 4.50% |  | 10/16/2030 | 28880000 | 27616865 |
| Freedom Mortgage Holdings LLC<sup>†</sup> | 9.125% |  | 5/15/2031 | 24430000 | 24863633 |
| GGAM Finance Ltd. (Ireland)<sup>†(c)</sup> | 8.00% |  | 6/15/2028 | 30343000 | 31514756 |
| Hellas Telecommunications Luxembourg II SCA (Luxembourg)<sup>†(c)(i)</sup> | 6.054% (3 mo.<br> USD LIBOR + 5.75%) |  | 1/15/2015 | 15000000 | 0 <sup>(e)</sup> |
| ILFC E-Capital Trust I<sup>†(f)</sup> | 6.38% | <sup>#(b)</sup> | 12/21/2065 | 28720000 | 24488593 |
| ILFC E-Capital Trust II<sup>†</sup> | 6.63% | <sup>#(b)</sup> | 12/21/2065 | 20873000 | 18235421 |
| Jane Street Group/JSG Finance, Inc.<sup>†</sup> | 6.75% |  | 5/1/2033 | 36068000 | 36619047 |
| Jane Street Group/JSG Finance, Inc.<sup>†</sup> | 7.125% |  | 4/30/2031 | 21694000 | 22313711 |
| LPL Holdings, Inc. | 5.75% |  | 6/15/2035 | 16822000 | 16763425 |
| LPL Holdings, Inc. | 6.00% |  | 5/20/2034 | 30180000 | 30796933 |
| Macquarie Airfinance Holdings Ltd. (United Kingdom)<sup>†(c)</sup> | 6.50% |  | 3/26/2031 | 41484000 | 43464996 |
| Neuberger Berman Group LLC/Neuberger Berman Finance Corp.<sup>†</sup> | 4.875% |  | 4/15/2045 | 25846000 | 22108430 |
| OneMain Finance Corp. | 6.125% |  | 5/15/2030 | 18166000 | 17775902 |

---

*See Notes to Schedule of Investments.* 13

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments** | **Interest <br> Rate** | | **Maturity <br> Date** | **Principal <br> Amount**<sup>‡</sup> | **Fair <br> Value** |
| **Diversified Financial Services (continued)** |  |  |  |  |  |
| OneMain Finance Corp. | 6.75% |  | 9/15/2033 | $23130000 | $22207173 |
| OneMain Finance Corp. | 7.50% |  | 5/15/2031 | 22340000 | 22473482 |
| PennyMac Financial Services, Inc.<sup>†</sup> | 6.875% |  | 5/15/2032 | 23229000 | 22439617 |
| PennyMac Financial Services, Inc.<sup>†</sup> | 7.125% |  | 11/15/2030 | 21685000 | 21566270 |
| PennyMac Financial Services, Inc.<sup>†</sup> | 7.875% |  | 12/15/2029 | 22745000 | 23281009 |
| Rocket Cos., Inc.<sup>†</sup> | 6.375% |  | 8/1/2033 | 31943000 | 32326124 |
| Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc.<sup>†</sup> | 4.00% |  | 10/15/2033 | 23911000 | 21451204 |
| Stonebriar ABF Issuer LLC<sup>†</sup> | 8.125% |  | 12/15/2030 | 22871000 | 23655635 |
| Synchrony Financial | 7.25% |  | 2/2/2033 | 19190000 | 19614099 |
| UWM Holdings LLC<sup>†</sup> | 6.25% |  | 3/15/2031 | 23267000 | 21208464 |
| VFH Parent LLC/Valor Co-Issuer, Inc.<sup>†</sup> | 7.50% |  | 6/15/2031 | 24820000 | 25519874 |
| *Total* |  |  |  |  | 812735190 |
| **Electric 5.13%** |  |  |  |  |  |
| AES Corp. | 7.60% (5 yr. <br> CMT + 3.20%) | <sup>#</sup> | 1/15/2055 | 23360000 | 23183471 |
| AES Panama Generation Holdings SRL (Panama)<sup>(c)</sup> | 4.375% |  | 5/31/2030 | 23477754 | 21751787 |
| Alliant Energy Corp. | 5.75% (5 yr. <br> CMT + 2.08%) | <sup>#</sup> | 4/1/2056 | 21903000 | 21302326 |
| Alpha Generation LLC<sup>†</sup> | 6.25% |  | 1/15/2034 | 30506000 | 29989338 |
| Alpha Generation LLC<sup>†</sup> | 6.75% |  | 10/15/2032 | 21496000 | 21826236 |
| American Electric Power Co., Inc. | 6.05% (5 yr. <br> CMT + 1.94%) | <sup>#</sup> | 3/15/2056 | 21604000 | 21420470 |
| Capital Power U.S. Holdings, Inc.<sup>†</sup> | 6.189% |  | 6/1/2035 | 18038000 | 18505566 |
| CenterPoint Energy, Inc. | 5.95% (5 yr. <br> CMT + 2.22%) | <sup>#</sup> | 4/1/2056 | 19272000 | 19106993 |
| Comision Ejecutiva Hidroelectrica del Rio Lempa (El Salvador)<sup>†(c)(f)</sup> | 8.65% |  | 1/24/2033 | 21895000 | 22475218 |
| Comision Federal de Electricidad (Mexico)<sup>†(c)</sup> | 6.50% |  | 1/28/2051 | 18384000 | 17740560 |
| Constellation Energy Generation LLC | 5.60% |  | 6/15/2042 | 21992000 | 21649475 |
| Constellation Energy Generation LLC | 5.80% |  | 3/1/2033 | 28492000 | 29856615 |
| Constellation Energy Generation LLC | 6.25% |  | 10/1/2039 | 42389000 | 44735616 |
| Dominion Energy, Inc. | 6.20% (5 yr. <br> CMT + 2.01%) | <sup>#</sup> | 2/15/2056 | 37503000 | 37187011 |
| DPL LLC | 4.35% |  | 4/15/2029 | 27939000 | 26832699 |
| Energuate Trust 2 0 (Cayman Islands)<sup>†(c)</sup> | 6.35% |  | 9/15/2035 | 21292000 | 20884386 |
| Entergy Corp. | 6.10% (5 yr. <br> CMT + 2.01%) | <sup>#</sup> | 6/15/2056 | 22812000 | 22524633 |

---

14 *See Notes to Schedule of Investments.*

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments** | **Interest <br> Rate** | | **Maturity <br> Date** | **Principal <br> Amount**<sup>‡</sup> | **Fair <br> Value** |
| **Electric (continued)** |  |  |  |  |  |
| Evergy, Inc. | 6.65% (5 yr. <br> CMT + 2.56%) | <sup>#</sup> | 6/1/2055 | $31929000 | $32168899 |
| Idaho Power Co. | 5.20% |  | 8/15/2034 | 21255000 | 21585979 |
| Idaho Power Co. | 5.70% |  | 3/15/2055 | 25247000 | 24885664 |
| Lightning Power LLC<sup>†</sup> | 7.25% |  | 8/15/2032 | 52794000 | 54918840 |
| Long Ridge Energy LLC<sup>†</sup> | 8.75% |  | 2/15/2032 | 30323000 | 31835147 |
| Minejesa Capital BV (Netherlands)<sup>†(c)</sup> | 4.625% |  | 8/10/2030 | 19812672 | 19614951 |
| NRG Energy, Inc.<sup>†</sup> | 6.00% |  | 1/15/2036 | 24526000 | 24317581 |
| NRG Energy, Inc.<sup>†</sup> | 7.00% |  | 3/15/2033 | 28728000 | 31115728 |
| NRG Energy, Inc.<sup>†</sup> | 10.25% (5 yr. <br> CMT + 5.92%) | <sup>#</sup> | – <sup>(g)</sup> | 40754000 | 43986852 |
| Palomino Funding Trust I<sup>†</sup> | 7.233% |  | 5/17/2028 | 44964000 | 46996317 |
| PG&E Corp. | 6.85% (5 yr. <br> CMT + 3.23%) | <sup>#</sup> | 9/15/2056 | 23010000 | 22746842 |
| Puget Energy, Inc. | 4.10% |  | 6/15/2030 | 26045000 | 25274484 |
| Puget Energy, Inc.<sup>†</sup> | 7.25% (5 yr. <br> CMT + 2.85%) | <sup>#</sup> | 9/15/2056 | 18253000 | 18184456 |
| Sempra | 6.40% (5 yr. <br> CMT + 2.63%) | <sup>#</sup> | 10/1/2054 | 45425000 | 45298232 |
| Talen Energy Supply LLC<sup>†</sup> | 6.25% |  | 2/1/2034 | 14966000 | 14809806 |
| Talen Energy Supply LLC<sup>†</sup> | 6.50% |  | 2/1/2036 | 40491000 | 40793902 |
| Talen Energy Supply LLC<sup>†</sup> | 8.625% |  | 6/1/2030 | 24852000 | 26083094 |
| Tampa Electric Co. | 5.15% |  | 3/1/2035 | 42089000 | 42237000 |
| TXNM Energy, Inc.<sup>†</sup> | 7.00% (5 yr. <br> CMT + 3.25%) | <sup>#</sup> | 7/31/2056 | 25854000 | 25790618 |
| Vistra Corp.<sup>†</sup> | 7.00% (5 yr. <br> CMT + 5.74%) | <sup>#</sup> | – <sup>(g)</sup> | 21649000 | 21691907 |
| Vistra Corp.<sup>†</sup> | 8.875% (5 yr. <br> CMT + 5.05%) | <sup>#</sup> | – <sup>(g)</sup> | 7229000 | 7798146 |
| Vistra Operations Co. LLC<sup>†</sup> | 4.375% |  | 5/1/2029 | 34565000 | 33764064 |
| VoltaGrid LLC<sup>†</sup> | 7.375% |  | 11/1/2030 | 21999000 | 22730885 |
| WEC Energy Group, Inc. | 5.625% (5 yr. <br> CMT + 1.91%) | <sup>#</sup> | 5/15/2056 | 34056000 | 33409273 |
| XPLR Infrastructure Operating Partners LP<sup>†(f)</sup> | 8.375% |  | 1/15/2031 | 20740000 | 21844322 |
| XPLR Infrastructure Operating Partners LP<sup>†</sup> | 8.625% |  | 3/15/2033 | 21746000 | 22987567 |
| *Total* |  |  |  |  | 1177842956 |

---

*See Notes to Schedule of Investments.* 15

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments** | **Interest <br> Rate** | **Maturity <br> Date** | **Principal <br> Amount**<sup>‡</sup> | **Fair <br> Value** |
| **Electronics 0.57%** |  |  |  |  |
| Allegion U.S. Holding Co., Inc. | 5.60% | 5/29/2034 | $13510000 | $13794137 |
| Flex Ltd. | 5.25% | 1/15/2032 | 18019000 | 18097592 |
| Flex Ltd. | 5.375% | 11/13/2035 | 22851000 | 22465396 |
| Imola Merger Corp.<sup>†</sup> | 4.75% | 5/15/2029 | 18106000 | 17609872 |
| TD SYNNEX Corp. | 5.30% | 10/10/2035 | 27001000 | 26173842 |
| Trimble, Inc. | 6.10% | 3/15/2033 | 31018000 | 32465489 |
| *Total* |  |  |  | 130606328 |
| **Energy-Alternate Sources 0.20%** |  |  |  |  |
| Topaz Solar Farms LLC<sup>†</sup> | 5.75% | 9/30/2039 | 46643112 | 46435317 |
| **Engineering & Construction 0.92%** |  |  |  |  |
| Corp. Quiport SA (Ecuador)<sup>†(c)</sup> | 9.00% | 12/15/2037 | 8218000 | 8846677 |
| Fluor Corp. | 4.25% | 9/15/2028 | 23125000 | 22768997 |
| Heathrow Finance PLC | 6.625% | 3/1/2031 | 42080000 | 55349910 |
| Jacobs Engineering Group, Inc. | 5.90% | 3/1/2033 | $27604000 | 28590357 |
| MasTec, Inc. | 5.90% | 6/15/2029 | 19917000 | 20585761 |
| Montego Bay Airport Revenue Finance Ltd. (Cayman Islands)<sup>†(c)</sup> | 6.60% | 6/15/2035 | 22156000 | 21312521 |
| Sydney Airport Finance Co. Pty. Ltd. (Australia)<sup>†(c)</sup> | 5.248% | 3/26/2036 | 32403000 | 32146966 |
| TAV Havalimanlari Holding AS (Turkey)<sup>†(c)</sup> | 8.50% | 12/7/2028 | 20581000 | 20989850 |
| *Total* |  |  |  | 210591039 |
| **Entertainment 1.67%** |  |  |  |  |
| Bracelet Holdings, Inc.<sup>†</sup> | 9.25% | 7/2/2028 | 34400000 | 33182240 <sup>(a)</sup> |
| Caesars Entertainment, Inc.<sup>†(f)</sup> | 4.625% | 10/15/2029 | 38882000 | 37417315 |
| Caesars Entertainment, Inc.<sup>†</sup> | 7.00% | 2/15/2030 | 40940000 | 41465465 |
| Discovery Global Holdings, Inc. | 4.279% | 3/15/2032 | 31044000 | 27512745 |
| Discovery Global Holdings, Inc. | 5.05% | 3/15/2042 | 87721000 | 58010399 |
| Discovery Global Holdings, Inc. | 5.141% | 3/15/2052 | 44991000 | 27388271 |
| Midwest Gaming Borrower LLC/Midwest Gaming Finance Corp.<sup>†</sup> | 4.875% | 5/1/2029 | 44276000 | 42964062 |
| Resorts World Las Vegas LLC/RWLV Capital, Inc.<sup>†</sup> | 4.625% | 4/16/2029 | 42245000 | 36344099 |
| SeaWorld Parks & Entertainment, Inc.<sup>†</sup> | 5.25% | 8/15/2029 | 47179000 | 45090820 |
| Six Flags Entertainment Corp./Canada's Wonderland Co./Millennium Operations LLC<sup>†</sup> | 8.625% | 1/15/2032 | 34669000 | 34748681 |
| *Total* |  |  |  | 384124097 |

---

16 *See Notes to Schedule of Investments.*

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments** | **Interest <br> Rate** | | **Maturity <br> Date** | **Principal <br> Amount**<sup>‡</sup> | **Fair <br> Value** |
| **Food 1.04%** |  |  |  |  |  |
| Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>†</sup> | 3.50% |  | 3/15/2029 | $33810000 | $32270296 |
| Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>†</sup> | 6.25% |  | 3/15/2033 | 13200000 | 13299066 |
| Alicorp SAA<sup>†</sup> | 7.40% |  | 6/16/2032 | 78123000 | 22750543 |
| Fiesta Purchaser, Inc.<sup>†</sup> | 7.875% |  | 3/1/2031 | $21508000 | 21914350 |
| Gruma SAB de CV (Mexico)<sup>†(c)</sup> | 5.39% |  | 12/9/2034 | 22138000 | 22053889 |
| Grupo Nutresa SA (Colombia)<sup>†(c)</sup> | 9.00% |  | 5/12/2035 | 20351000 | 22673049 |
| Lamb Weston Holdings, Inc.<sup>†</sup> | 4.125% |  | 1/31/2030 | 29214000 | 27832815 |
| McCormick & Co., Inc. | 4.95% |  | 4/15/2033 | 14652000 | 14496596 |
| Performance Food Group, Inc.<sup>†</sup> | 6.125% |  | 9/15/2032 | 33766000 | 33870573 |
| Smithfield Foods, Inc.<sup>†</sup> | 5.20% |  | 4/1/2029 | 28037000 | 28299659 |
| *Total* |  |  |  |  | 239460836 |
| **Gas 0.48%** |  |  |  |  |  |
| National Fuel Gas Co. | 5.50% |  | 3/15/2030 | 21799000 | 22307243 |
| NiSource, Inc. | 6.375% (5 yr.<br> CMT + 2.53%) | <sup>#</sup> | 3/31/2055 | 21623000 | 22201502 |
| Snam SpA (Italy)<sup>†(c)</sup> | 5.75% |  | 5/28/2035 | 23501000 | 23976719 |
| Snam SpA (Italy)<sup>†(c)</sup> | 6.50% |  | 5/28/2055 | 20010000 | 20628765 |
| Southwest Gas Corp. | 4.05% |  | 3/15/2032 | 22297000 | 21321575 |
| *Total* |  |  |  |  | 110435804 |
| **Health Care-Products 0.19%** |  |  |  |  |  |
| Bausch & Lomb Corp. (Canada)<sup>†(c)</sup> | 8.375% |  | 10/1/2028 | 20761000 | 21461684 |
| VSP Optical Group, Inc.<sup>†</sup> | 5.45% |  | 12/1/2035 | 22340000 | 21907764 |
| *Total* |  |  |  |  | 43369448 |
| **Health Care-Services 1.10%** |  |  |  |  |  |
| Acadia Healthcare Co., Inc.<sup>†(f)</sup> | 7.375% |  | 3/15/2033 | 28777000 | 29498567 |
| CHS/Community Health Systems, Inc.<sup>†</sup> | 4.75% |  | 2/15/2031 | 24994000 | 23056309 |
| CHS/Community Health Systems, Inc.<sup>†</sup> | 5.25% |  | 5/15/2030 | 32712000 | 30851418 |
| Concentra Health Services, Inc.<sup>†(f)</sup> | 6.875% |  | 7/15/2032 | 11003000 | 11389359 |
| DaVita, Inc.<sup>†</sup> | 4.625% |  | 6/1/2030 | 35604000 | 34254615 |
| HCA, Inc. | 5.75% |  | 3/1/2035 | 20707000 | 21297487 |
| LifePoint Health, Inc.<sup>†</sup> | 11.00% |  | 10/15/2030 | 18973000 | 20428609 |
| Molina Healthcare, Inc.<sup>†</sup> | 3.875% |  | 11/15/2030 | 25404000 | 22729843 |
| Roche Holdings, Inc.<sup>†</sup> | 4.666% |  | 12/2/2035 | 27046000 | 26587394 |
| Team Health Holdings, Inc.<sup>†</sup> | 8.375% |  | 6/30/2028 | 9757000 | 9638864 |
| Universal Health Services, Inc. | 5.05% |  | 10/15/2034 | 22783000 | 21763466 |
| *Total* |  |  |  |  | 251495931 |

---

*See Notes to Schedule of Investments.* 17

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments** | **Interest <br> Rate** | | **Maturity <br> Date** | **Principal <br> Amount**<sup>‡</sup> | **Fair <br> Value** |
| **Holding Companies-Diversified 0.07%** |  |  |  |  |  |
| Clue Opco LLC<sup>†</sup> | 9.50% |  | 10/15/2031 | $16367000 | $15861307 |
| **Home Builders 0.38%** |  |  |  |  |  |
| Century Communities, Inc.<sup>†</sup> | 3.875% |  | 8/15/2029 | 27525000 | 25855012 |
| Century Communities, Inc.<sup>†</sup> | 6.625% |  | 9/15/2033 | 15983000 | 15678057 |
| LGI Homes, Inc.<sup>†(f)</sup> | 7.00% |  | 11/15/2032 | 33895000 | 31480398 |
| PulteGroup, Inc. | 6.375% |  | 5/15/2033 | 12176000 | 13067132 |
| *Total* |  |  |  |  | 86080599 |
| **Insurance 0.75%** |  |  |  |  |  |
| Ardonagh Finco Ltd. (United Kingdom)<sup>†(c)(f)</sup> | 7.75% |  | 2/15/2031 | 18104000 | 18329521 |
| Asurion LLC/Asurion Co-Issuer, Inc.<sup>†</sup> | 8.00% |  | 12/31/2032 | 35675000 | 37040924 |
| HUB International Ltd.<sup>†</sup> | 7.375% |  | 1/31/2032 | 17259000 | 17614328 |
| NMI Holdings, Inc. | 6.00% |  | 8/15/2029 | 18009000 | 18432573 |
| Old Republic International Corp. | 5.75% |  | 3/28/2034 | 20916000 | 21374430 |
| Panther Escrow Issuer LLC<sup>†</sup> | 7.125% |  | 6/1/2031 | 20598000 | 20677591 |
| Swiss RE Subordinated Finance PLC (United Kingdom)<sup>†(c)</sup> | 5.698% (3 mo.<br> USD Term SOFR + 1.81%) | <sup>#</sup> | 4/5/2035 | 20200000 | 20467391 |
| Transatlantic Holdings, Inc. | 8.00% |  | 11/30/2039 | 15659000 | 18962020 |
| *Total* |  |  |  |  | 172898778 |
| **Internet 0.43%** |  |  |  |  |  |
| Meituan (China)<sup>†(c)</sup> | 4.625% |  | 10/2/2029 | 32443000 | 32265879 |
| MercadoLibre, Inc. (Uruguay)<sup>(c)</sup> | 4.90% |  | 1/15/2033 | 22865000 | 22217920 |
| Rakuten Group, Inc. (Japan)<sup>†(c)</sup> | 9.75% |  | 4/15/2029 | 9045000 | 9648218 |
| Wayfair LLC<sup>†</sup> | 6.75% |  | 11/15/2032 | 22033000 | 22217898 |
| Wayfair LLC<sup>†</sup> | 7.75% |  | 9/15/2030 | 12821000 | 13358290 |
| *Total* |  |  |  |  | 99708205 |
| **Investment Companies 0.10%** |  |  |  |  |  |
| HA Sustainable Infrastructure Capital, Inc. | 7.125% (5 yr.<br> CMT + 3.48%) | <sup>#</sup> | 11/15/2056 | 23996000 | 23889674 |
| **Iron-Steel 1.14%** |  |  |  |  |  |
| Carpenter Technology Corp.<sup>†</sup> | 5.625% |  | 3/1/2034 | 22021000 | 21845690 |
| Cleveland-Cliffs, Inc.<sup>†</sup> | 7.00% |  | 3/15/2032 | 32465000 | 31452167 |
| Cleveland-Cliffs, Inc.<sup>†(f)</sup> | 7.625% |  | 1/15/2034 | 65271000 | 63829662 |
| Commercial Metals Co. | 4.375% |  | 3/15/2032 | 15677000 | 14511120 |
| Commercial Metals Co.<sup>†</sup> | 5.75% |  | 11/15/2033 | 22134000 | 21921990 |
| CSN Inova Ventures (Cayman Islands)<sup>(c)</sup> | 6.75% |  | 1/28/2028 | 43376000 | 31876152 |

---

18 *See Notes to Schedule of Investments.*

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments** | **Interest <br> Rate** | | **Maturity <br> Date** | **Principal <br> Amount**<sup>‡</sup> | **Fair <br> Value** |
| **Iron-Steel (continued)** |  |  |  |  |  |
| Samarco Mineracao SA (Brazil)<sup>(c)</sup> | 9.50% |  | 6/30/2031 | $50668121 | $49884381 |
| Vale Overseas Ltd. (Brazil)<sup>†(c)</sup> | 6.00% (5 yr.<br> CMT + 2.43%) | <sup>#</sup> | 2/25/2056 | 26500000 | 26102500 |
| *Total* |  |  |  |  | 261423662 |
| **Leisure Time 1.38%** |  |  |  |  |  |
| Carnival Corp.<sup>†</sup> | 5.75% |  | 3/15/2030 | 51313000 | 51747980 |
| Carnival Corp.<sup>†</sup> | 5.75% |  | 8/1/2032 | 22840000 | 22861122 |
| Carnival Corp.<sup>†(f)</sup> | 6.125% |  | 2/15/2033 | 25388000 | 25655336 |
| Lindblad Expeditions LLC<sup>†</sup> | 7.00% |  | 9/15/2030 | 36149000 | 36929674 |
| NCL Corp. Ltd.<sup>†</sup> | 6.75% |  | 2/1/2032 | 32970000 | 32743915 |
| Patrick Industries, Inc.<sup>†</sup> | 6.375% |  | 11/1/2032 | 21182000 | 21209768 |
| Polaris, Inc. | 5.60% |  | 3/1/2031 | 22499000 | 22309675 |
| Royal Caribbean Cruises Ltd.<sup>†</sup> | 5.625% |  | 9/30/2031 | 60389000 | 60999138 |
| Royal Caribbean Cruises Ltd.<sup>†</sup> | 6.00% |  | 2/1/2033 | 21096000 | 21311963 |
| Viking Cruises Ltd.<sup>†</sup> | 9.125% |  | 7/15/2031 | 19914000 | 21018829 |
| *Total* |  |  |  |  | 316787400 |
| **Lodging 2.13%** |  |  |  |  |  |
| Choice Hotels International, Inc.<sup>(f)</sup> | 5.85% |  | 8/1/2034 | 21208000 | 21421446 |
| Full House Resorts, Inc.<sup>†</sup> | 8.25% |  | 2/15/2028 | 31880000 | 29090500 |
| Genting New York LLC/GENNY Capital, Inc.<sup>†</sup> | 7.25% |  | 10/1/2029 | 20699000 | 20794011 |
| Hilton Domestic Operating Co., Inc.<sup>†</sup> | 3.625% |  | 2/15/2032 | 34765000 | 31623986 |
| Hilton Domestic Operating Co., Inc.<sup>†</sup> | 3.75% |  | 5/1/2029 | 25286000 | 24217171 |
| Hilton Domestic Operating Co., Inc.<sup>†</sup> | 5.50% |  | 3/31/2034 | 32954000 | 32221166 |
| Hilton Domestic Operating Co., Inc.<sup>†</sup> | 5.875% |  | 3/15/2033 | 35162000 | 35396706 |
| Hilton Grand Vacations Borrower LLC/Hilton Grand Vacations Borrower, Inc.<sup>†</sup> | 6.625% |  | 1/15/2032 | 25419000 | 25132062 |
| Melco Resorts Finance Ltd. (Hong Kong)<sup>(c)</sup> | 5.375% |  | 12/4/2029 | 22496000 | 21626029 |
| Melco Resorts Finance Ltd. (Hong Kong)<sup>†(c)</sup> | 6.50% |  | 9/24/2033 | 22695000 | 21802649 |
| Melco Resorts Finance Ltd. (Hong Kong)<sup>†(c)</sup> | 7.625% |  | 4/17/2032 | 11666000 | 11848286 |
| Sands China Ltd. (Macau)<sup>(c)</sup> | 2.85% |  | 3/8/2029 | 57502000 | 54183381 |
| Sands China Ltd. (Macau)<sup>(c)</sup> | 4.375% |  | 6/18/2030 | 35200000 | 33988384 |
| Sands China Ltd. (Macau)<sup>(c)</sup> | 5.40% |  | 8/8/2028 | 25193000 | 25397517 |
| Studio City Finance Ltd. (Hong Kong)<sup>(c)</sup> | 5.00% |  | 1/15/2029 | 35436000 | 33259288 |
| Travel & Leisure Co.<sup>†</sup> | 6.125% |  | 9/1/2033 | 22732000 | 22453524 |
| Wynn Macau Ltd. (Macau)<sup>†(c)</sup> | 5.50% |  | 10/1/2027 | 23813000 | 23594977 |
| Wynn Macau Ltd. (Macau)<sup>†(c)</sup> | 6.75% |  | 2/15/2034 | 21688000 | 21185349 |
| *Total* |  |  |  |  | 489236432 |

---

*See Notes to Schedule of Investments.* 19

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount**<sup>‡</sup> | **Fair<br> Value** |
| **Machinery: Construction & Mining 0.10%** |  |  |  |  |
| Vertiv Holdings Co. | 5.80% | 3/15/2056 | $23719000 | $22817394 |
| **Machinery-Diversified 0.67%** |  |  |  |  |
| Columbus McKinnon Corp.<sup>†(f)</sup> | 7.125% | 2/1/2033 | 23028000 | 23038938 |
| GrafTech Global Enterprises, Inc.<sup>†(f)</sup> | 9.875% | 12/23/2029 | 25856000 | 16643412 |
| nVent Finance SARL (Luxembourg)<sup>(c)</sup> | 2.75% | 11/15/2031 | 20244000 | 18000463 |
| nVent Finance SARL (Luxembourg)<sup>(c)</sup> | 5.65% | 5/15/2033 | 36050000 | 37011448 |
| Regal Rexnord Corp. | 6.05% | 4/15/2028 | 20719000 | 21261901 |
| Regal Rexnord Corp. | 6.40% | 4/15/2033 | 36534000 | 38633056 |
| *Total* |  |  |  | 154589218 |
| **Media 2.23%** |  |  |  |  |
| AMC Networks, Inc. | 4.25% | 2/15/2029 | 45607000 | 38473262 |
| CCO Holdings LLC/CCO Holdings Capital Corp.<sup>†</sup> | 7.00% | 2/1/2033 | 24482000 | 24573790 |
| CSC Holdings LLC<sup>†</sup> | 4.125% | 12/1/2030 | 9124000 | 5485336 |
| CSC Holdings LLC<sup>†</sup> | 4.625% | 12/1/2030 | 67068000 | 23741562 |
| CSC Holdings LLC<sup>†</sup> | 5.75% | 1/15/2030 | 40882000 | 15563009 |
| CSC Holdings LLC<sup>†</sup> | 6.50% | 2/1/2029 | 17012000 | 10862417 |
| CSC Holdings LLC<sup>†</sup> | 11.75% | 1/31/2029 | 47992000 | 34735170 |
| Directv Financing LLC<sup>†</sup> | 8.875% | 2/1/2030 | 23176000 | 23153410 |
| Directv Financing LLC/Directv Financing Co-Obligor, Inc.<sup>†</sup> | 10.00% | 2/15/2031 | 11091000 | 11330779 |
| DISH DBS Corp. | 5.125% | 6/1/2029 | 46717000 | 41800353 |
| EW Scripps Co.<sup>†</sup> | 9.875% | 8/15/2030 | 22684000 | 22043016 |
| Gray Media, Inc.<sup>†</sup> | 5.375% | 11/15/2031 | 71445000 | 53108284 |
| Gray Media, Inc.<sup>†</sup> | 9.625% | 7/15/2032 | 14633000 | 14645679 |
| McGraw-Hill Education, Inc.<sup>†</sup> | 7.375% | 9/1/2031 | 21389000 | 21849013 |
| Sinclair Television Group, Inc.<sup>†</sup> | 8.125% | 2/15/2033 | 21898000 | 22281215 |
| Sunrise FinCo I BV (Netherlands)<sup>†(c)</sup> | 4.875% | 7/15/2031 | 53571000 | 51059324 |
| Univision Communications, Inc.<sup>†</sup> | 4.50% | 5/1/2029 | 28463000 | 26761098 |
| Virgin Media Finance PLC (United Kingdom)<sup>†(c)</sup> | 5.00% | 7/15/2030 | 37963000 | 31150756 |
| VZ Secured Financing BV (Netherlands)<sup>†(c)</sup> | 5.00% | 1/15/2032 | 46331000 | 39759921 |
| *Total* |  |  |  | 512377394 |
| **Metal Fabricate-Hardware 0.04%** |  |  |  |  |
| Vallourec SACA (France)<sup>†(c)</sup> | 7.50% | 4/15/2032 | 8848000 | 9283879 |

---

<br> 20 *See Notes to Schedule of Investments.*

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amoun**t<sup>‡</sup> | **Fair<br> Value** |
| **Mining 2.95%** |  |  | | |
| Alcoa Nederland Holding BV (Netherlands)<sup>†(c)</sup> | 7.125% | 3/15/2031 | $20653000 | $21609377 |
| Anglo American Capital PLC (United Kingdom)<sup>†(c)</sup> | 5.75% | 4/5/2034 | 20634000 | 21244700 |
| Aris Mining Corp. (Canada)<sup>†(c)</sup> | 8.00% | 10/31/2029 | 20668000 | 21423622 |
| Capstone Copper Corp. (Canada)<sup>†(c)</sup> | 6.75% | 3/31/2033 | 33341000 | 33152423 |
| First Quantum Minerals Ltd. (Canada)<sup>†(c)</sup> | 6.375% | 2/15/2036 | 26728000 | 25733366 |
| First Quantum Minerals Ltd. (Canada)<sup>†(c)</sup> | 7.25% | 2/15/2034 | 20941000 | 21335780 |
| First Quantum Minerals Ltd. (Canada)<sup>†(c)</sup> | 8.00% | 3/1/2033 | 23148000 | 24157322 |
| First Quantum Minerals Ltd. (Canada)<sup>†(c)</sup> | 8.625% | 6/1/2031 | 26808000 | 27829224 |
| Fortescue Treasury Pty. Ltd. (Australia)<sup>†(c)</sup> | 4.375% | 4/1/2031 | 18375000 | 17378055 |
| Fortescue Treasury Pty. Ltd. (Australia)<sup>†(c)</sup> | 6.125% | 4/15/2032 | 28083000 | 28721260 |
| Freeport Indonesia PT (Indonesia)<sup>(c)(f)</sup> | 6.20% | 4/14/2052 | 21420000 | 20776751 |
| Freeport-McMoRan, Inc. | 5.40% | 11/14/2034 | 34970000 | 35502631 |
| Glencore Funding LLC<sup>†</sup> | 5.673% | 4/1/2035 | 16827000 | 17197209 |
| Hecla Mining Co. | 7.25% | 2/15/2028 | 14048000 | 14046494 |
| Ivanhoe Mines Ltd. (Canada)<sup>†(c)</sup> | 7.875% | 1/23/2030 | 20682000 | 20922345 |
| Kaiser Aluminum Corp.<sup>†</sup> | 4.50% | 6/1/2031 | 29297000 | 27705637 |
| Kinross Gold Corp. (Canada)<sup>(c)</sup> | 6.25% | 7/15/2033 | 37165000 | 39661229 |
| Minera Mexico SA de CV (Mexico)<sup>†(c)</sup> | 5.625% | 2/12/2032 | 45208000 | 45782142 |
| Minsur SA (Peru)<sup>(c)(f)</sup> | 4.50% | 10/28/2031 | 6357000 | 5985738 |
| Navoi Mining & Metallurgical Combinat (Uzbekistan)<sup>†(c)</sup> | 6.75% | 5/14/2030 | 35021000 | 36102667 |
| Navoi Mining & Metallurgical Combinat (Uzbekistan)<sup>(c)</sup> | 6.95% | 10/17/2031 | 21252000 | 22244755 |
| Nexa Resources SA (Brazil)<sup>†(c)(f)</sup> | 6.60% | 4/8/2037 | 31023000 | 32203969 |
| Nickel Industries Ltd. (Australia)<sup>(c)</sup> | 9.00% | 9/30/2030 | 27653000 | 27717086 |
| Novelis Corp.<sup>†</sup> | 4.75% | 1/30/2030 | 36313000 | 34379797 |
| Novelis Corp.<sup>†</sup> | 6.875% | 1/30/2030 | 33912000 | 34232502 |
| Windfall Mining Group, Inc./Groupe Minier Windfall, Inc. (Canada)<sup>†(c)</sup> | 5.854% | 5/13/2032 | 20566000 | 20919342 |
| *Total* |  |  |  | 677965423 |
| **Miscellaneous Manufacturing 0.17%** |  |  |  |  |
| Axon Enterprise, Inc.<sup>†</sup> | 6.25% | 3/15/2033 | 6020000 | 6149978 |
| Entegris, Inc.<sup>†</sup> | 4.75% | 4/15/2029 | 34142000 | 33773136 |
| *Total* |  |  |  | 39923114 |
| **Office/Business Equipment 0.13%** |  |  |  |  |
| Zebra Technologies Corp.<sup>†</sup> | 6.50% | 6/1/2032 | 28485000 | 28701942 |

---

<br> *See Notes to Schedule of Investments.* 21

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | | **Maturity<br> Date** | **Principal<br> Amount**<sup>‡</sup> | **Fair<br> Value** |
| **Oil & Gas 5.78%** |  |  |  |  |  |
| Aethon United BR LP/Aethon United Finance Corp.<sup>†</sup> | 7.50% |  | 10/1/2029 | $13319000 | $13899042 |
| APA Corp. | 4.25% |  | 1/15/2030 | 21354000 | 21023329 |
| APA Corp. | 6.10% |  | 2/15/2035 | 21663000 | 22255931 |
| APA Corp. | 6.75% |  | 2/15/2055 | 33009000 | 33112176 |
| Borr IHC Ltd./Borr Finance LLC<sup>†(f)</sup> | 10.00% |  | 11/15/2028 | 33912439 | 34804546 |
| Borr IHC Ltd./Borr Finance LLC<sup>†</sup> | 10.375% |  | 11/15/2030 | 13955418 | 14177163 |
| BP Capital Markets PLC (United Kingdom)<sup>(c)</sup> | 6.45% (5 yr.<br> CMT + 2.15%) | <sup>#</sup> | – <sup>(g)</sup> | 20223000 | 21036147 |
| Caturus Energy LLC<sup>†</sup> | 8.50% |  | 2/15/2030 | 20966000 | 21769732 |
| CITGO Petroleum Corp.<sup>†</sup> | 8.375% |  | 1/15/2029 | 28033000 | 28965630 |
| Comstock Resources, Inc.<sup>†</sup> | 5.875% |  | 1/15/2030 | 23017000 | 22300235 |
| Comstock Resources, Inc.<sup>†</sup> | 6.75% |  | 3/1/2029 | 16698000 | 16515170 |
| Crescent Energy Finance LLC<sup>†</sup> | 7.375% |  | 1/15/2033 | 48661000 | 48685053 |
| Crescent Energy Finance LLC<sup>†</sup> | 7.75% |  | 7/31/2029 | 12476000 | 12577804 |
| DBR Land Holdings LLC<sup>†</sup> | 6.25% |  | 12/1/2030 | 22663000 | 22960339 |
| Ecopetrol SA (Colombia)<sup>(c)</sup> | 4.625% |  | 11/2/2031 | 25559000 | 22731019 |
| Ecopetrol SA (Colombia)<sup>(c)</sup> | 5.875% |  | 5/28/2045 | 91584000 | 67502034 |
| Global Marine, Inc. | 7.00% |  | 6/1/2028 | 4034000 | 4075127 |
| HF Sinclair Corp. | 5.50% |  | 9/1/2032 | 21609000 | 21666808 |
| Hilcorp Energy I LP/Hilcorp Finance Co.<sup>†</sup> | 6.875% |  | 5/15/2034 | 46789000 | 45805032 |
| Hilcorp Energy I LP/Hilcorp Finance Co.<sup>†</sup> | 7.25% |  | 2/15/2035 | 35445000 | 35364345 |
| Kraken Oil & Gas Partners LLC<sup>†</sup> | 7.625% |  | 8/15/2029 | 27878000 | 28484430 |
| Matador Resources Co.<sup>†</sup> | 6.00% |  | 4/15/2034 | 14359000 | 14276969 |
| Matador Resources Co.<sup>†</sup> | 6.50% |  | 4/15/2032 | 22263000 | 22521697 |
| MC Brazil Downstream Trading SARL (Luxembourg)<sup>†(c)</sup> | 7.25% |  | 6/30/2031 | 24914199 | 22472857 |
| Occidental Petroleum Corp.<sup>(f)</sup> | 5.375% |  | 1/1/2032 | 18612000 | 18901933 |
| Occidental Petroleum Corp.<sup>(f)</sup> | 5.55% |  | 10/1/2034 | 19839000 | 20188781 |
| Occidental Petroleum Corp. | 6.60% |  | 3/15/2046 | 42677000 | 44235308 |
| Occidental Petroleum Corp. | 7.50% |  | 5/1/2031 | 18501000 | 20600549 |
| Occidental Petroleum Corp. | 8.875% |  | 7/15/2030 | 17825000 | 20299591 |
| OGX Austria GmbH (Brazil)<sup>†(c)(i)</sup> | 8.50% |  | 6/1/2018 | 20000000 | 400 <sup>(a)</sup> |
| ORLEN SA (Poland)<sup>†(c)</sup> | 6.00% |  | 1/30/2035 | 19122000 | 19518113 |
| Ovintiv, Inc. | 6.50% |  | 2/1/2038 | 21842000 | 22931893 |
| Petroleos de Venezuela SA (Venezuela)<sup>(c)(i)</sup> | 5.375% |  | 4/12/2027 | 23821000 | 7975271 |
| Petroleos de Venezuela SA (Venezuela)<sup>(c)(i)</sup> | 5.375% |  | 4/12/2027 | 26789400 | 8969091 |
| Petroleos de Venezuela SA (Venezuela)<sup>(c)(i)</sup> | 6.00% |  | 11/15/2026 | 38247112 | 13160831 |

---

<br> 22 *See Notes to Schedule of Investments.*

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | | **Maturity<br> Date** | **Principal<br> Amount**<sup>‡</sup> | **Fair<br> Value** |
| **Oil & Gas (continued)** |  |  |  |  |  |
| Petroleos de Venezuela SA (Venezuela)<sup>(c)(i)</sup> | 6.00% |  | 5/16/2049 | $115754943 | $39842851 |
| Petroleos Mexicanos (Mexico)<sup>(c)</sup> | 6.75% |  | 9/21/2047 | 54024000 | 43151413 |
| Petroleos Mexicanos (Mexico)<sup>(c)</sup> | 10.00% |  | 2/7/2033 | 67793000 | 77280291 |
| Repsol E&P Capital Markets U.S. LLC<sup>†</sup> | 5.976% |  | 9/16/2035 | 11506000 | 11717516 |
| Saturn Oil & Gas, Inc. (Canada)<sup>†(c)(f)</sup> | 9.625% |  | 6/15/2029 | 21474000 | 22491288 |
| Seadrill Finance Ltd.<sup>†</sup> | 8.375% |  | 8/1/2030 | 3000000 | 3104604 |
| SM Energy Co.<sup>†</sup> | 6.625% |  | 4/15/2034 | 23615000 | 23567171 |
| SM Energy Co.<sup>†</sup> | 8.625% |  | 11/1/2030 | 20653000 | 21802980 |
| Suncor Energy, Inc. (Canada)<sup>(c)</sup> | 7.15% |  | 2/1/2032 | 28398000 | 31473001 |
| Sunoco LP<sup>†</sup> | 6.25% |  | 7/1/2033 | 33039000 | 33209217 |
| TGNR Intermediate Holdings LLC<sup>†</sup> | 5.50% |  | 10/15/2029 | 8193000 | 8016991 |
| Thaioil Treasury Center Co. Ltd. (Thailand)<sup>†(c)</sup> | 6.10% (5 yr.<br> CMT + 2.38%) | <sup>#</sup> | – <sup>(g)</sup> | 23425000 | 22613277 |
| Transocean International Ltd.<sup>(f)</sup> | 6.80% |  | 3/15/2038 | 28885000 | 27769837 |
| Transocean International Ltd.<sup>†</sup> | 7.875% |  | 10/15/2032 | 21993000 | 23514696 |
| Transocean International Ltd.<sup>†</sup> | 8.50% |  | 5/15/2031 | 37638000 | 39497807 |
| Vermilion Energy, Inc. (Canada)<sup>†(c)</sup> | 6.875% |  | 5/1/2030 | 22035000 | 22306846 |
| Vermilion Energy, Inc. (Canada)<sup>†(c)(f)</sup> | 7.25% |  | 2/15/2033 | 17999000 | 18168277 |
| Viper Energy Partners LLC | 5.70% |  | 8/1/2035 | 18717000 | 18874316 |
| YPF SA (Argentina)<sup>(c)(f)</sup> | 8.25% |  | 1/17/2034 | 22845000 | 23327948 |
| *Total* |  |  |  |  | 1327494703 |
| **Oil & Gas Services 1.02%** |  |  |  |  |  |
| Baker Hughes Holdings LLC/Baker Hughes Co-Obligor, Inc. | 5.00% |  | 6/15/2036 | 13680000 | 13436355 |
| Baker Hughes Holdings LLC/Baker Hughes Co-Obligor, Inc. | 5.85% |  | 6/15/2056 | 22800000 | 22326312 |
| Enerflex, Inc.<sup>†</sup> | 6.875% |  | 1/15/2031 | 20985000 | 21439841 |
| Oceaneering International, Inc. | 6.00% |  | 2/1/2028 | 32636000 | 32789454 |
| SESI LLC<sup>†</sup> | 7.875% |  | 9/30/2030 | 33755000 | 34444176 |
| Star Holding LLC<sup>†</sup> | 8.75% |  | 8/1/2031 | 14271000 | 14496268 |
| USA Compression Partners LP/USA Compression Finance Corp.<sup>†</sup> | 6.25% |  | 10/1/2033 | 21772000 | 21739015 |
| USA Compression Partners LP/USA Compression Finance Corp.<sup>†</sup> | 7.125% |  | 3/15/2029 | 13193000 | 13506547 |
| WBI Operating LLC<sup>†</sup> | 6.50% |  | 10/15/2033 | 25347000 | 25170965 |
| Weatherford International Ltd.<sup>†</sup> | 6.75% |  | 10/15/2033 | 33114000 | 33856383 |
| *Total* |  |  |  |  | 233205316 |

---

<br> *See Notes to Schedule of Investments.* 23

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | | **Maturity<br> Date** | **Principal<br> Amount**<sup>‡</sup> | **Fair<br> Value** |
| **Packaging & Containers 1.02%** |  |  |  |  |  |
| Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC<sup>†(f)</sup> | 6.25% |  | 1/30/2031 | $22672000 | $22495564 |
| Ball Corp. | 5.50% |  | 9/15/2033 | 22766000 | 22800809 |
| Canpack SA/Canpack U.S. LLC (Poland)<sup>†(c)</sup> | 3.875% |  | 11/15/2029 | 16549000 | 15549128 |
| Clydesdale Acquisition Holdings, Inc.<sup>†</sup> | 6.75% |  | 4/15/2032 | 36045000 | 34146640 |
| Clydesdale Acquisition Holdings, Inc.<sup>†</sup> | 8.75% |  | 4/15/2030 | 22047000 | 20590882 |
| LABL, Inc.<sup>†(f)(i)</sup> | 5.875% |  | 11/1/2028 | 24003000 | 11641455 |
| LABL, Inc.<sup>†(i)</sup> | 8.625% |  | 10/1/2031 | 24248000 | 12124000 |
| Mauser Packaging Solutions Holding Co.<sup>†</sup> | 7.875% |  | 4/15/2030 | 25576000 | 25594287 |
| Mauser Packaging Solutions Holding Co.<sup>†</sup> | 9.25% |  | 4/15/2030 | 21334000 | 19840146 |
| Sealed Air Corp.<sup>†</sup> | 6.875% |  | 7/15/2033 | 22562000 | 21575355 |
| Trivium Packaging Finance BV (Netherlands)<sup>†(c)</sup> | 8.25% |  | 7/15/2030 | 25922000 | 27141708 |
| *Total* |  |  |  |  | 233499974 |
| **Pharmaceuticals 0.79%** |  |  |  |  |  |
| 1261229 BC Ltd. (Canada)<sup>†(c)</sup> | 10.00% |  | 4/15/2032 | 56491000 | 57885706 |
| Bausch Health Cos., Inc. (Canada)<sup>†(c)</sup> | 11.00% |  | 9/30/2028 | 21539000 | 21991072 |
| CVS Health Corp. | 4.78% |  | 3/25/2038 | 23587000 | 21749046 |
| CVS Health Corp.<sup>(f)</sup> | 5.25% |  | 2/21/2033 | 35683000 | 36106465 |
| CVS Health Corp. | 5.70% |  | 6/1/2034 | 20885000 | 21470186 |
| CVS Health Corp. | 7.00% (5 yr.<br> CMT + 2.89%) | <sup>#</sup> | 3/10/2055 | 20543000 | 21185339 |
| *Total* |  |  |  |  | 180387814 |
| **Pipelines 3.40%** |  |  |  |  |  |
| AL Candelaria - spain- SA (Spain)<sup>†(c)</sup> | 5.75% |  | 6/15/2033 | 30777000 | 27163011 |
| AL Candelaria - spain- SA (Spain)<sup>(c)</sup> | 5.75% |  | 6/15/2033 | 19229000 | 16971035 |
| AL Candelaria - spain- SA (Spain)<sup>(c)</sup> | 5.75% |  | 6/15/2033 | 4247000 | 3748296 |
| Blue Racer Midstream LLC/Blue Racer Finance Corp.<sup>†</sup> | 7.25% |  | 7/15/2032 | 20994000 | 21822171 |
| Boardwalk Pipelines LP | 5.375% |  | 2/15/2036 | 15749000 | 15504127 |
| Boardwalk Pipelines LP | 5.625% |  | 8/1/2034 | 21000000 | 21528274 |
| Buckeye Partners LP<sup>†</sup> | 6.75% |  | 2/1/2030 | 32715000 | 33780724 |
| Colonial Enterprises, Inc.<sup>†</sup> | 3.25% |  | 5/15/2030 | 19028000 | 17825666 |
| CQP Holdco LP/BIP-V Chinook Holdco LLC<sup>†</sup> | 5.50% |  | 6/15/2031 | 21903000 | 21370814 |
| Delek Logistics Partners LP/Delek Logistics Finance Corp.<sup>†</sup> | 8.625% |  | 3/15/2029 | 28212000 | 29206723 |
| DT Midstream, Inc.<sup>†</sup> | 4.30% |  | 4/15/2032 | 27064000 | 25831361 |
| Florida Gas Transmission Co. LLC<sup>†</sup> | 5.75% |  | 7/15/2035 | 16800000 | 17244993 |

---

<br> 24 *See Notes to Schedule of Investments.*

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | | **Maturity<br> Date** | **Principal<br> Amount**<sup>‡</sup> | **Fair<br> Value** |
| **Pipelines (continued)** |  |  |  |  |  |
| Genesis Energy LP/Genesis Energy Finance Corp. | 6.75% |  | 3/15/2034 | $30436000 | $30313057 |
| Genesis Energy LP/Genesis Energy Finance Corp. | 7.875% |  | 5/15/2032 | 20761000 | 21364522 |
| Global Partners LP/GLP Finance Corp.<sup>†</sup> | 7.125% |  | 7/1/2033 | 22323000 | 22519286 |
| Gulfstream Natural Gas System LLC<sup>†</sup> | 5.60% |  | 7/23/2035 | 12433000 | 12608209 |
| NGPL PipeCo LLC<sup>†</sup> | 3.25% |  | 7/15/2031 | 24487000 | 22525738 |
| NGPL PipeCo LLC<sup>†</sup> | 4.875% |  | 8/15/2027 | 20780000 | 20826555 |
| ONEOK, Inc. | 6.05% |  | 9/1/2033 | 20473000 | 21474695 |
| ONEOK, Inc.<sup>†</sup> | 6.50% |  | 9/1/2030 | 19886000 | 21057066 |
| Sabal Trail Transmission LLC<sup>†</sup> | 4.246% |  | 5/1/2028 | 16996000 | 16797188 |
| South Bow Canadian Infrastructure Holdings Ltd. (Canada)<sup>(c)</sup> | 7.50% (5 yr.<br> CMT + 3.67%) | <sup>#</sup> | 3/1/2055 | 21644000 | 22549455 |
| South Bow USA Infrastructure Holdings LLC | 5.584% |  | 10/1/2034 | 21521000 | 21384945 |
| Transcontinental Gas Pipe Line Co. LLC<sup>†</sup> | 5.10% |  | 3/15/2036 | 21975000 | 21789422 |
| Venture Global LNG, Inc.<sup>†</sup> | 9.00% (5 yr.<br> CMT + 5.44%) | <sup>#</sup> | – <sup>(g)</sup> | 19332000 | 19270740 |
| Venture Global LNG, Inc.<sup>†</sup> | 9.50% |  | 2/1/2029 | 85375000 | 92358624 |
| Venture Global Plaquemines LNG LLC<sup>†</sup> | 6.50% |  | 1/15/2034 | 42640000 | 44476900 |
| Venture Global Plaquemines LNG LLC<sup>†</sup> | 6.75% |  | 1/15/2036 | 11350000 | 12028753 |
| Western Midstream Operating LP | 4.05% |  | 2/1/2030 | 38019000 | 36931501 |
| Western Midstream Operating LP | 6.35% |  | 1/15/2029 | 20497000 | 21348927 |
| Whistler Pipeline LLC<sup>†</sup> | 5.95% |  | 9/30/2034 | 45092000 | 46221123 |
| *Total* |  |  |  |  | 779843901 |
| **Real Estate 0.38%** |  |  |  |  |  |
| Corp. Inmobiliaria Vesta SAB de CV (Mexico)<sup>†(c)</sup> | 5.50% |  | 1/30/2033 | 17682000 | 17129437 |
| Howard Hughes Corp.<sup>†</sup> | 5.875% |  | 3/1/2032 | 23101000 | 22253443 |
| Hunt Cos., Inc.<sup>†</sup> | 5.25% |  | 4/15/2029 | 27346000 | 25680399 |
| Newmark Group, Inc. | 7.50% |  | 1/12/2029 | 20249000 | 21240290 |
| *Total* |  |  |  |  | 86303569 |
| **REITS 2.81%** |  |  |  |  |  |
| American Assets Trust LP | 6.15% |  | 10/1/2034 | 47277000 | 46913441 |
| Brandywine Operating Partnership LP<sup>(f)</sup> | 4.55% |  | 10/1/2029 | 26358000 | 24062941 |
| Brandywine Operating Partnership LP | 8.875% |  | 4/12/2029 | 9024000 | 9169611 |
| CFE Fibra E (Mexico)<sup>†(c)</sup> | 5.875% |  | 9/23/2040 | 20390698 | 19856666 |

---

<br> *See Notes to Schedule of Investments.* 25

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount**<sup>‡</sup> | **Fair<br> Value** |
| **REITS (continued)** |  |  |  |  |
| Cousins Properties LP | 5.875% | 10/1/2034 | $36687000 | $37173926 |
| First Industrial LP | 5.25% | 1/15/2031 | 16881000 | 17065983 |
| GLP Capital LP/GLP Financing II, Inc. | 4.00% | 1/15/2030 | 26711000 | 25652999 |
| GLP Capital LP/GLP Financing II, Inc. | 4.00% | 1/15/2031 | 19738000 | 18724854 |
| GLP Capital LP/GLP Financing II, Inc. | 5.75% | 6/1/2028 | 17444000 | 17720452 |
| Goodman U.S. Finance Five LLC<sup>†</sup> | 4.625% | 5/4/2032 | 26424000 | 26007804 |
| Iron Mountain, Inc.<sup>†</sup> | 4.50% | 2/15/2031 | 67416000 | 63340224 |
| Iron Mountain, Inc.<sup>†</sup> | 4.875% | 9/15/2029 | 22889000 | 22283778 |
| Iron Mountain, Inc.<sup>†</sup> | 6.25% | 1/15/2033 | 23442000 | 23385793 |
| Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp. | 5.50% | 8/1/2030 | 20758000 | 20810289 |
| Millrose Properties, Inc.<sup>†</sup> | 6.25% | 9/15/2032 | 17633000 | 17332054 |
| Millrose Properties, Inc.<sup>†</sup> | 6.375% | 8/1/2030 | 21478000 | 21485816 |
| Phillips Edison Grocery Center Operating Partnership I LP | 4.95% | 1/15/2035 | 14635000 | 14203969 |
| Phillips Edison Grocery Center Operating Partnership I LP | 5.75% | 7/15/2034 | 16479000 | 16937160 |
| Piedmont Operating Partnership LP | 5.625% | 1/15/2033 | 13496000 | 13122268 |
| Piedmont Operating Partnership LP<sup>(f)</sup> | 9.25% | 7/20/2028 | 33284000 | 36351537 |
| Rayonier LP | 2.75% | 5/17/2031 | 45499000 | 40916609 |
| RHP Hotel Properties LP/RHP Finance Corp.<sup>†</sup> | 5.75% | 3/15/2034 | 24067000 | 23769621 |
| RHP Hotel Properties LP/RHP Finance Corp.<sup>†</sup> | 6.50% | 6/15/2033 | 15178000 | 15466170 |
| Starwood Property Trust, Inc.<sup>†</sup> | 6.50% | 10/15/2030 | 29186000 | 29619529 |
| Vornado Realty LP<sup>(f)</sup> | 3.40% | 6/1/2031 | 24364000 | 21710400 |
| Vornado Realty LP | 5.75% | 2/1/2033 | 22627000 | 22202130 |
| *Total* |  |  |  | 645286024 |
| **Retail 1.58%** |  |  |  |  |
| 1011778 BC ULC/New Red Finance, Inc. (Canada)<sup>†(c)</sup> | 6.125% | 6/15/2029 | 20619000 | 20963956 |
| Advance Auto Parts, Inc.<sup>†(f)</sup> | 7.375% | 8/1/2033 | 48630000 | 49294529 |
| Dick's Sporting Goods, Inc. | 4.10% | 1/15/2052 | 29390000 | 20835686 |
| Global Auto Holdings Ltd./AAG FH U.K. Ltd. (United Kingdom)<sup>†(c)</sup> | 8.375% | 1/15/2029 | 24396000 | 22307337 |
| GPS Hospitality Holding Co. LLC/GPS Finco, Inc.<sup>†</sup> | 7.00% | 8/15/2028 | 3544000 | 1736560 |
| LBM Acquisition LLC<sup>†</sup> | 9.50% | 6/15/2031 | 45893000 | 40004772 |
| Michaels Cos., Inc.<sup>†</sup> | 8.50% | 3/15/2033 | 34317000 | 33443598 |
| Park River Holdings, Inc.<sup>†</sup> | 8.00% | 3/15/2031 | 43468000 | 43300309 |
| PetSmart LLC/PetSmart Finance Corp.<sup>†</sup> | 7.50% | 9/15/2032 | 22481000 | 22607231 |

---

<br> 26 *See Notes to Schedule of Investments.*

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount**<sup>‡</sup> | **Fair<br> Value** |
| **Retail (continued)** |  |  |  |  |
| Punch Finance PLC<sup>†</sup> | 7.875% | 12/30/2030 | 19851000 | $26201045 |
| QXO Building Products, Inc.<sup>†</sup> | 6.75% | 4/30/2032 | $33053000 | 33742684 |
| Staples, Inc.<sup>†</sup> | 10.75% | 9/1/2029 | 14837000 | 13732968 |
| Stonegate Pub Co. Financing PLC | 10.75% | 7/31/2029 | 16556000 | 21788867 |
| Tiffany & Co. | 4.90% | 10/1/2044 | $15113000 | 13790241 |
| *Total* |  |  |  | 363749783 |
| **Savings & Loans 0.00%** |  |  |  |  |
| Washington Mutual Bank/Debt not acquired by JPMorgan<sup>(i)</sup> | 6.875% | 6/15/2011 | 22500000 | 0 <sup>(e)</sup> |
| **Semiconductors 0.82%** |  |  |  |  |
| Foundry JV Holdco LLC<sup>†</sup> | 5.50% | 1/25/2031 | 37174000 | 37980997 |
| Foundry JV Holdco LLC<sup>†</sup> | 6.25% | 1/25/2035 | 27988000 | 29343349 |
| Foundry JV Holdco LLC<sup>†</sup> | 6.40% | 1/25/2038 | 26883000 | 28056931 |
| Marvell Technology, Inc. | 5.95% | 9/15/2033 | 21787000 | 23066081 |
| Micron Technology, Inc. | 5.30% | 1/15/2031 | 12583000 | 13175128 |
| Qorvo, Inc.<sup>†</sup> | 3.375% | 4/1/2031 | 22864000 | 20695039 |
| Qorvo, Inc. | 4.375% | 10/15/2029 | 21594000 | 21143804 |
| SK Hynix, Inc. (South Korea)<sup>(c)</sup> | 6.50% | 1/17/2033 | 13204000 | 14376035 |
| *Total* |  |  |  | 187837364 |
| **Shipbuilding 0.25%** |  |  |  |  |
| Huntington Ingalls Industries, Inc. | 4.20% | 5/1/2030 | 21770000 | 21366862 |
| Huntington Ingalls Industries, Inc. | 5.353% | 1/15/2030 | 18243000 | 18603372 |
| Huntington Ingalls Industries, Inc. | 5.749% | 1/15/2035 | 17057000 | 17680230 |
| *Total* |  |  |  | 57650464 |
| **Software 0.79%** |  |  |  |  |
| CoreWeave, Inc.<sup>†(f)</sup> | 9.00% | 2/1/2031 | 24386000 | 23234222 |
| OAK-Eagle Acquireco, Inc.<sup>†(h)</sup> | 7.25% | 7/1/2033 | 20848000 | 21614048 |
| OAK-Eagle Acquireco, Inc.<sup>†(h)</sup> | 8.75% | 7/1/2034 | 20616000 | 21596222 |
| Oracle Corp. | 5.20% | 9/26/2035 | 71742000 | 67329813 |
| Oracle Corp. | 6.70% | 2/4/2056 | 26453000 | 24570264 |
| ROBLOX Corp.<sup>†</sup> | 3.875% | 5/1/2030 | 25180000 | 23677832 |
| *Total* |  |  |  | 182022401 |
| **Telecommunications 3.62%** |  |  |  |  |
| Altice France SA (France)<sup>†(c)</sup> | 6.50% | 4/15/2032 | 33961643 | 32209018 |
| Altice France SA (France)<sup>†(c)</sup> | 6.875% | 10/15/2030 | 33524418 | 32097736 |
| Altice France SA (France)<sup>†(c)</sup> | 6.875% | 7/15/2032 | 26512218 | 25145075 |

---

<br> *See Notes to Schedule of Investments.* 27

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount**<sup>‡</sup> | **Fair<br> Value** |
| **Telecommunications (continued)** |  |  |  |  |
| Altice France SA (France)<sup>†(c)</sup> | 9.50% | 11/1/2029 | $34444390 | $34830546 |
| APLD ComputeCo 2 LLC<sup>†</sup> | 6.75% | 3/15/2031 | 15801000 | 15695751 |
| APLD ComputeCo LLC<sup>†</sup> | 9.25% | 12/15/2030 | 21929000 | 22613229 |
| Black Pearl Compute LLC<sup>†</sup> | 6.125% | 2/15/2031 | 25494000 | 25979584 |
| Cipher Compute LLC<sup>†(f)</sup> | 7.125% | 11/15/2030 | 39453000 | 40923768 |
| Digicel International Finance Ltd./Difl U.S. LLC (Jamaica)<sup>†(c)</sup> | 8.625% | 8/1/2032 | 21643000 | 22038547 |
| EchoStar Corp. | 6.75% | 11/30/2030 | 70718589 | 71497059 |
| Fibercop SpA (Italy)<sup>†(c)</sup> | 6.00% | 9/30/2034 | 22020000 | 21002370 |
| Flash Compute LLC<sup>†</sup> | 7.25% | 12/31/2030 | 30753000 | 31000285 |
| Hughes Satellite Systems Corp. | 5.25% | 8/1/2026 | 16709000 | 14871839 |
| Hughes Satellite Systems Corp. | 6.625% | 8/1/2026 | 29131000 | 21947004 |
| Level 3 Financing, Inc.<sup>†</sup> | 3.625% | 1/15/2029 | 60034000 | 56431960 |
| Level 3 Financing, Inc.<sup>†</sup> | 3.75% | 7/15/2029 | 18460000 | 17190875 |
| Level 3 Financing, Inc.<sup>†</sup> | 4.25% | 7/1/2028 | 12696000 | 12313647 |
| Level 3 Financing, Inc.<sup>†</sup> | 8.50% | 1/15/2036 | 45668197 | 47694116 |
| Lumen Technologies, Inc.<sup>†</sup> | 4.50% | 1/15/2029 | 38239000 | 36018431 |
| Lumen Technologies, Inc.<sup>†</sup> | 5.375% | 6/15/2029 | 13889000 | 13170073 |
| Lumen Technologies, Inc. | 7.60% | 9/15/2039 | 11939000 | 11149791 |
| Lumen Technologies, Inc. | 7.65% | 3/15/2042 | 14187000 | 13033455 |
| SV RNO Property Owner 1 LLC<sup>†</sup> | 5.875% | 3/1/2031 | 23665000 | 23406757 |
| Uniti Group LP/Uniti Group Finance 2019, Inc./CSL Capital LLC<sup>†</sup> | 8.625% | 6/15/2032 | 46057000 | 46941330 |
| Vmed O2 U.K. Financing I PLC (United Kingdom)<sup>†(c)</sup> | 4.25% | 1/31/2031 | 55119000 | 47386582 |
| Vmed O2 U.K. Financing I PLC (United Kingdom)<sup>†(c)</sup> | 4.75% | 7/15/2031 | 24505000 | 21109374 |
| WULF Compute LLC<sup>†</sup> | 7.75% | 10/15/2030 | 42769000 | 45220305 |
| Zegona Finance PLC (United Kingdom)<sup>†(c)</sup> | 8.625% | 7/15/2029 | 27622000 | 29019342 |
| *Total* |  |  |  | 831937849 |
| **Transportation 0.74%** |  |  |  |  |
| Danaos Corp. (Marshall Islands)<sup>†(c)(f)</sup> | 6.875% | 10/15/2032 | 21643000 | 22009914 |
| Fedex Freight Holding Co., Inc.<sup>†</sup> | 4.95% | 3/15/2033 | 18260000 | 17815656 |
| GXO Logistics, Inc. | 2.65% | 7/15/2031 | 25082000 | 22348628 |
| GXO Logistics, Inc. | 6.25% | 5/6/2029 | 20719000 | 21495406 |
| Rand Parent LLC<sup>†</sup> | 8.50% | 2/15/2030 | 39771000 | 40856947 |
| Watco Cos. LLC/Watco Finance Corp.<sup>†</sup> | 7.125% | 8/1/2032 | 25527000 | 26241628 |
| XPO, Inc.<sup>†</sup> | 7.125% | 2/1/2032 | 18350000 | 18939237 |
| *Total* |  |  |  | 169707416 |

---

<br> 28 *See Notes to Schedule of Investments.*

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount**<sup>‡</sup> | **Fair<br> Value** |
| **Trucking & Leasing 0.27%** |  |  |  |  |
| FTAI Aviation Investors LLC<sup>†</sup> | 5.875% | 4/15/2033 | $42548000 | $41679957 |
| FTAI Aviation Investors LLC<sup>†</sup> | 7.00% | 5/1/2031 | 20510000 | 21040286 |
| *Total* |  |  |  | 62720243 |
| **Water 0.23%** |  |  |  |  |
| Aegea Finance SARL (Luxembourg)<sup>(c)</sup> | 9.00% | 1/20/2031 | 32567000 | 31744358 |
| Sabesp Lux SARL (Luxembourg)<sup>†(c)</sup> | 5.625% | 8/20/2030 | 21449000 | 21183421 |
| *Total* |  |  |  | 52927779 |
| *Total Corporate Bonds* (cost $16,503,142,591) |  |  |  | 16322381571 |
| **FLOATING RATE LOANS**<sup>(j)</sup> **2.20%** |  |  |  |  |
| **Advertising 0.09%** |  |  |  |  |
| CMG Media Corp. 2024 Term Loan | 7.30% (3 mo.<br> USD Term SOFR + 3.50%) | 6/18/2029 | 23198814 | 21830084 |
| **Aerospace & Defense 0.35%** |  |  |  |  |
| Alloy Finco Ltd. USD Holdco PIK Term Loan (Jersey)<sup>(c)</sup> | – <sup>(k)</sup> | 3/6/2028 | 23759296 | 81108297 |
| **Auto Parts & Equipment 0.00%** |  |  |  |  |
| First Brands Group LLC 2021 Term Loan | 10.782% (1 mo.<br> USD Term SOFR + 7.11%) | 3/30/2027 | 10570139 | 36008 |
| First Brands Group LLC 2022 Incremental Term Loan | 10.782% (1 mo.<br> USD Term SOFR + 7.11%) | 3/30/2027 | 2562790 | 8730 |
| First Brands Group LLC 2025 DIP Term Loan | 13.671% (1 mo.<br> USD Term SOFR + 10.00%) | 6/29/2026 | 26089 | 6359 |
| *Total* |  |  |  | 51097 |
| **Building Materials 0.04%** |  |  |  |  |
| ACProducts, Inc. 2021 Term Loan B | 8.211% (3 mo.<br> USD Term SOFR + 4.25%) | 5/17/2028 | 11404565 | 9162884 |
| **Chemicals 0.32%** |  |  |  |  |
| Chemours Co. 2025 USD Term Loan B | 7.168% (1 mo.<br> USD Term SOFR + 3.50%) | 10/15/2032 | 22814820 | 22675764 |
| INEOS Quattro Holdings U.K. Ltd. 2023 USD 1st Lien Term Loan B (United Kingdom)<sup>(c)</sup> | 8.018% (1 mo.<br> USD Term SOFR + 4.25%) | 4/2/2029 | 45506031 | 35835999 |
| Ineos U.S. Finance LLC 2023 USD Term Loan B | – <sup>(k)</sup> | 2/18/2030 | 16333446 | 14322391 |
| *Total* |  |  |  | 72834154 |

---

<br> *See Notes to Schedule of Investments.* 29

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | **Maturity<br> Date** | **Principal**<br> **Amount**<sup>‡</sup> | **Fair<br> Value** |
| **Commercial Services 0.11%** |  |  |  |  |
| Crash Champions LLC 2024 Term Loan B | 8.423% (3 mo.<br> USD Term SOFR + 4.75%) | 2/23/2029 | $51343 | $44771 |
| Spin Holdco, Inc. 2026 First Lien First Out Term Loan | 9.101% (3 mo.<br> USD Term SOFR + 5.43%) | 9/4/2030 | 4063792 | 4156081 |
| Spin Holdco, Inc. 2026 First Lien Second Out Term Loan | 7.933% (3 mo.<br> USD Term SOFR + 4.00%) | 9/4/2030 | 25805080 | 20386013 |
| *Total* |  |  |  | 24586865 |
| **Containers & Packaging 0.17%** |  |  |  |  |
| LABL, Inc. 2026 USD Interim New Money DIP Term Loan | 10.383% (3 mo.<br> USD Term SOFR + 6.75%) | 12/2/2026 | 2193596 | 2198169 |
| Proampac PG Borrower LLC 2026 USD Term Loan B | 7.782% (1 mo.<br> USD Term SOFR + 4.00%) | 3/7/2033 | 37112596 | 35934271 |
| *Total* |  |  |  | 38132440 |
| **Diversified Capital Goods 0.08%** |  |  |  |  |
| Tank Holding Corp. 2022 Term Loan | 9.518% (1 mo.<br> USD Term SOFR + 5.75%) | 3/31/2028 | 21431988 | 19248712 |
| **Electric: Generation 0.01%** |  |  |  |  |
| Frontera Generation Holdings LLC 2021 2nd Lien Term Loan | 5.461% (3 mo.<br> USD Term SOFR + 1.50%) | 7/28/2028 | 1720948 | 1686529 |
| **Food 0.13%** |  |  |  |  |
| Bellis Acquisition Co. PLC 2024 EUR Term Loan B | 6.079% (6 mo.<br> EURIBOR + 4.00%) | 5/14/2031 | 28107692 | 29061418 |
| **Health Care Products 0.10%** |  |  |  |  |
| Hologic, Inc. 2026 USD 2nd Lien Term Loan | – <sup>(k)</sup> | 4/10/2034 | $23227000 | 22994730 <sup>(l)</sup> |
| **Leisure Time 0.06%** |  |  |  |  |
| City Football Group Ltd. 2024 Term Loan (United Kingdom)<sup>(c)</sup> | 7.282% (1 mo.<br> USD Term SOFR + 3.50%) | 7/22/2030 | 13433723 | 13421162 |

---

30 *See Notes to Schedule of Investments.*

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | **Maturity<br> Date** | **Principal**<br> **Amount**<sup>‡</sup> | **Fair<br> Value** |
| **Media 0.33%** |  |  |  |  |
| Sinclair Television Group, Inc. 2025 Term Loan B6 | 7.082% (1 mo.<br> USD Term SOFR + 3.30%) | 12/31/2029 | $39969740 | $36022927 |
| Sinclair Television Group, Inc. 2025 Term Loan B7 | 7.868% (1 mo.<br> USD Term SOFR + 4.10%) | 12/31/2030 | 38855857 | 34970272 |
| Virgin Media Bristol LLC 2023 USD Term Loan Y | 7.052% (6 mo.<br> USD Term SOFR + 3.18%) | 3/31/2031 | 5836420 | 5343389 |
| *Total* |  |  |  | 76336588 |
| **Oil & Gas Services 0.04%** |  |  |  |  |
| Star Holding LLC 2024 1st Lien Term Loan B | 8.168% (1 mo.<br> USD Term SOFR + 4.50%) | 7/31/2031 | 8579554 | 8491614 |
| **Personal & Household Products 0.00%** |  |  |  |  |
| FGI Operating Co. LLC Exit Term Loan | – <sup>(k)</sup> | 12/31/2026 | 687414 | 0 <sup>(e)</sup> |
| **Pharmaceuticals 0.10%** |  |  |  |  |
| Bausch Health Cos., Inc. 2025 Term Loan B (Canada)<sup>(c)</sup> | 9.918% (1 mo.<br> USD Term SOFR + 6.25%) | 10/8/2030 | 23520754 | 22762798 |
| **Retail 0.03%** |  |  |  |  |
| Sweetwater Borrower LLC 2026 Term Loan B | 7.668% (1 mo.<br> USD Term SOFR + 4.00%) | 2/17/2033 | 8231000 | 8246474 |
| **Software 0.11%** |  |  |  |  |
| Boxer Parent Co., Inc. 2025 USD Term Loan B | 6.673% (3 mo.<br> USD Term SOFR + 3.00%) | 7/30/2031 | 26342914 | 24496144 |
| **Transportation 0.05%** |  |  |  |  |
| Forward Air Corp. Term Loan B | 8.167% (3 mo.<br> USD Term SOFR + 4.50%) | 12/19/2030 | 12867000 | 12558192 |
| **Utilities 0.08%** |  |  |  |  |
| Astoria Energy LLC 2025 Term Loan B | 5.918% - 5.95%<br> (1 mo. USD Term SOFR + 2.25%)<br> (3 mo. USD Term SOFR + 2.25%) | 6/23/2032 | 19417897 | 19477121 |
| *Total Floating Rate Loans* (cost $460,084,415) | *Total Floating Rate Loans* (cost $460,084,415) |  |  | 506487303 |

---

*See Notes to Schedule of Investments.* 31

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | **Maturity<br> Date** | **Principal**<br> **Amount**<sup>‡</sup> | **Fair<br> Value** |
| **FOREIGN GOVERNMENT OBLIGATIONS 7.17%** |  |  |  |  |
| **Angola 0.29%** |  |  |  |  |
| Angola Government International Bonds<sup>(c)</sup> | 8.75% | 4/14/2032 | $25956000 | $25237483 |
| Angola Government International Bonds<sup>(c)</sup> | 9.244% | 1/15/2031 | 39838000 | 40365381 |
| *Total* |  |  |  | 65602864 |
| **Argentina 0.90%** |  |  |  |  |
| Argentina Republic Government International Bonds<sup>(c)</sup> | 0.75% <sup>(m)</sup> | 7/9/2030 | 109381180 | 91716120 |
| Provincia de Buenos Aires/Government Bonds<sup>(c)</sup> | 6.625% <sup>(m)</sup> | 9/1/2037 | 2406869 | 1820194 |
| Provincia de Buenos Aires/Government Bonds<sup>(c)</sup> | 6.625% <sup>(m)</sup> | 9/1/2037 | 25673268 | 19415409 |
| Provincia de Cordoba<sup>(c)</sup> | 6.875% <sup>(m)</sup> | 2/1/2029 | 14069170 | 13682268 |
| Provincia de Cordoba<sup>†(c)</sup> | 8.60% | 2/3/2035 | 27287000 | 26093194 |
| Provincia de Cordoba<sup>†(c)</sup> | 9.75% | 7/2/2032 | 30534000 | 31279029 |
| Provincia de Entre Rios Argentina<sup>†(c)</sup> | 9.55% | 3/4/2033 | 22842000 | 22156740 |
| *Total* |  |  |  | 206162954 |
| **Benin 0.10%** |  |  |  |  |
| Benin Government International Bonds<sup>†(c)</sup> | 7.96% | 2/13/2038 | 22816000 | 22427321 |
| **Bolivia 0.10%** |  |  |  |  |
| Bolivia Government International Bonds<sup>(c)(f)</sup> | 4.50% | 3/20/2028 | 23971865 | 22473863 |
| **Brazil 0.96%** |  |  |  |  |
| Brazil Letras do Tesouro Nacional | Zero Coupon | 4/1/2027 | 578800000 | 98228619 |
| Brazil Notas do Tesouro Nacional | 10.00% | 1/1/2031 | 728720000 | 123026881 |
| *Total* |  |  |  | 221255500 |
| **Cameroon 0.14%** |  |  |  |  |
| Republic of Cameroon International Bonds<sup>(c)</sup> | 9.50% | 7/31/2031 | $32016000 | 31224904 |
| **Colombia 0.24%** |  |  |  |  |
| Colombia Government International Bonds<sup>(c)</sup> | 7.50% | 2/2/2034 | 32824000 | 33632455 |
| Colombia Government International Bonds<sup>(c)</sup> | 7.75% | 11/7/2036 | 22076000 | 22604720 |
| *Total* |  |  |  | 56237175 |
| **Costa Rica 0.09%** |  |  |  |  |
| Costa Rica Government International Bonds<sup>(c)</sup> | 7.30% | 11/13/2054 | 20224000 | 21883076 |

---

32 *See Notes to Schedule of Investments.*

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | **Maturity<br> Date** | **Principal**<br> **Amount**<sup>‡</sup> | **Fair<br> Value** |
| **Dominican Republic 0.39%** |  |  |  |  |
| Dominican Republic International Bonds<sup>(c)</sup> | 6.00% | 2/22/2033 | $43282000 | $42295171 |
| Dominican Republic International Bonds | 10.50% | 3/15/2037 | 378950000 | 6498035 |
| Dominican Republic International Bonds | 10.50% | 3/15/2037 | 2013400000 | 35632609 |
| Dominican Republic International Bonds | 10.75% | 6/1/2036 | 100000000 | 1738608 |
| Dominican Republic International Bonds | 10.75% | 6/1/2036 | 214650000 | 3894272 |
| *Total* |  |  |  | 90058695 |
| **Ecuador 0.41%** |  |  |  |  |
| Ecuador Government International Bonds<sup>†(c)</sup> | 8.75% | 1/29/2034 | $48494000 | 47645355 |
| Ecuador Government International Bonds<sup>†(c)</sup> | 9.25% | 1/29/2039 | 48311000 | 47465558 |
| *Total* |  |  |  | 95110913 |
| **El Salvador 0.55%** |  |  |  |  |
| El Salvador Government International Bonds<sup>†(c)</sup> | 0.25% | 4/17/2030 | 26503000 | 990182 |
| El Salvador Government International Bonds<sup>(c)</sup> | 8.625% | 2/28/2029 | 50361000 | 52576380 |
| El Salvador Government International Bonds<sup>†(c)</sup> | 9.25% | 4/17/2030 | 48251000 | 50250522 |
| El Salvador Government International Bonds<sup>†(c)</sup> | 9.65% | 11/21/2054 | 22062000 | 23456318 |
| *Total* |  |  |  | 127273402 |
| **Ghana 0.33%** |  |  |  |  |
| Ghana Government International Bonds<sup>(c)</sup> | 5.00% <sup>(m)</sup> | 7/3/2035 | 87817293 | 75121283 |
| **Honduras 0.11%** |  |  |  |  |
| Honduras Government International Bonds<sup>(c)</sup> | 5.625% | 6/24/2030 | 24796000 | 24634826 |
| **Mexico 0.73%** |  |  |  |  |
| Mexico Bonos | 7.75% | 5/29/2031 | 3146800000 | 167443823 |
| **Montenegro 0.08%** |  |  |  |  |
| Montenegro Government International Bonds<sup>†(c)</sup> | 7.25% | 3/12/2031 | $17532000 | 18269557 |
| **Nigeria 0.20%** |  |  |  |  |
| Nigeria Government International Bonds<sup>(c)</sup> | 8.631% | 1/13/2036 | 44378000 | 46269916 |
| **Panama 0.17%** |  |  |  |  |
| Panama Government International Bonds<sup>(c)</sup> | 6.40% | 2/14/2035 | 38693000 | 40253102 |

---

*See Notes to Schedule of Investments.* 33

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | **Maturity<br> Date** | **Principal**<br> **Amount**<sup>‡</sup> | **Fair<br> Value** |
| **Romania 0.21%** |  |  |  |  |
| Romania Government International Bonds<sup>(c)</sup> | 5.75% | 3/24/2035 | $22564000 | $21385517 |
| Romania Government International Bonds<sup>†(c)</sup> | 6.625% | 5/16/2036 | 26324000 | 26182092 |
| *Total* |  |  |  | 47567609 |
| **Suriname 0.15%** |  |  |  |  |
| Suriname Government International Bonds<sup>†(c)</sup> | 8.50% | 11/6/2035 | 32637000 | 33676652 |
| **Trinidad And Tobago 0.13%** |  |  |  |  |
| Trinidad & Tobago Government International Bonds<sup>†(c)</sup> | 6.40% | 6/26/2034 | 30657000 | 30611015 |
| **Turkey 0.10%** |  |  |  |  |
| Istanbul Metropolitan Municipality<sup>†(c)</sup> | 10.50% | 12/6/2028 | 20592000 | 22046610 |
| **Ukraine 0.12%** |  |  |  |  |
| Ukraine Government International Bonds<sup>(c)</sup> | 3.00% <sup>(m)</sup> | 2/1/2035 | 58801954 | 27446545 |
| **Uzbekistan 0.12%** |  |  |  |  |
| Republic of Uzbekistan International Bonds<sup>†(c)</sup> | 6.947% | 5/25/2032 | 26666000 | 27958905 |
| **Venezuela 0.36%** |  |  |  |  |
| Venezuela Government International Bonds<sup>(c)(i)</sup> | 9.00% | 5/7/2023 | 58725800 | 26573425 |
| Venezuela Government International Bonds<sup>(c)(i)</sup> | 11.75% | 10/21/2026 | 88915100 | 46013564 |
| Venezuela Government International Bonds<sup>(c)(i)</sup> | 12.75% | 8/23/2022 | 21097100 | 10706778 |
| *Total* |  |  |  | 83293767 |
| **Zambia 0.19%** |  |  |  |  |
| Zambia Government International Bonds<sup>(c)</sup> | 5.75% <sup>(m)</sup> | 6/30/2033 | 45925668 | 43131509 |
| *Total Foreign Government Obligations* (cost $1,563,019,622) | *Total Foreign Government Obligations* (cost $1,563,019,622) |  |  | 1647435786 |
| **GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 13.68%** | **GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS 13.68%** |  |  |  |
| Government National Mortgage Association<sup>(n)</sup> | 4.50% | TBA | 118237000 | 114204404 |
| Government National Mortgage Association<sup>(n)</sup> | 5.00% | TBA | 177178000 | 175371820 |
| Government National Mortgage Association<sup>(n)</sup> | 5.50% | TBA | 145354000 | 146153173 |
| Government National Mortgage Association<sup>(n)</sup> | 6.00% | TBA | 102908000 | 104580770 |
| Uniform Mortgage-Backed Security<sup>(n)</sup> | 2.50% | TBA | 547465000 | 460148614 |
| Uniform Mortgage-Backed Security<sup>(n)</sup> | 4.50% | TBA | 159362000 | 158137141 |
| Uniform Mortgage-Backed Security<sup>(n)</sup> | 5.00% | TBA | 978619000 | 969729411 |

---

34 *See Notes to Schedule of Investments.*

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | | **Maturity<br> Date** | **Principal**<br> **Amount**<sup>‡</sup> | **Fair<br> Value** |
| **GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS (continued)** | **GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS (continued)** | **GOVERNMENT SPONSORED ENTERPRISES PASS-THROUGHS (continued)** |  |  |  |
| Uniform Mortgage-Backed Security<sup>(n)</sup> | 5.50% |  | TBA | $563387000 | $566523868 |
| Uniform Mortgage-Backed Security<sup>(n)</sup> | 6.00% |  | TBA | 192792000 | 196299885 |
| Uniform Mortgage-Backed Security<sup>(n)</sup> | 6.50% |  | TBA | 140311000 | 145048123 |
| Uniform Mortgage-Backed Security<sup>(n)</sup> | 7.00% |  | TBA | 99403000 | 104585350 |
| *Total Government Sponsored Enterprises Pass-Throughs* (cost $3,147,279,978) | *Total Government Sponsored Enterprises Pass-Throughs* (cost $3,147,279,978) | *Total Government Sponsored Enterprises Pass-Throughs* (cost $3,147,279,978) |  |  | 3140782559 |
|  |  |  |  | **Shares** |  |
| **INVESTMENTS IN UNDERLYING FUNDS 1.55%** |  |  |  |  |  |
| Lord Abbett Private Credit Fund<sup>(o)(p)(q)</sup> (cost $358,474,919) | Lord Abbett Private Credit Fund<sup>(o)(p)(q)</sup> (cost $358,474,919) |  |  | 14265420 | 355208945 |
|  |  |  |  | **Principal**<br> **Amount**<sup>‡</sup> |  |
| **MUNICIPAL BONDS 0.49%** |  |  |  |  |  |
| **Corporate-Backed 0.09%** |  |  |  |  |  |
| Mobile County Industrial Development Authority - AM/NS Calvert LLC AL AMT | 4.75% |  | 12/1/2054 | $22700000 | 20868625 |
| **Lease Obligation 0.09%** |  |  |  |  |  |
| Maryland Stadium Authority - State of Maryland | 5.578% |  | 6/15/2055 | 21620000 | 21361269 |
| **Miscellaneous 0.13%** |  |  |  |  |  |
| Dallas Convention Center Hotel Development Corp. TX<sup>(f)</sup> | 7.088% |  | 1/1/2042 | 17280000 | 19186257 |
| New York City Industrial Development Agency NY<sup>†</sup> | 11.00% |  | 3/1/2029 | 8768000 | 9645198 |
| *Total* |  |  |  |  | 28831455 |
| **Tax Revenue 0.07%** |  |  |  |  |  |
| Memphis-Shelby County Industrial Development Board Tax Allocation TN<sup>(i)</sup> | 7.00% |  | 7/1/2045 | 22085000 | 16688371 |
| **Transportation 0.11%** |  |  |  |  |  |
| Public Finance Authority - SR 400 Peach Partners LLC WI AMT | 5.75% |  | 12/31/2065 | 24515000 | 25039114 |
| *Total Municipal Bonds* (cost $118,138,075) |  |  |  |  | 112788834 |
| **NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 4.25%** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES 4.25%** |  |  |  |  |
| BAHA Trust Series 2024-MAR Class B<sup>†</sup> | 6.385% | <sup>#(r)</sup> | 12/10/2041 | 30230000 | 31202602 |
| BX Commercial Mortgage Trust Series 2019-IMC Class A<sup>†</sup> | 4.719% (1 mo.<br> USD Term SOFR + 1.05%) | <sup>#</sup> | 4/15/2034 | 27905291 | 27770480 |

---

*See Notes to Schedule of Investments.* 35

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | | **Maturity<br> Date** | **Principal**<br> **Amount**<sup>‡</sup> | **Fair<br> Value** |
| **NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)** |  |  |  |
| BX Commercial Mortgage Trust Series 2024-SLCT Class B<sup>†</sup> | 5.465% (1 mo.<br> USD Term SOFR + 1.79%) | <sup>#</sup> | 1/15/2042 | $16520000 | $16434172 |
| BX Commercial Mortgage Trust Series 2026-CSMO Class D<sup>†</sup> | 6.123% (1 mo.<br> USD Term SOFR + 2.45%) | <sup>#</sup> | 2/15/2043 | 32250000 | 32380874 |
| BX Trust Series 2024-VLT4 Class A<sup>†</sup> | 5.164% (1 mo.<br> USD Term SOFR + 1.49%) | <sup>#</sup> | 6/15/2041 | 20128000 | 20027151 |
| BX Trust Series 2025-ARIA Class C<sup>†</sup> | 5.517% | <sup>#(r)</sup> | 12/13/2042 | 7340000 | 7325874 |
| BX Trust Series 2025-ROIC Class E<sup>†</sup> | 6.614% (1 mo.<br> USD Term SOFR + 2.94%) | <sup>#</sup> | 3/15/2030 | 26879471 | 26832432 |
| BX Trust Series 2025-TAIL Class E<sup>†</sup> | 6.973% (1 mo.<br> USD Term SOFR + 3.30%) | <sup>#</sup> | 6/15/2035 | 16710000 | 16758014 |
| BX Trust Series 2025-VLT6 Class B<sup>†</sup> | 5.565% (1 mo.<br> USD Term SOFR + 1.89%) | <sup>#</sup> | 3/15/2042 | 18595000 | 18489551 |
| BX Trust Series 2025-VLT7 Class E<sup>†</sup> | 7.423% (1 mo.<br> USD Term SOFR + 3.75%) | <sup>#</sup> | 7/15/2044 | 10750000 | 10680027 |
| BX Trust Series 2025-VOLT Class D<sup>†</sup> | 6.423% (1 mo.<br> USD Term SOFR + 2.75%) | <sup>#</sup> | 12/15/2044 | 32040000 | 31900914 |
| CALI Mortgage Trust Series 2019-101C Class A<sup>†</sup> | 3.957% |  | 3/10/2039 | 21880000 | 21073842 |
| CONE Trust Series 2024-DFW1 Class B<sup>†</sup> | 5.963% (1 mo.<br> USD Term SOFR + 2.29%) | <sup>#</sup> | 8/15/2041 | 21330000 | 21209867 |
| DBC Mortgage Trust Series 2025-DBC Class C<sup>†</sup> | 5.723% (1 mo.<br> USD Term SOFR + 2.05%) | <sup>#</sup> | 11/15/2042 | 24460000 | 24420539 |
| DBC Mortgage Trust Series 2025-DBC Class D<sup>†</sup> | 6.273% (1 mo.<br> USD Term SOFR + 2.60%) | <sup>#</sup> | 11/15/2042 | 10370000 | 10358224 |
| Federal Home Loan Mortgage Corp.<br> STACR REMICS Trust Series 2020-HQA1 Class B2<sup>†</sup> | 8.876% (30 day<br> USD SOFR Average + 5.21%) | <sup>#</sup> | 1/25/2050 | 5440000 | 6018844 |
| Federal Home Loan Mortgage Corp.<br> STACR REMICS Trust Series 2020-HQA5 Class B2<sup>†</sup> | 11.062% (30 day<br> USD SOFR Average + 7.40%) | <sup>#</sup> | 11/25/2050 | 19450000 | 23789025 |
| Federal Home Loan Mortgage Corp.<br> STACR REMICS Trust Series 2021-DNA1 Class B2<sup>†</sup> | 8.412% (30 day<br> USD SOFR Average + 4.75%) | <sup>#</sup> | 1/25/2051 | 7216000 | 8073066 |

---

36 *See Notes to Schedule of Investments.*

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | | **Maturity<br> Date** | **Principal**<br> **Amount**<sup>‡</sup> | **Fair<br> Value** |
| **NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)** |  |  |
| Federal Home Loan Mortgage Corp.<br> STACR REMICS Trust Series 2021-DNA2 Class B2<sup>†</sup> | 9.662% (30 day<br> USD SOFR Average + 6.00%) | <sup>#</sup> | 8/25/2033 | $20035000 | $24967088 |
| Federal Home Loan Mortgage Corp.<br> STACR REMICS Trust Series 2021-DNA3 Class B2<sup>†</sup> | 9.912% (30 day<br> USD SOFR Average + 6.25%) | <sup>#</sup> | 10/25/2033 | 10000000 | 12618843 |
| Federal Home Loan Mortgage Corp.<br> STACR REMICS Trust Series 2021-HQA1 Class B2<sup>†</sup> | 8.662% (30 day<br> USD SOFR Average + 5.00%) | <sup>#</sup> | 8/25/2033 | 9285000 | 10925831 |
| Federal Home Loan Mortgage Corp.<br> STACR REMICS Trust Series 2021-HQA3 Class B2<sup>†</sup> | 9.912% (30 day<br> USD SOFR Average + 6.25%) | <sup>#</sup> | 9/25/2041 | 3310000 | 3371258 |
| Federal Home Loan Mortgage Corp.<br> STACR REMICS Trust Series 2021-HQA4 Class B2<sup>†</sup> | 10.662% (30 day<br> USD SOFR Average + 7.00%) | <sup>#</sup> | 12/25/2041 | 4420000 | 4560674 |
| Federal Home Loan Mortgage Corp.<br> STACR REMICS Trust Series 2022-DNA2 Class B2<sup>†</sup> | 12.162% (30 day<br> USD SOFR Average + 8.50%) | <sup>#</sup> | 2/25/2042 | 10675000 | 11242771 |
| Federal Home Loan Mortgage Corp.<br> STACR REMICS Trust Series 2022-HQA1 Class B2<sup>†</sup> | 14.662% (30 day<br> USD SOFR Average + 11.00%) | <sup>#</sup> | 3/25/2042 | 45932260 | 49594614 |
| Federal Home Loan Mortgage Corp.<br> STACR Trust Series 2019-DNA1 Class B2<sup>†</sup> | 14.526% (30 day<br> USD SOFR Average + 10.86%) | <sup>#</sup> | 1/25/2049 | 34420000 | 42226136 |
| Federal Home Loan Mortgage Corp.<br> STACR Trust Series 2019-DNA3 Class B2<sup>†</sup> | 11.926% (30 day<br> USD SOFR Average + 8.26%) | <sup>#</sup> | 7/25/2049 | 29363000 | 32574769 |
| Federal Home Loan Mortgage Corp.<br> STACR Trust Series 2019-HQA1 Class B2<sup>†</sup> | 16.032% (30 day<br> USD SOFR Average + 12.36%) | <sup>#</sup> |  | 27483000 | 32606276 |
| Federal National Mortgage Association<br> Connecticut Avenue Securities Trust Series 2021-R02 Class 2B2<sup>†</sup> | 9.862% (30 day<br> USD SOFR Average + 6.20%) | <sup>#</sup> | 11/25/2041 | 2115000 | 2164160 |

---

*See Notes to Schedule of Investments.* 37

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | | **Maturity<br> Date** | **Principal**<br> **Amount**<sup>‡</sup> | **Fair<br> Value** |
| **NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)** |  |  |  |
| Federal National Mortgage Association Connecticut Avenue Securities Trust Series 2022-R02 Class 2B2<sup>†</sup> | 11.312% (30 day<br> USD SOFR Average + 7.65%) | <sup>#</sup> | 1/25/2042 | $4530000 | $4731135 |
| Federal National Mortgage Association Connecticut Avenue Securities Trust Series 2022-R06 Class 1B2<sup>†</sup> | 14.262% (30 day<br> USD SOFR Average + 10.60%) | <sup>#</sup> | 5/25/2042 | 12579525 | 13736947 |
| Federal National Mortgage Association Connecticut Avenue Securities Trust Series 2022-R07 Class 1B2<sup>†</sup> | 15.662% (30 day<br> USD SOFR Average + 12.00%) | <sup>#</sup> | 6/25/2042 | 1641100 | 1841139 |
| Hudson Yards Mortgage Trust Series 2025-SPRL Class D<sup>†</sup> | 6.34% | <sup>#(r)</sup> | 1/13/2040 | 11210000 | 11519666 |
| Hudson Yards Mortgage Trust Series 2025-SPRL Class F<sup>†</sup> | 7.403% | <sup>#(r)</sup> | 1/13/2040 | 4650000 | 4660686 |
| JP Morgan Chase Commercial Mortgage Securities Trust Series 2021-BOLT Class D<sup>†</sup> | 11.137% (1 mo.<br> USD Term SOFR + 6.81%) | <sup>#</sup> | 8/15/2033 | 41665000 | 600626 |
| MAD Commercial Mortgage Trust Series 2025-11MD Class C<sup>†</sup> | 5.255% | <sup>#(r)</sup> | 10/15/2042 | 45035000 | 45381720 |
| NY Commercial Mortgage Trust Series 2025-299P Class B<sup>†</sup> | 5.928% | <sup>#(r)</sup> | 2/10/2047 | 12525000 | 12877973 |
| NYC Commercial Mortgage Trust Series 2026-1PARK Class C<sup>†</sup> | 5.528% (1 mo.<br> USD Term SOFR + 1.85%) | <sup>#</sup> | 2/15/2043 | 6560000 | 6545428 |
| NYC Commercial Mortgage Trust Series 2026-1PARK Class D<sup>†</sup> | 5.978% (1 mo.<br> USD Term SOFR + 2.30%) | <sup>#</sup> | 2/15/2043 | 6980000 | 7025009 |
| NYO Commercial Mortgage Trust Series 2021-1290 Class B<sup>†</sup> | 5.332% (1 mo.<br> USD Term SOFR + 1.66%) | <sup>#</sup> | 12/15/2038 | 9480000 | 9444770 |
| NYO Commercial Mortgage Trust Series 2021-1290 Class C<sup>†</sup> | 5.783% (1 mo.<br> USD Term SOFR + 2.11%) | <sup>#</sup> | 11/15/2038 | 16430000 | 16252439 |
| PLYM Commercial Mortgage Trust Series 2026-IND Class D<sup>†</sup> | 5.823% (1 mo.<br> USD Term SOFR + 2.15%) | <sup>#</sup> | 3/15/2043 | 28080000 | 27869976 |
| ROCK Trust Series 2024-CNTR Class B<sup>†</sup> | 5.93% |  | 11/13/2041 | 13410000 | 13727049 |
| ROCK Trust Series 2024-CNTR Class E<sup>†</sup> | 8.819% |  | 11/13/2041 | 56095000 | 58519650 |

---

38 *See Notes to Schedule of Investments.*

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments** | **Interest<br> Rate** | | **Maturity<br> Date** | **Principal**<br> **Amount**<sup>‡</sup> | **Fair<br> Value** |
| **NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES (continued)** |  |  |  |
| SCG Trust Series 2025-SNIP Class D<sup>†</sup> | 6.273% (1 mo.<br> USD Term SOFR + 2.60%) | <sup>#</sup> | 9/15/2042 | $12650000 | $12696658 |
| SHOW Trust Series 2022-BIZ Class A<sup>†</sup> | 6.654% (1 mo.<br> USD Term SOFR + 2.98%) | <sup>#</sup> | 1/15/2027 | 81900000 | 44210611 <sup>(a)</sup> |
| SHRN Trust Series 2025-MF18 Class D<sup>†</sup> | 5.923% (1 mo.<br> USD Term SOFR + 2.25%) | <sup>#</sup> | 10/15/2040 | 8370000 | 8388397 |
| SHRN Trust Series 2025-MF18 Class E<sup>†</sup> | 6.623% (1 mo.<br> USD Term SOFR + 2.95%) | <sup>#</sup> | 10/15/2040 | 9400000 | 9408968 |
| SWCH Commercial Mortgage Trust Series 2025-DATA Class D<sup>†</sup> | 6.314% (1 mo.<br> USD Term SOFR + 2.64%) | <sup>#</sup> | 2/15/2042 | 38430000 | 37891138 |
| TCO Commercial Mortgage Trust Series 2024-DPM Class B<sup>†</sup> | 5.265% (1 mo.<br> USD Term SOFR + 1.59%) | <sup>#</sup> | 12/15/2039 | 15070000 | 15034863 |
| TCO Commercial Mortgage Trust Series 2024-DPM Class C<sup>†</sup> | 5.664% (1 mo.<br> USD Term SOFR + 1.99%) | <sup>#</sup> | 12/15/2039 | 8730000 | 8733742 |
| TEXAS Commercial Mortgage Trust Series 2025-TWR Class C<sup>†</sup> | 5.815% (1 mo.<br> USD Term SOFR + 2.14%) | <sup>#</sup> | 4/15/2042 | 11830000 | 11779676 |
| Velocity Commercial Capital Loan Trust Series 2024-3 Class A<sup>†</sup> | 6.65% | <sup>#(r)</sup> | 6/25/2054 | 10954659 | 11067652 |
| *Total Non-Agency Commercial Mortgage-Backed Securities* (cost $1,058,327,399) | *Total Non-Agency Commercial Mortgage-Backed Securities* (cost $1,058,327,399) | *Total Non-Agency Commercial Mortgage-Backed Securities* (cost $1,058,327,399) | *Total Non-Agency Commercial Mortgage-Backed Securities* (cost $1,058,327,399) |  | 975543836 |
|  | **Dividend<br> Rate** |  |  | **Shares** |  |
| **PREFERRED STOCKS 0.04%** |  |  |  |  |  |
| **Commercial Services & Supplies 0.00%** |  |  |  |  |  |
| SVB Financial Trust Class C | Zero Coupon |  |  | 3121160 | 202875 |
| **Transportation Infrastructure 0.04%** |  |  |  |  |  |
| ACBL Holdings Corp. | Zero Coupon |  |  | 205069 | 8202760 |
| *Total Preferred Stocks* (cost $5,419,334) |  |  |  |  | 8405635 |
| *Total Long-Term Investments* (cost $25,156,868,182) | *Total Long-Term Investments* (cost $25,156,868,182) |  |  |  | 25002821049 |

---

*See Notes to Schedule of Investments.* 39

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | |
|:---|:---|:---|
| **Investments** | **Principal<br> Amount**<sup>‡</sup> | **Fair<br> Value** |
| **SHORT-TERM INVESTMENTS 4.02%** |  |  |
| **REPURCHASE AGREEMENTS 2.29%** |  |  |
| Repurchase Agreement dated 3/31/2026, 3.250% due 4/1/2026 with Fixed Income Clearing Corp. collateralized by $8,092,300 of U.S. Treasury Note at 4.375% due 7/15/2027 value: $8,217,861; proceeds: $8,057,349<br> (cost $8,056,622) | $8056622 | $8056622 |
| Repurchase Agreement dated 3/31/2026, 3.660% due 4/1/2026 with RBC Dominion Securities, Inc. collateralized by $523,893,900 of U.S. Treasury Note at 3.750% due 6/30/2027; value: $528,571,429; proceeds: $518,052,663<br> (cost $518,000,000) | 518000000 | 518000000 |
| *Total Repurchase Agreements* (cost $526,056,622) |  | 526056622 |
| **TIME DEPOSITS 0.18%** |  |  |
| CitiBank N.A.<sup>(s)</sup> (cost $39,583,973) | 39583973 | 39583973 |
|  | **<u>Shares</u>** |  |
| **MONEY MARKET FUNDS 1.55%** |  |  |
| Fidelity Government Portfolio<sup>(s)</sup> (cost $356,255,758) | 356255758 | 356255758 |
| *Total Short-Term Investments* (cost $921,896,353) |  | 921896353 |
| *Total Investments in Securities 112.89%* (cost $26,078,764,535) |  | 25924717402 |
| *Other Assets and Liabilities – Net*<sup>(t)</sup> *(12.89)%* |  | (2959201229) |
| *Net Assets 100.00%* |  | $22965516173 |

---

---

| | |
|:---|:---|
| BRL | Brazilian Real. |
| DOP | Dominican Peso. |
| EUR | Euro. |
| GBP | British Pound. |
| MXN | Mexican Peso. |
| PEN | Peruvian Nuevo Sol. |
| ADR | American Depositary Receipt. |
| AMT | Income from the security may be subject to Alternative Minimum Tax. |
| CMT | Constant Maturity Rate. |
| EURIBOR | Euro Interbank Offered Rate. |
| ICE | Intercontinental Exchange. |
| LIBOR | London Interbank Offered Rate. |
| PIK | Payment-in-kind. |
| REITS | Real Estate Investment Trusts. |
| REMICS | Real Estate Mortgage Investment Conduits. |
| SOFR | Secured Overnight Financing Rate. |
| STACR | Structured Agency Credit Risk. |

---

40 *See Notes to Schedule of Investments.*

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | |
|:---|:---|
| <sup>‡</sup> | Principal Amount is denominated in U.S. dollars unless otherwise noted. |
| <sup>†</sup> | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, unless registered under such Act or exempted from registration, may only be resold to qualified institutional buyers. At March 31, 2026, the total value of Rule 144A securities was $12,441,843,638, which represents 54.18% of net assets. |
| <sup>#</sup> | Variable rate security. The interest rate represents the rate in effect at March 31, 2026. |
| <sup>\*</sup> | Non-income producing security. |
| <sup>(a)</sup> | Level 3 Investment as described in Note 2(a) in the Notes to Schedule of Investments. Security valued utilizing third party pricing information without adjustment. Such valuations are based on unobservable inputs. A significant change in third party information could result in a significantly lower or higher value of such Level 3 investments. |
| <sup>(b)</sup> | Variable Rate is Fixed to Float: Rate remains fixed or at Zero Coupon until designated future date. |
| <sup>(c)</sup> | Foreign security traded in U.S. dollars. |
| <sup>(d)</sup> | Investment in non-U.S. dollar denominated securities. |
| <sup>(e)</sup> | Level 3 Investment as described in Note 2(a) in the Notes to Schedule of Investments. Security fair valued by the Pricing Committee. |
| <sup>(f)</sup> | All or a portion of this security is temporarily on loan to unaffiliated broker/dealers. |
| <sup>(g)</sup> | Security is perpetual in nature and has no stated maturity. |
| <sup>(h)</sup> | Securities purchased on a when-issued basis. (i) Defaulted. |
| <sup>(j)</sup> | Floating Rate Loans in which the Fund invests generally pay interest at rates which are periodically re-determined at a margin above the SOFR or the prime rate offered by major U.S. banks. The rate(s) shown is the rate(s) in effect at March 31, 2026. |
| <sup>(k)</sup> | Interest rate to be determined. |
| <sup>(l)</sup> | Level 3 Investment as described in Note 2(a) in the Notes to Schedule of Investments. Floating Rate Loans categorized as Level 3 are valued based on a single quotation obtained from a dealer. Generally accepted accounting principles in the United States of America do not require the Fund to create quantitative unobservable inputs that were not developed by the Fund. Therefore, the Fund does not have access to unobservable inputs and cannot disclose such inputs in the valuation. |
| <sup>(m)</sup> | Step Bond – Security with a predetermined schedule of interest rate changes. |
| <sup>(n)</sup> | To-be-announced ("TBA"). Security purchased on a forward commitment basis with an approximate principal and maturity date. Actual principal and maturity will be determined upon settlement when the specific mortgage pools are assigned. |
| <sup>(o)</sup> | Affiliated funds. |
| <sup>(p)</sup> | Restricted securities (including private placement) - investments in securities not registered under the Securities Act of 1933 (excluding 144A issues). At March 31, 2026, the value of restricted securities (excluding 144A issues) amounted to $355,208,945 or 1.55% of net assets. |
| <sup>(q)</sup> | Fund is a business development company under the Investment Company Act of 1940. |
| <sup>(r)</sup> | Interest rate is based on the weighted average interest rates of the underlying mortgages within the mortgage pool. |
| <sup>(s)</sup> | Security was purchased with the cash collateral from loaned securities. |
| <sup>(t)</sup> | Other Assets and Liabilities – Net include net unrealized appreciation/(depreciation) on forward foreign currency exchange contracts, futures contracts, swap contracts and reverse repurchase agreements as follows: |

---

**Centrally Cleared Credit Default Swap Contracts on Indexes/Issuers – Buy Protection at March 31, 2026**<sup>(1)</sup>**:**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Referenced<br> Indexes/Issuers** | **Central<br> Clearing<br> Party** | **Fund<br> Pays<br> (Quarterly)** | **Termination<br> Date** | **Notional<br> Amount** | **Payments<br> Upfront**<sup>(2)</sup> | **Unrealized<br> Appreciation/<br> Depreciation**<sup>(3)</sup> | **Value** |
| Lincoln National Corp.<sup>(4)</sup> | Bank of America | 1.00% | 12/20/2030 | $22918000 | $458561 | $36587 | $495148 |

---

*See Notes to Schedule of Investments.* 41

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Referenced<br> Indexes/Issuers** | **Central<br> Clearing<br> Party** | **Fund<br> Pays<br> (Quarterly)** | **Termination<br> Date** | **Notional<br> Amount** | **Payments<br> Upfront**<sup>(2)</sup> | **Unrealized<br> Appreciation/<br> (Depreciation)** | **Value** |
| MetLife, Inc.<sup>(4)</sup> | Bank of America | 1.00% | 12/20/2030 | $9167000 | $(74519) | $13008 | $(61511) |
| Prudential Financial, Inc.<sup>(4)</sup> | Bank of America | 1.00% | 12/20/2030 | 13751000 | (111784) | 73346 | (38438) |
| *Total* |  |  |  |  | $(186303) | $86354 | $(99949) |

---

<sup>(1)</sup> If the Fund is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap contracts agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap contracts and make delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap contracts less the recovery value of the referenced obligation or underlying securities.

<sup>(2)</sup> Upfront payments paid (received) are presented net of amortization.

<sup>(3)</sup> Total unrealized appreciation on Credit Default Swap Contracts on Indexes/Issuers amounted to $122,941. Total unrealized depreciation on Credit Default Swap Contracts on Indexes/Issuers amounted to $0.

<sup>(4)</sup> Central Clearinghouse: Intercontinental Exchange (ICE).

**Centrally Cleared Consumer Price Index ("CPI") Swap Contracts at March 31, 2026:**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Swap<br> Counterparty** | **Payments to be<br> Made By<br> The Fund at<br> Termination Date** | **Payments to be<br> Received By<br> The Fund at<br> Termination Date** | **Termination<br> Date** | **Notional<br> Amount** | **Value/Unrealized<br> Appreciation** |
| Bank of America | 2.665% | CPI Urban Consumer NSA | 10/23/2028 | $200000000 | $376406 |
| Bank of America | 2.813% | CPI Urban Consumer NSA | 3/30/2028 | 2130054000 | 50376<sup>(1)</sup> |
| *Total* |  |  |  |  | $426782 |
| **Centrally Cleared Consumer Price Index ("CPI") Swap Contracts at March 31, 2026:** | **Centrally Cleared Consumer Price Index ("CPI") Swap Contracts at March 31, 2026:** | **Centrally Cleared Consumer Price Index ("CPI") Swap Contracts at March 31, 2026:** | **Centrally Cleared Consumer Price Index ("CPI") Swap Contracts at March 31, 2026:** | **Centrally Cleared Consumer Price Index ("CPI") Swap Contracts at March 31, 2026:** | **Centrally Cleared Consumer Price Index ("CPI") Swap Contracts at March 31, 2026:** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Swap<br> Counterparty** | **Payments to be<br> Made By<br> The Fund at<br> Termination Date** | **Payments to be<br> Received By<br> The Fund at<br> Termination Date** | **Termination<br> Date** | **Notional<br> Amount** | **Value/Unrealized<br> Depreciation** |
| Bank of America | 2.544% | CPI Urban Consumer NSA | 3/2/2052 | $60151898 | $(301410) |
| Bank of America | 2.544% | CPI Urban Consumer NSA | 3/2/2052 | 29848102 | (149564)<sup>(2)</sup> |
| Bank of America | 2.665% | CPI Urban Consumer NSA | 5/12/2052 | 97080000 | (3851747) |
| Bank of America | 2.748% | CPI Urban Consumer NSA | 4/20/2052 | 128000000 | (6919205) |
| Bank of America | 3.180% | CPI Urban Consumer NSA | 3/30/2027 | 2130054000 | (882332)<sup>(3)</sup> |
| *Total* |  |  |  |  | $(12104258) |

---

---

| | |
|:---|:---|
| CPI | Consumer Price Index: Rate fluctuates based on CPI. |
| NSA | Non-seasonally adjusted. |
| <sup>(1)</sup> | Unrealized appreciation on Centrally Cleared CPI Swap Contract is $125,036, which includes upfront payment of $175,412. Upfront payments paid (received) by Central Clearing Party are presented net of amortization. |
| <sup>(2)</sup> | Unrealized depreciation on Centrally Cleared CPI Swap Contract is $(275556), which includes upfront payment of $125,992. Upfront payments paid (received) by Central Clearing Party are presented net of amortization. |
| <sup>(3)</sup> | Unrealized depreciation on Centrally Cleared CPI Swap Contract is $(320408), which includes upfront payment of $(561924). Upfront payments paid (received) by Central Clearing Party are presented net of amortization. |

---

42 *See Notes to Schedule of Investments.*

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

**Forward Foreign Currency Exchange Contracts at March 31, 2026:**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward<br> Foreign<br> Currency<br> Exchange<br> Contracts** | **Transaction<br> Type** | **Counterparty** | **Expiration<br> Date** | **Foreign<br> Currency** | **U.S. $ Cost on<br> Origination<br> Date** | **U.S. $ Current<br> Value** | **Unrealized<br> Appreciation** |
| Euro | Buy | Barclays PLC | 6/5/2026 | 4490000 | $5190723 | $5205138 | $14415 |
| Euro | Buy | State Street Bank and Trust | 6/5/2026 | 3657000 | 4222698 | 4239463 | 16765 |
| Norwegian krone | Buy | Bank of America | 6/12/2026 | 227000000 | 23411451 | 23431816 | 20365 |
| Norwegian krone | Buy | Bank of America | 6/12/2026 | 215633982 | 22125088 | 22258572 | 133484 |
| Norwegian krone | Buy | Morgan Stanley | 6/12/2026 | 448583991 | 45989747 | 46304571 | 314824 |
| Norwegian krone | Buy | Morgan Stanley | 6/12/2026 | 448377027 | 45973242 | 46283207 | 309965 |
| British pound | Sell | Citibank | 4/24/2026 | 1842000 | 2514842 | 2437999 | 76843 |
| British pound | Sell | Morgan Stanley | 4/24/2026 | 1737000 | 2353632 | 2299025 | 54607 |
| British pound | Sell | State Street Bank and Trust | 4/24/2026 | 86803000 | 118569426 | 114889028 | 3680398 |
| British pound | Sell | State Street Bank and Trust | 4/24/2026 | 1754000 | 2388528 | 2321525 | 67003 |
| British pound | Sell | State Street Bank and Trust | 4/24/2026 | 1863000 | 2540761 | 2465793 | 74968 |
| British pound | Sell | State Street Bank and Trust | 4/24/2026 | 1871000 | 2523553 | 2476382 | 47171 |
| British pound | Sell | State Street Bank and Trust | 4/24/2026 | 1679000 | 2224239 | 2222258 | 1981 |
| British pound | Sell | State Street Bank and Trust | 4/24/2026 | 833000 | 1112716 | 1102526 | 10190 |
| British pound | Sell | State Street Bank and Trust | 4/24/2026 | 2278000 | 3058130 | 3015071 | 43059 |
| Canadian dollar | Sell | Bank of America | 4/17/2026 | 4389000 | 3161837 | 3157290 | 4547 |
| Canadian dollar | Sell | Citibank | 4/17/2026 | 8568000 | 6187344 | 6163513 | 23831 |
| Canadian dollar | Sell | State Street Bank and Trust | 4/17/2026 | 12880000 | 9377066 | 9265412 | 111654 |
| Canadian dollar | Sell | State Street Bank and Trust | 4/17/2026 | 2551000 | 1897309 | 1835098 | 62211 |
| Canadian dollar | Sell | State Street Bank and Trust | 4/17/2026 | 2040000 | 1502686 | 1467503 | 35183 |
| Canadian dollar | Sell | State Street Bank and Trust | 4/17/2026 | 16003000 | 11704041 | 11511986 | 192055 |
| Euro | Sell | Morgan Stanley | 6/5/2026 | 468000 | 545350 | 542540 | 2810 |
| Euro | Sell | Morgan Stanley | 6/5/2026 | 89494000 | 104378427 | 103748018 | 630409 |
| Euro | Sell | State Street Bank and Trust | 6/5/2026 | 4548658 | 5303854 | 5273138 | 30716 |
| Euro | Sell | State Street Bank and Trust | 6/5/2026 | 2844000 | 3303418 | 3296974 | 6444 |
| Japanese yen | Sell | Barclays PLC | 5/15/2026 | 2230787000 | 14498297 | 14107427 | 390870 |
| Japanese yen | Sell | State Street Bank and Trust | 5/15/2026 | 7330748000 | 48178658 | 46359420 | 1819238 |
| Japanese yen | Sell | State Street Bank and Trust | 5/15/2026 | 1627123000 | 10578123 | 10289875 | 288248 |
| Japanese yen | Sell | State Street Bank and Trust | 5/15/2026 | 830533000 | 5294362 | 5252265 | 42097 |
| South Korean won | Sell | Bank of America | 5/22/2026 | 85146000000 | 57740782 | 56676900 | 1063882 |

---

*See Notes to Schedule of Investments.* 43

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward<br> Foreign<br> Currency<br> Exchange<br> Contracts** | **Transaction<br> Type** | **Counterparty** | **Expiration<br> Date** | **Foreign<br> Currency** | **U.S. $ Cost on<br> Origination<br> Date** | **U.S. $ Current<br> Value** | **Unrealized<br> Appreciation** |
| Swedish krona | Sell | Barclays PLC | 4/17/2026 | 30678000 | $3293794 | $3243183 | $50611 |
| Swedish krona | Sell | Barclays PLC | 4/17/2026 | 8782000 | 930402 | 928406 | 1996 |
| Swedish krona | Sell | Citibank | 4/17/2026 | 99774000 | 10701798 | 10547796 | 154002 |
| Swedish krona | Sell | Citibank | 4/17/2026 | 9065000 | 972667 | 958324 | 14343 |
| Swedish krona | Sell | Morgan Stanley | 4/17/2026 | 29987000 | 3212804 | 3170132 | 42672 |
| Swiss franc | Sell | Morgan Stanley | 4/10/2026 | 1455000 | 1847528 | 1821262 | 26266 |
| Swiss franc | Sell | State Street Bank and Trust | 4/10/2026 | 59570000 | 75134228 | 74565329 | 568899 |
| Swiss franc | Sell | State Street Bank and Trust | 4/10/2026 | 2473000 | 3251594 | 3095519 | 156075 |
| Swiss franc | Sell | State Street Bank and Trust | 4/10/2026 | 3237000 | 4194459 | 4051838 | 142621 |
| Swiss franc | Sell | State Street Bank and Trust | 4/10/2026 | 238000 | 308177 | 297911 | 10266 |
| Thai baht | Sell | Goldman Sachs | 5/22/2026 | 1850000000 | 58456434 | 56314233 | 2142202 |
| *Total Unrealized Appreciation on Forward Foreign Currency Exchange Contracts* | *Total Unrealized Appreciation on Forward Foreign Currency Exchange Contracts* | *Total Unrealized Appreciation on Forward Foreign Currency Exchange Contracts* | *Total Unrealized Appreciation on Forward Foreign Currency Exchange Contracts* | *Total Unrealized Appreciation on Forward Foreign Currency Exchange Contracts* |  |  | $12880186 |
| **Forward<br> Foreign<br> Currency<br> Exchange<br> Contracts** | **Transaction<br> Type** | **Counterparty** | **Expiration<br> Date** | **Foreign<br> Currency** | **U.S. $ Cost on<br> Origination<br> Date** | **U.S. $ Current<br> Value** | **Unrealized<br> Depreciation** |
| British pound | Buy | State Street Bank and Trust | 4/24/2026 | 1968000 | $2636893 | $2604767 | $(32126) |
| Canadian dollar | Buy | Barclays PLC | 4/17/2026 | 2922000 | 2144429 | 2101982 | (42447) |
| Canadian dollar | Buy | Barclays PLC | 4/17/2026 | 2933000 | 2169747 | 2109895 | (59852) |
| Canadian dollar | Buy | Deutsche Bank AG | 4/17/2026 | 162400000 | 118942989 | 116824754 | (2118235) |
| Canadian dollar | Buy | Morgan Stanley | 4/17/2026 | 2986000 | 2209722 | 2148022 | (61700) |
| Canadian dollar | Buy | Morgan Stanley | 4/17/2026 | 3019000 | 2228922 | 2171761 | (57161) |
| Canadian dollar | Buy | Morgan Stanley | 4/17/2026 | 5840000 | 4300813 | 4201087 | (99726) |
| Norwegian krone | Buy | Citibank | 6/12/2026 | 227000000 | 23441453 | 23431816 | (9637) |
| Norwegian krone | Buy | Goldman Sachs | 6/12/2026 | 681000000 | 70449491 | 70295448 | (154043) |
| South Korean won | Buy | Deutsche Bank AG | 5/22/2026 | 5744000000 | 3991384 | 3823458 | (167926) |
| South Korean won | Buy | Morgan Stanley | 5/22/2026 | 39701000000 | 27621930 | 26426721 | (1195209) |
| South Korean won | Buy | Morgan Stanley | 5/22/2026 | 39701000000 | 27662347 | 26426721 | (1235626) |
| Swiss franc | Buy | Citibank | 4/10/2026 | 1425000 | 1859731 | 1783710 | (76021) |
| Swiss franc | Buy | Morgan Stanley | 4/10/2026 | 1462000 | 1886357 | 1830024 | (56333) |
| Swiss franc | Buy | Morgan Stanley | 4/10/2026 | 1438000 | 1866860 | 1799982 | (66878) |
| Swiss franc | Buy | Morgan Stanley | 4/10/2026 | 6985000 | 9067027 | 8743307 | (323720) |
| Swiss franc | Buy | Morgan Stanley | 4/10/2026 | 3523000 | 4622058 | 4409831 | (212227) |
| Swiss franc | Buy | Morgan Stanley | 4/10/2026 | 4538000 | 5927137 | 5680333 | (246804) |
| Swiss franc | Buy | State Street Bank and Trust | 4/10/2026 | 8561000 | 11181933 | 10716028 | (465905) |
| Swiss franc | Buy | State Street Bank and Trust | 4/10/2026 | 6359000 | 8330646 | 7959727 | (370919) |
| Swiss franc | Buy | State Street Bank and Trust | 4/10/2026 | 7297000 | 9146243 | 9133846 | (12397) |

---

44 *See Notes to Schedule of Investments.*

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward<br> Foreign<br> Currency<br> Exchange<br> Contracts** | **Transaction<br> Type** | **Counterparty** | **Expiration<br> Date** | **Foreign<br> Currency** | **U.S. $ Cost on<br> Origination<br> Date** | **U.S. $ Current<br> Value** | **Unrealized<br> Depreciation** |
| Thai baht | Buy | Deutsche Bank AG | 5/22/2026 | 1850000000 | $59886055 | $56314233 | $(3571822) |
| Canadian dollar | Sell | State Street Bank and Trust | 4/17/2026 | 15349000 | 11041228 | 11041522 | (294) |
| Euro | Sell | Barclays PLC | 6/5/2026 | 4545000 | 5219128 | 5268898 | (49770) |
| Euro | Sell | Barclays PLC | 6/5/2026 | 1325000 | 1534897 | 1536037 | (1140) |
| Norwegian krone | Sell | Citibank | 6/12/2026 | 26555000 | 2720959 | 2741110 | (20151) |
| Norwegian krone | Sell | Citibank | 6/12/2026 | 26867000 | 2767174 | 2773315 | (6141) |
| Norwegian krone | Sell | Barclays PLC | 6/23/2026 | 78432000 | 8094177 | 8094871 | (694) |
| Norwegian krone | Sell | Barclays PLC | 6/24/2026 | 34365000 | 3542360 | 3546723 | (4363) |
| Norwegian krone | Sell | Barclays PLC | 6/25/2026 | 12829000 | 1314428 | 1324030 | (9602) |
| Peruvian Nuevo sol | Sell | Morgan Stanley | 5/4/2026 | 71700000 | 20474015 | 20571861 | (97846) |
| Swedish krona | Sell | Barclays PLC | 4/17/2026 | 28330000 | 2993148 | 2994959 | (1810) |
| Swedish krona | Sell | Barclays PLC | 4/17/2026 | 28800000 | 3017736 | 3044646 | (26910) |
| *Total Unrealized Depreciation on Forward Foreign Currency Exchange Contracts* | *Total Unrealized Depreciation on Forward Foreign Currency Exchange Contracts* | *Total Unrealized Depreciation on Forward Foreign Currency Exchange Contracts* | *Total Unrealized Depreciation on Forward Foreign Currency Exchange Contracts* | *Total Unrealized Depreciation on Forward Foreign Currency Exchange Contracts* |  |  | $(10855435) |

---

**Futures Contracts at March 31, 2026:**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Type** | **Expiration** | **Contracts** | **Position** | **Notional<br> Amount** | **Notional<br> Value** | **Unrealized<br> Appreciation** |
| NASDAQ 100 E-mini | June 2026 | 469 | Short | $(227809481) | $(224322700) | $3486781 |
| U.S. 5-Year Treasury Note | June 2026 | 4857 | Short | (525449392) | (525428745) | 20647 |
| *Total Unrealized Appreciation on Futures Contracts* | *Total Unrealized Appreciation on Futures Contracts* | *Total Unrealized Appreciation on Futures Contracts* | *Total Unrealized Appreciation on Futures Contracts* | *Total Unrealized Appreciation on Futures Contracts* |  | $3507428 |
| **Type** | **Expiration** | **Contracts** | **Position** | **Notional<br> Amount** | **Notional<br> Value** | **Unrealized<br> Depreciation** |
| U.S. 10-Year Ultra Treasury Note | June 2026 | 5892 | Long | $682089882 | $668834063 | $(13255819) |
| U.S. 2-Year Treasury Note | June 2026 | 12020 | Long | 2500331585 | 2493492650 | (6838935) |
| U.S. Long Bond | June 2026 | 1291 | Long | 151341120 | 147012625 | (4328495) |
| *Total Unrealized Depreciation on Futures Contracts* | *Total Unrealized Depreciation on Futures Contracts* | *Total Unrealized Depreciation on Futures Contracts* | *Total Unrealized Depreciation on Futures Contracts* | *Total Unrealized Depreciation on Futures Contracts* |  | $(24423249) |

---

*See Notes to Schedule of Investments.* 45

**Schedule of Investments (unaudited)(continued)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

The following is a summary of the inputs used as of March 31, 2026 in valuing the Fund's investments carried at fair value<sup>(1)</sup>:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investment Type**<sup>(2)</sup> | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Long-Term Investments** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Asset-Backed Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Credit Card | $– | $72328196 | $48771600 | $121099796 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Remaining Industries |  | 634373753 |  | 634373753 |
| &nbsp;&nbsp;&nbsp;Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aerospace & Defense | 85052606 | 23668333 |  | 108720939 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Beverages |  | 24220352 |  | 24220352 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chemicals | 142121707 | 19469807 |  | 161591514 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Commercial Services & Supplies |  |  | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Diversified Telecommunication Services |  | 9552433 |  | 9552433 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Electric: Utilities | 54091360 | 3338841 |  | 57430201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Machinery | 62151480 | 21562496 |  | 83713976 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Metals & Mining | 83328484 | 24660343 |  | 107988827 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Miscellaneous Financials |  | 3244440 |  | 3244440 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Personal Care Products |  | 8662568 |  | 8662568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pharmaceuticals |  | 32273678 |  | 32273678 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Semiconductors & Semiconductor Equipment | 28614063 | 27209467 |  | 55823530 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tobacco |  | 25558009 |  | 25558009 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Transportation Infrastructure |  | 1004920 |  | 1004920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Remaining Industries | 498527644 |  |  | 498527644 |
| &nbsp;&nbsp;&nbsp;Corporate Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banks |  | 1314267083 | 0 | 1314267083 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Diversified Financial Services |  | 812735190 | 0 | 812735190 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Entertainment |  | 350941857 | 33182240 | 384124097 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oil & Gas |  | 1327494303 | 400 | 1327494703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Savings & Loans |  |  | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Remaining Industries |  | 12483760498 |  | 12483760498 |
| &nbsp;&nbsp;&nbsp;Floating Rate Loans |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Health Care Products |  |  | 22994730 | 22994730 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Personal & Household Products |  |  | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Remaining Industries |  | 483492573 |  | 483492573 |
| &nbsp;&nbsp;&nbsp;Foreign Government Obligations |  | 1647435786 |  | 1647435786 |
| &nbsp;&nbsp;&nbsp;Government Sponsored Enterprises Pass-Throughs |  | 3140782559 |  | 3140782559 |
| &nbsp;&nbsp;&nbsp;Investments in Underlying Funds |  | 355208945 |  | 355208945 |
| &nbsp;&nbsp;&nbsp;Municipal Bonds |  | 112788834 |  | 112788834 |
| &nbsp;&nbsp;&nbsp;Non-Agency Commercial Mortgage-Backed Securities |  | 931333225 | 44210611 | 975543836 |
| &nbsp;&nbsp;&nbsp;Preferred Stocks |  | 8405635 |  | 8405635 |

---

46 *See Notes to Schedule of Investments.*

**Schedule of Investments (unaudited)(concluded)**

LORD ABBETT BOND-DEBENTURE FUND, INC. *March 31, 2026*

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investment Type**<sup>(2)</sup> | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Short-Term Investments** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Repurchase Agreements | $– | $526056622 | $– | $526056622 |
| &nbsp;&nbsp;&nbsp;Time Deposits |  | 39583973 |  | 39583973 |
| &nbsp;&nbsp;&nbsp;Money Market Funds | 356255758 | – | – | 356255758 |
| Total | $1310143102 | $24465414719 | $149159581 | $25924717402 |
| **Other Financial Instruments** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Centrally Cleared Credit Default Swap Contracts |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Assets | $– | $495148 | $– | $495148 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Liabilities |  | (99949) |  | (99949) |
| &nbsp;&nbsp;&nbsp;Centrally Cleared CPI Swap Contracts |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Assets |  | 426782 |  | 426782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Liabilities |  | (12104258) |  | (12104258) |
| &nbsp;&nbsp;&nbsp;Forward Foreign Currency Exchange Contracts |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Assets |  | 12880186 |  | 12880186 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Liabilities |  | (10855435) |  | (10855435) |
| &nbsp;&nbsp;&nbsp;Futures Contracts |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Assets | 3507428 |  |  | 3507428 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Liabilities | (24423249) | – | – | (24423249) |
| Total | $(20915821) | $(9257526) | $– | $(30173347) |

---

<sup>(1)</sup> Refer to Note 2(a) for a description of fair value measurements and the three-tier hierarchy of inputs.

<sup>(2)</sup> See Schedule of Investments for fair values in each industry and identification of foreign issuers and/or geography. The table above is presented by Investment Type. When applicable, each Level 3 security is identified on the Schedule of Investments along with the valuation technique utilized.

A reconciliation of Level 3 investments is presented when the Fund has a material amount of Level 3 investments at the beginning or end of the period in relation to the Fund's net assets. Management has determined not to provide a reconciliation and a summary of unobservable inputs as the balance of Level 3 investments was not considered to be material to the Fund's net assets at the beginning or end of the period.

*See Notes to Schedule of Investments.* 47

**Notes to Schedule of Investments (unaudited)**

**1.** **ORGANIZATION** 

Lord Abbett Bond-Debenture Fund, Inc. (the "Fund") is registered under the Investment Company Act of 1940, as amended (the "1940 Act"), as a diversified, open-end management investment company. The Fund was organized in 1970 and incorporated under Maryland law on January 23, 1976. The Fund also invests in the Lord Abbett Private Credit Fund ("PCF"), which is a non-diversified, closed-end management investment company which elected to be regulated as a business development company under the 1940 Act.

**2.** **SIGNIFICANT ACCOUNTING POLICIES** 

---

| | |
|:---|:---|
| (a) | **Investment Valuation–**Under procedures approved by the Fund's Board of Directors (the "Board"), the Board has designated the determination of fair value of the Fund's portfolio investments to Lord, Abbett & Co. LLC ("Lord Abbett") as its valuation designee. Accordingly, Lord Abbett is responsible for, among other things, assessing and managing valuation risks, establishing, applying and testing fair value methodologies, and evaluating pricing services. Lord Abbett has formed a pricing committee (the "Pricing Committee") that performs these responsibilities on behalf of Lord Abbett, administers the pricing and valuation of portfolio investments and ensures that prices utilized reasonably reflect fair value. Among other things, these procedures allow Lord Abbett, subject to Board oversight, to utilize independent pricing services, quotations from securities and financial instrument dealers and other market sources to determine fair value. |
|  | Securities actively traded on any recognized U.S. or non-U.S. exchange or on the NASDAQ Stock Market LLC are valued at the last sale price or official closing price on the exchange or system on which they are principally traded. Events occurring after the close of trading on non-U.S. exchanges may result in adjustments to the valuation of foreign securities to reflect their fair value as of the close of regular trading on the New York Stock Exchange. When valuing foreign equity securities that meet certain criteria, the Pricing Committee uses a third-party fair valuation service that values such securities to reflect market trading that occurs after the close of the applicable foreign markets of comparable securities or other instruments that correlate to the fair-valued securities. Unlisted equity securities are valued at the last quoted sale price or, if no sale price is available, at the mean between the most recently quoted bid and ask prices. Exchange traded options and futures contracts are valued at the last quoted sale price in the market where they are principally traded. If no sale has occurred, the mean between the most recently quoted bid and ask prices is used. Investments in the PCF are valued at their net asset value ("NAV") each month end. Fixed income securities are valued based on evaluated prices supplied by independent pricing services, which reflect broker/dealer supplied valuations and the independent pricing services' own electronic data processing techniques. Floating rate loans are valued at the average of bid and ask quotations obtained from dealers in loans on the basis of prices supplied by independent pricing services. Forward foreign currency exchange contracts are valued using daily forward exchange rates. Swaps, options and options on swaps are valued daily using independent pricing services or quotations from broker/dealers to the extent available. |
|  | Securities for which prices are not readily available are valued at fair value as determined by the Pricing Committee. The Pricing Committee considers a number of factors, including observable and unobservable inputs, when arriving at fair value. The Pricing Committee may |

---

**Notes to Schedule of Investments (unaudited)(continued)**

---

| |
|:---|
| use observable inputs such as yield curves, broker quotes, observable trading activity, option adjusted spread models and other relevant information to determine the fair value of portfolio investments. The Board or a designated committee thereof periodically reviews reports that may include fair value determinations made by the Pricing Committee, related market activity, inputs and assumptions, and retrospective comparison of prices of subsequent purchases and sales transactions to fair value determinations made by the Pricing Committee. |
| Short-term securities with 60 days or less remaining to maturity are valued using the amortized cost method, which approximates fair value. Investments in open-end money market mutual funds are valued at their NAV as of the close of each business day. |
| **Fair Value Measurements–**Fair value is defined as the price that the Fund would receive upon selling an investment or transferring a liability in an orderly transaction to an independent buyer in the principal or most advantageous market of the investment. A three-tier hierarchy is used to maximize the use of observable market data and minimize the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Inputs refer broadly to the assumptions that market participants would use in pricing the asset or liability, including assumptions about risk – for example, the risk inherent in a particular valuation technique used to measure fair value (such as a pricing model) and/or the risk inherent in the inputs to the valuation technique. Inputs may be observable or unobservable. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability. Observable inputs are based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect the reporting entity's own assumptions about the assumptions market participants would use in pricing the asset or liability. Unobservable inputs are based on the best information available in the circumstances. The three-tier hierarchy classification is determined based on the lowest level of inputs that is significant to the fair value measurement, and is summarized in the three broad Levels listed below: |

---

&nbsp;&nbsp;&nbsp;&nbsp;● Level 1 – unadjusted quoted prices in active markets for identical investments;

● Level 2 – other significant observable inputs (including quoted prices for similar investments, interest
 rates, prepayment speeds, credit risk, etc.); and

● Level 3 – significant unobservable inputs (including the Fund's own assumptions in determining
 the fair value of investments).

---

| |
|:---|
| If applicable, a summary of inputs used in valuing the Fund's investments and other financial instruments as of March 31, 2026 and Level 3 rollforwards for the period then ended is included in the Fund's Schedule of Investments. |
| Changes in valuation techniques may result in transfers into or out of an assigned level within the three-tier hierarchy. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. |

---

**3.** **FEDERAL TAX INFORMATION** 

It is the policy of the Fund to meet the requirements of Subchapter M of the Internal Revenue Code applicable to regulated investment companies and to distribute substantially all taxable income and capital gains to its shareholders. Therefore, no income tax provision is required.

**Notes to Schedule of Investments (unaudited)(concluded)**

The Fund files U.S. federal and various state and local tax returns. No income tax returns are currently under examination. The statute of limitations on the Fund's filed U.S. federal tax returns remains open generally three years after the filing of the tax return. The statutes of limitations on the Fund's state and local tax returns may remain open for an additional year depending upon the jurisdiction.

**4.** **SECURITIES LENDING AGREEMENT** 

The Fund has established a securities lending agreement with Citibank, N.A. for the lending of securities to qualified brokers in exchange for securities or cash collateral equal to at least the market value of securities loaned, plus interest, if applicable. Cash collateral is invested in an approved money market fund. In accordance with the Fund's securities lending agreement, the market value of securities on loan is determined each day at the close of business and any additional collateral required to cover the value of securities on loan is delivered to the Fund on the next business day. As with other extensions of credit, the Fund may experience a delay in the recovery of its securities or incur a loss should the borrower of the securities breach its agreement with the Fund or the borrower becomes insolvent at a time when the collateral is insufficient to cover the cost of repurchasing securities on loan.

The initial collateral received by the Fund is required to have a value equal to at least 100% of the market value of the securities loaned. The collateral must be marked-to-market daily to cover increases in the market value of the securities loaned (or potentially a decline in the value of the collateral). In general, the risk of borrower default will be borne by Citibank, N.A.; the Fund will bear the risk of loss with respect to the investment of the cash collateral. The advantage of such loans is that the Fund continues to receive income on loaned securities while receiving a portion of any securities lending fees and earning returns on the cash amounts which may be reinvested for the purchase of investments in securities.

As of March 31, 2026, the market value of securities loaned and collateral received were as follows:

---

| | |
|:---|:---|
| **Market Value of** <br> **Securities Loaned** | **Collateral** <br> **Received** |
| $378962146 | $395839731 |

---

QPHR-BOND-1Q<br> (05/26)

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

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

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

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

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

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

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

  - **City:** JERSEY CITY

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07302

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $30424994434.07

**Total Liabilities:** $7550117793.84

**Net Assets:** $22874876640.23

**Delayed Delivery Securities:** $5453797495.35

**Cash Not Reported:** $231791348.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -11530.13000000 | **1-Year:** -347751.54000000 | **5-Year:** -1500884.52000000 | **10-Year:** -1583462.35000000 | **30-Year:** -337720.02000000

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

- **3-Month:** -33891.11000000 | **1-Year:** -1009289.28000000 | **5-Year:** -2624871.69000000 | **10-Year:** -1040119.92000000 | **30-Year:** -206070.58000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018454 | 0.93%                | 1.06%                | -2.75%               |
| Class ID C000018456 | 0.87%                | 1.01%                | -2.93%               |
| Class ID C000018457 | 0.89%                | 1.02%                | -2.83%               |
| Class ID C000018458 | 0.94%                | 1.07%                | -2.75%               |
| Class ID C000052177 | 0.93%                | 1.06%                | -2.89%               |
| Class ID C000052178 | 0.75%                | 1.02%                | -2.79%               |
| Class ID C000052179 | 0.90%                | 1.03%                | -2.92%               |
| Class ID C000158205 | 0.78%                | 1.05%                | -2.76%               |
| Class ID C000158206 | 0.94%                | 1.07%                | -2.75%               |
| Class ID C000158207 | 0.95%                | 0.94%                | -2.75%               |
| Class ID C000188230 | 0.95%                | 0.94%                | -2.75%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $83238581.53             | $32103671.05                               |
| Month 2  | $1967730.24              | $75312672.54                               |
| Month 3  | $-22793398.06            | $-649935968.09                             |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

- **Index Identifier:** Designated Reference Portfolio is the Fund's Securities Portfolio

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GLOBAL AUTO HO/AAG FH UK                                     | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                                                     | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   24396000 | PA      | $22307336.46  | 0.10%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                             | ABN AMRO Bank NV                                                                                                                           | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   34400000 | PA      | $30718721.50  | 0.13%             | 2037-03-13      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| ACBL HLDG CORP                                               | ACBL HLDG CORP                                                                                                                             | CUSIP: 00085Q209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      28712 | NS      | $1004920.00   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACBL HLDG CORP                                               | ACBL HLDG CORP                                                                                                                             | CUSIP: 00085Q605<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     205069 | NS      | $8202760.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                 | AES Corp/The                                                                                                                               | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   23360000 | PA      | $23183470.82  | 0.10%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                             | AMC Networks Inc                                                                                                                           | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   45607000 | PA      | $38473262.52  | 0.17%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ANZ BANK NEW ZEALAND LTD                                     | ANZ Bank New Zealand Ltd                                                                                                                   | CUSIP: 00182YAC9<br>LEI: HZSN7FQBPO5IEWYIGC72 | Long             | DBT              | CORP              | NZ        |   17739000 | PA      | $18349898.17  | 0.08%             | 2034-07-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                           | APLD ComputeCo LLC                                                                                                                         | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21929000 | PA      | $22613228.66  | 0.10%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HOLDINGS INC                                     | ASP UNIFRAX HLDGS INC                                                                                                                      | CUSIP: 00218LAG6<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |   46480809 | PA      | $23705212.59  | 0.10%             | 2029-09-30      | Fixed         | 11.18%                | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HOLDINGS INC                                     | ASP Unifrax Holdings Inc                                                                                                                   | CUSIP: 00218LAH4<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |   35192976 | PA      | $2463508.32   | 0.01%             | 2029-09-30      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                       | AS Mileage Plan IP Ltd                                                                                                                     | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   33758000 | PA      | $33034514.75  | 0.14%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                     | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                                            | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |  132933103 | PA      | $132291075.99 | 0.58%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                     | Acadia Healthcare Co Inc                                                                                                                   | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |   26287000 | PA      | $26946131.54  | 0.12%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| ACProducts, Inc.                                             | ACProducts Inc 2021 Term Loan B                                                                                                            | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |   11404565 | PA      | $9162884.04   | 0.04%             | 2028-05-17      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                           | Advance Auto Parts Inc                                                                                                                     | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   48630000 | PA      | $49294528.95  | 0.22%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| AETHON UN/AETHIN UN FIN                                      | Aethon United BR LP / Aethon United Finance Corp                                                                                           | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13319000 | PA      | $13899042.45  | 0.06%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                     | AL Candelaria -spain- SA                                                                                                                   | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |   30777000 | PA      | $27163010.78  | 0.12%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Aimco                                                        | Aimco CLO 15 Ltd                                                                                                                           | CUSIP: 00889CAB5<br>LEI: 254900QER1MDK5C1YE06 | Long             | ABS-CBDO         | CORP              | KY        |   15000000 | PA      | $7072110.00   | 0.03%             | 2038-04-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                | Aircastle Ltd                                                                                                                              | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   22558000 | PA      | $23399589.13  | 0.10%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                                                   | Akbank TAS                                                                                                                                 | CUSIP: 00971YAN0<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |   33854000 | PA      | $32299283.83  | 0.14%             | 2031-02-19      | Fixed         | 7.95%                 | 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        |   19790795 | PA      | $19807320.09  | 0.09%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                               | Albemarle Corp                                                                                                                             | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |     172371 | NS      | $30945765.63  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                       | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                      | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   33810000 | PA      | $32270295.98  | 0.14%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                       | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                      | CUSIP: 01309QAB4<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   13200000 | PA      | $13299066.00  | 0.06%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                     | Albion Financing 1 SARL / Aggreko Holdings Inc                                                                                             | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   43518000 | PA      | $44509209.49  | 0.19%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                                      | Alcoa Nederland Holding BV                                                                                                                 | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |   20653000 | PA      | $21609377.23  | 0.09%             | 2031-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ALICORP SAA                                                  | Alicorp SAA                                                                                                                                | CUSIP: 016234AE6<br>LEI: 549300Z1XH47TTIIJS11 | Long             | DBT              | CORP              | PE        |   78123000 | PA      | $22750542.78  | 0.10%             | 2032-06-16      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| ATI Inc                                                      | ATI Inc                                                                                                                                    | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     173257 | NS      | $25201963.22  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                                                      | ATI Inc                                                                                                                                    | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |   30258000 | PA      | $31397334.73  | 0.14%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                       | Allegion US Holding Co Inc                                                                                                                 | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |   13510000 | PA      | $13794137.46  | 0.06%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                        | Bread Financial Holdings Inc                                                                                                               | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |   15366000 | PA      | $15266076.44  | 0.07%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                          | Alliant Energy Corp                                                                                                                        | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |   21903000 | PA      | $21302325.56  | 0.09%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                      | Allied Universal Holdco LLC                                                                                                                | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   32804000 | PA      | $33849955.54  | 0.15%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                             | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                                | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   29031000 | PA      | $29450556.01  | 0.13%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                     | Allison Transmission Inc                                                                                                                   | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   24669000 | PA      | $22979432.52  | 0.10%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  547465000 | PA      | $460148613.68 | 2.01%             | 2056-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F042442<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   40801000 | PA      | $40513489.23  | 0.18%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F042459<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  118561000 | PA      | $117623651.99 | 0.51%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050445<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33160000 | PA      | $33407315.90  | 0.15%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050452<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  229370000 | PA      | $230865666.72 | 1.01%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   76689000 | PA      | $75643040.26  | 0.33%             | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  639400000 | PA      | $629855011.22 | 2.75%             | 2056-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F052441<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4010000 | PA      | $4088552.05   | 0.02%             | 2040-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F052458<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   73371000 | PA      | $74745213.88  | 0.33%             | 2041-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   82986000 | PA      | $83381192.61  | 0.36%             | 2056-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  403020000 | PA      | $404356756.89 | 1.77%             | 2056-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F060642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29174000 | PA      | $29742433.51  | 0.13%             | 2056-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  163618000 | PA      | $166595058.96 | 0.73%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F062648<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20971000 | PA      | $21697855.49  | 0.09%             | 2056-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F062655<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  119340000 | PA      | $123369108.15 | 0.54%             | 2056-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F070658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   99403000 | PA      | $104585349.56 | 0.46%             | 2054-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                           | Ally Financial Inc                                                                                                                         | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   44941000 | PA      | $45288636.61  | 0.20%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| ALPHA GENERATION LLC                                         | Alpha Generation LLC                                                                                                                       | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |   21496000 | PA      | $21826236.38  | 0.10%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                         | Alpha Generation LLC                                                                                                                       | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |   30506000 | PA      | $29989338.18  | 0.13%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                             | Altice France SA                                                                                                                           | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   34444390 | PA      | $34830546.06  | 0.15%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                             | Altice France SA                                                                                                                           | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   33524418 | PA      | $32097736.11  | 0.14%             | 2030-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                             | Altice France SA                                                                                                                           | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   33961643 | PA      | $32209018.11  | 0.14%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                             | Altice France SA                                                                                                                           | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   26512218 | PA      | $25145074.92  | 0.11%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 AA PTT                                     | American Airlines 2016-3 Class AA Pass Through Trust                                                                                       | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10079542 | PA      | $9777245.70   | 0.04%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 25-1A PTT                                       | American Airlines 2025-1 Class A Pass Through Trust                                                                                        | CUSIP: 02377NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18002000 | PA      | $17581097.04  | 0.08%             | 2038-05-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 25-1B PTT                                       | American Airlines 2025-1 Class B Pass Through Trust                                                                                        | CUSIP: 02377PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11984000 | PA      | $12068444.06  | 0.05%             | 2034-11-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                     | American Assets Trust LP                                                                                                                   | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |   47277000 | PA      | $46913441.29  | 0.21%             | 2034-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                      | American Electric Power Co Inc                                                                                                             | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   21604000 | PA      | $21420469.70  | 0.09%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                       | Anglo American Capital PLC                                                                                                                 | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   20634000 | PA      | $21244700.37  | 0.09%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                     | APA Corp                                                                                                                                   | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   21663000 | PA      | $22255930.82  | 0.10%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                     | APA Corp                                                                                                                                   | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   33009000 | PA      | $33112176.23  | 0.14%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                     | APA Corp                                                                                                                                   | CUSIP: 03743QAZ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   21354000 | PA      | $21023328.83  | 0.09%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO 2 LLC                                         | APLD ComputeCo 2 LLC                                                                                                                       | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15801000 | PA      | $15695751.12  | 0.07%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                       | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                                                | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   22672000 | PA      | $22495564.23  | 0.10%             | 2031-01-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| ARDONAGH FINCO LTD                                           | Ardonagh Finco Ltd                                                                                                                         | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   18104000 | PA      | $18329521.53  | 0.08%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| ARDONAGH GROUP FINANCE                                       | Ardonagh Group Finance Ltd                                                                                                                 | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |   23220000 | PA      | $22773188.45  | 0.10%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds            | Argentina Republic Government International Bonds                                                                                          | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   87196847 | PA      | $73114556.18  | 0.32%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| ARIS MINING CORP                                             | Aris Mining Corp                                                                                                                           | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |   20668000 | PA      | $21423622.08  | 0.09%             | 2029-10-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                          | Ashtead Capital Inc                                                                                                                        | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   19088000 | PA      | $19364180.65  | 0.08%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASSOC BANC-CORP                                              | Associated Banc-Corp                                                                                                                       | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |   21624000 | PA      | $22138276.89  | 0.10%             | 2030-08-29      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                       | Asurion LLC/ Asurion Co-Issuer Inc                                                                                                         | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |   35675000 | PA      | $37040924.04  | 0.16%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                     | Aston Martin Capital Holdings Ltd                                                                                                          | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |   32169000 | PA      | $24234677.00  | 0.11%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Astoria Energy LLC                                           | Astoria Energy LLC 2025 Term Loan B                                                                                                        | CUSIP: 04626LAJ8<br>LEI: 549300BXD26J7I0IPB62 | Long             | LON              | CORP              | US        |   19417897 | PA      | $19477121.43  | 0.09%             | 2032-06-23      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                      | Australia & New Zealand Banking Group Ltd                                                                                                  | CUSIP: 052528AP1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   49324000 | PA      | $53510878.59  | 0.23%             | 2032-12-08      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                      | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                                       | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   52407000 | PA      | $52166299.89  | 0.23%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| AXON ENTERPRISE INC                                          | Axon Enterprise Inc                                                                                                                        | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    6020000 | PA      | $6149977.82   | 0.03%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                               | Azorra Finance Ltd                                                                                                                         | CUSIP: 05480AAC9<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |   27363000 | PA      | $25463758.80  | 0.11%             | 2034-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                               | BAHA Trust 2024-MAR                                                                                                                        | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30230000 | PA      | $31202601.88  | 0.14%             | 2041-12-10      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                             | BAT Capital Corp                                                                                                                           | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   20427000 | PA      | $23466677.93  | 0.10%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                       | BP Capital Markets PLC                                                                                                                     | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   20223000 | PA      | $21036146.61  | 0.09%             | 2033-12-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BOKF NA                                                      | BOKF NA                                                                                                                                    | CUSIP: 05572YHP0<br>LEI: FU7RSW4CQQY98A2O7J66 | Long             | DBT              | CORP              | US        |   16285000 | PA      | $16524204.99  | 0.07%             | 2040-11-06      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Trust 2025-ROIC                                                                                                                         | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   26879471 | PA      | $26832432.18  | 0.12%             | 2030-03-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Commercial Mortgage Trust 2019-IMC                                                                                                      | CUSIP: 05608BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27905291 | PA      | $27770480.41  | 0.12%             | 2034-04-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Trust 2024-VLT4                                                                                                                         | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20128000 | PA      | $20027150.67  | 0.09%             | 2041-06-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Trust 2025-VOLT                                                                                                                         | CUSIP: 05619PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   32040000 | PA      | $31900914.36  | 0.14%             | 2044-12-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Trust 2025-ARIA                                                                                                                         | CUSIP: 05619TAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7340000 | PA      | $7325874.17   | 0.03%             | 2042-12-13      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD / MARTINI BV                                     | Bacardi Ltd / Bacardi-Martini BV                                                                                                           | CUSIP: 05635JAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   14731000 | PA      | $14883282.74  | 0.07%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                      | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                                                                                    | CUSIP: 05724BAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13680000 | PA      | $13436355.23  | 0.06%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                      | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                                                                                    | CUSIP: 05724BAQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22800000 | PA      | $22326311.53  | 0.10%             | 2056-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                    | Ball Corp                                                                                                                                  | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   22766000 | PA      | $22800809.21  | 0.10%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                | Ballyrock CLO 28 Ltd                                                                                                                       | CUSIP: 05876JAC2<br>LEI: 2549006FL37LMQQU3H44 | Long             | ABS-CBDO         | CORP              | KY        |   12400000 | PA      | $7332318.40   | 0.03%             | 2038-01-20      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                           | Banco Santander SA                                                                                                                         | CUSIP: 05964HBH7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   13400000 | PA      | $14136437.20  | 0.06%             | 2034-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc                                     | Boxer Parent Company Inc 2025 USD Term Loan B                                                                                              | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   26342914 | PA      | $24496143.62  | 0.11%             | 2031-07-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BANK OZK                                                     | Bank OZK                                                                                                                                   | CUSIP: 06417NA94<br>LEI: 549300VYK2WBD7SST478 | Long             | DBT              | CORP              | US        |   39957000 | PA      | $38330750.10  | 0.17%             | 2031-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Barings Issuer LLC                                           | BAR 2026-FL1 Issuer LLC                                                                                                                    | CUSIP: 06701PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   42350000 | PA      | $42327952.59  | 0.19%             | 2043-08-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                 | Barclays PLC                                                                                                                               | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   22112000 | PA      | $22336558.64  | 0.10%             | 2035-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                           | Bausch + Lomb Corp                                                                                                                         | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |   20761000 | PA      | $21461683.75  | 0.09%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                        | Bausch Health Cos Inc                                                                                                                      | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   21539000 | PA      | $21991071.73  | 0.10%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                                      | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                                               | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   22233000 | PA      | $23921596.35  | 0.10%             | 2038-06-29      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                                      | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                                               | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   21627000 | PA      | $22790357.21  | 0.10%             | 2039-01-08      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                              | Benefit Street Partners CLO XXXIX Ltd                                                                                                      | CUSIP: 081931AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   29500000 | PA      | $20675075.00  | 0.09%             | 2038-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                          | Benin Government International Bond                                                                                                        | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |   22816000 | PA      | $22427321.00  | 0.10%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                      | Black Pearl Compute LLC                                                                                                                    | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25494000 | PA      | $25979584.22  | 0.11%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bloom Energy Corp                                            | Bloom Energy Corp                                                                                                                          | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |     205275 | NS      | $27812709.75  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                     | Blue Racer Midstream LLC / Blue Racer Finance Corp                                                                                         | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20994000 | PA      | $21822171.31  | 0.10%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                       | Boardwalk Pipelines LP                                                                                                                     | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $21528274.32  | 0.09%             | 2034-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                       | Boardwalk Pipelines LP                                                                                                                     | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   15749000 | PA      | $15504127.15  | 0.07%             | 2036-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                    | Boeing Co/The                                                                                                                              | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   21979000 | PA      | $21261167.18  | 0.09%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                | Boeing Co/The                                                                                                                              | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   50319000 | PA      | $54835617.34  | 0.24%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Bojangles Issuer, LLC                                        | Bojangles Issuer LLC                                                                                                                       | CUSIP: 09748RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   23755625 | PA      | $23918750.13  | 0.10%             | 2054-11-20      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FIN                                      | Borr IHC Ltd / Borr Finance LLC                                                                                                            | CUSIP: 100018AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   33912439 | PA      | $34804546.28  | 0.15%             | 2028-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| BORR IHC LTD / BORR FIN                                      | Borr IHC Ltd / Borr Finance LLC                                                                                                            | CUSIP: 100018AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   13955417 | PA      | $14177162.89  | 0.06%             | 2030-11-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| BRACELET HOLDINGS INC                                        | Bracelet Holdings Inc                                                                                                                      | CUSIP: 10374QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   34400000 | PA      | $33182240.00  | 0.15%             | 2028-07-02      | Fixed         | 9.25%                 | No            |                  3 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                     | Brandywine Operating Partnership LP                                                                                                        | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |   26358000 | PA      | $24062940.67  | 0.11%             | 2029-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| BRANDYWINE OPER PARTNERS                                     | Brandywine Operating Partnership LP                                                                                                        | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |    9024000 | PA      | $9169611.26   | 0.04%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 19-1 AA PTT                                      | British Airways 2019-1 Class AA Pass Through Trust                                                                                         | CUSIP: 11043XAA1<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |   10909635 | PA      | $10339123.52  | 0.05%             | 2032-12-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| BUCKEYE PARTNERS LP                                          | Buckeye Partners LP                                                                                                                        | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   32715000 | PA      | $33780723.84  | 0.15%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Trust 2025-TAIL                                                                                                                         | CUSIP: 123912AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16710000 | PA      | $16758014.51  | 0.07%             | 2035-06-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Trust 2025-VLT7                                                                                                                         | CUSIP: 123913AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10750000 | PA      | $10680027.18  | 0.05%             | 2044-07-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Commercial Mortgage Trust 2024-SLCT                                                                                                     | CUSIP: 12433JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16520000 | PA      | $16434171.99  | 0.07%             | 2042-01-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Trust 2025-VLT6                                                                                                                         | CUSIP: 12433KAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18595000 | PA      | $18489551.47  | 0.08%             | 2042-03-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Commercial Mortgage Trust 2026-CSMO                                                                                                     | CUSIP: 12433LAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   32250000 | PA      | $32380873.73  | 0.14%             | 2043-02-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                       | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                               | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22851000 | PA      | $22936675.25  | 0.10%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CFE FIBRA E                                                  | CFE Fibra E                                                                                                                                | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              |  | MX        |   20390698 | PA      | $19856665.60  | 0.09%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide Inc                                    | CH Robinson Worldwide Inc                                                                                                                  | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |     147514 | NS      | $24497649.98  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                     | CHS/Community Health Systems Inc                                                                                                           | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   24994000 | PA      | $23056309.41  | 0.10%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                     | CHS/Community Health Systems Inc                                                                                                           | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   32712000 | PA      | $30851417.99  | 0.13%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                                     | First-Citizens Bank & Trust Co                                                                                                             | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |   50320000 | PA      | $51604847.73  | 0.23%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                           | CP Atlas Buyer Inc                                                                                                                         | CUSIP: 12597YAD1<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |   15537496 | PA      | $12009342.40  | 0.05%             | 2031-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: —       |
| CSC HOLDINGS LLC                                             | CSC Holdings LLC                                                                                                                           | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   17012000 | PA      | $10862417.18  | 0.05%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                             | CSC Holdings LLC                                                                                                                           | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   40882000 | PA      | $15563008.82  | 0.07%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                             | CSC Holdings LLC                                                                                                                           | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    9124000 | PA      | $5485335.94   | 0.02%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                             | CSC Holdings LLC                                                                                                                           | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   67068000 | PA      | $23741562.28  | 0.10%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                             | CSC Holdings LLC                                                                                                                           | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   47992000 | PA      | $34735169.84  | 0.15%             | 2029-01-31      | Fixed         | 11.75%                | 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        |   21903000 | PA      | $21370814.05  | 0.09%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                                                                            | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   23587000 | PA      | $21749046.47  | 0.10%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                                                                            | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   35683000 | PA      | $36106465.15  | 0.16%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                                                                            | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   20885000 | PA      | $21470185.59  | 0.09%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                                                                            | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   20543000 | PA      | $21185338.52  | 0.09%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                                   | Cabot Corp                                                                                                                                 | CUSIP: 127055AM3<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |   32395000 | PA      | $32385769.69  | 0.14%             | 2032-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                       | CACI International Inc                                                                                                                     | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |   42877000 | PA      | $43675198.23  | 0.19%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                        | Caesars Entertainment Inc                                                                                                                  | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   38882000 | PA      | $37417315.06  | 0.16%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| CAESARS ENTERTAIN INC                                        | Caesars Entertainment Inc                                                                                                                  | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   40940000 | PA      | $41465464.90  | 0.18%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAJUN GLOBAL LLC                                             | Cajun Global LLC                                                                                                                           | CUSIP: 12803VAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25395000 | PA      | $25275587.63  | 0.11%             | 2055-11-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| CALI Mortgage Trust 2019-101C                                | CALI Mortgage Trust 2019-101C                                                                                                              | CUSIP: 129890AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21880000 | PA      | $21073842.34  | 0.09%             | 2039-03-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US                                        | Canpack SA / Canpack US LLC                                                                                                                | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   16549000 | PA      | $15549127.62  | 0.07%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                     | Capital One Financial Corp                                                                                                                 | CUSIP: 14040HDK8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   22406000 | PA      | $22326725.33  | 0.10%             | 2027-10-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Capital One Multi-Asset Execution Trust                      | Capital One Multi-Asset Execution Trust                                                                                                    | CUSIP: 14041NGH8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    8460000 | PA      | $8376083.57   | 0.04%             | 2037-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING                                     | Capital Power US Holdings Inc                                                                                                              | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18038000 | PA      | $18505566.43  | 0.08%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                         | Capstone Copper Corp                                                                                                                       | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |   33341000 | PA      | $33152423.30  | 0.14%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                | Carnival Corp                                                                                                                              | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   25388000 | PA      | $25655335.64  | 0.11%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| CARNIVAL CORP                                                | Carnival Corp                                                                                                                              | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   51313000 | PA      | $51747980.30  | 0.23%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                | Carnival Corp                                                                                                                              | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   22840000 | PA      | $22861122.43  | 0.10%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                                         | Carpenter Technology Corp                                                                                                                  | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |   22021000 | PA      | $21845689.94  | 0.10%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Celanese Corp                                                | Celanese Corp                                                                                                                              | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     380682 | NS      | $25037455.14  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                     | Celanese US Holdings LLC                                                                                                                   | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   44017000 | PA      | $46996114.58  | 0.21%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: —       |
| CELANESE US HOLDINGS LLC                                     | Celanese US Holdings LLC                                                                                                                   | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   33582000 | PA      | $34475043.78  | 0.15%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CELANESE US HOLDINGS LLC                                     | Celanese US Holdings LLC                                                                                                                   | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   37906000 | PA      | $38868395.43  | 0.17%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENERGY INC                                       | CenterPoint Energy Inc                                                                                                                     | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   19272000 | PA      | $19106993.14  | 0.08%             | 2056-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                                          | Century Communities Inc                                                                                                                    | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |   27525000 | PA      | $25855011.46  | 0.11%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                                          | Century Communities Inc                                                                                                                    | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |   15983000 | PA      | $15678057.15  | 0.07%             | 2033-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                       | Lumen Technologies Inc                                                                                                                     | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   11939000 | PA      | $11149791.03  | 0.05%             | 2039-09-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                       | Lumen Technologies Inc                                                                                                                     | CUSIP: 156700AT3<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   14187000 | PA      | $13033455.03  | 0.06%             | 2042-03-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                       | Lumen Technologies Inc                                                                                                                     | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   38239000 | PA      | $36018431.06  | 0.16%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chemours Company (The)                                       | Chemours Company (The) 2025 USD Term Loan B                                                                                                | CUSIP: 16384YAM9<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |   22814820 | PA      | $22675763.67  | 0.10%             | 2032-10-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust                                  | Cherry Securitization Trust 2024-1                                                                                                         | CUSIP: 164737AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   28330000 | PA      | $28458955.33  | 0.12%             | 2032-04-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust                                  | Cherry Securitization Trust 2025-1                                                                                                         | CUSIP: 16473RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19790000 | PA      | $19994747.34  | 0.09%             | 2032-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                       | Choice Hotels International Inc                                                                                                            | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |   21208000 | PA      | $21421445.58  | 0.09%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Ciena Corp                                                   | Ciena Corp                                                                                                                                 | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      57105 | NS      | $22169874.15  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CIPHER COMPUTE LLC                                           | Cipher Compute LLC                                                                                                                         | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   39453000 | PA      | $40923768.39  | 0.18%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| Circle Internet Group Inc                                    | Circle Internet Group Inc                                                                                                                  | CUSIP: 172573107<br>LEI: 254900HFVVR6NPMQVN93 | Long             | EC               | CORP              | US        |     199858 | NS      | $19068451.78  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                            | Cisco Systems Inc                                                                                                                          | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     356884 | NS      | $27690629.56  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CITGO PETROLEUM CORP                                         | CITGO Petroleum Corp                                                                                                                       | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   28033000 | PA      | $28965629.88  | 0.13%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                                                                              | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   25754000 | PA      | $25960060.33  | 0.11%             | 2030-02-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                     | Citizens Financial Group Inc                                                                                                               | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   20706000 | PA      | $21327017.87  | 0.09%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                     | Citizens Financial Group Inc                                                                                                               | CUSIP: 174610BK0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   22800000 | PA      | $22602725.51  | 0.10%             | 2036-01-29      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CITY FOOTBALL GROUP LIMITED                                  | City Football Group Limited 2024 Term Loan                                                                                                 | CUSIP: 17781XAD8<br>LEI: 213800K6VVWALRH9UJ69 | Long             | LON              | CORP              | GB        |   13433722 | PA      | $13421161.97  | 0.06%             | 2030-07-22      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                 | SM Energy Co                                                                                                                               | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   20653000 | PA      | $21802979.69  | 0.10%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                     | Clarios Global LP / Clarios US Finance Co                                                                                                  | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   20857000 | PA      | $21036995.91  | 0.09%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                         | Cleveland-Cliffs Inc                                                                                                                       | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   32465000 | PA      | $31452166.67  | 0.14%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                         | Cleveland-Cliffs Inc                                                                                                                       | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   65271000 | PA      | $63829662.28  | 0.28%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| Forward Air Corporation                                      | Forward Air Corporation Term Loan B                                                                                                        | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   12867000 | PA      | $12558192.00  | 0.05%             | 2030-12-19      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                       | Clydesdale Acquisition Holdings Inc                                                                                                        | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   22047000 | PA      | $20590881.63  | 0.09%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                       | Clydesdale Acquisition Holdings Inc                                                                                                        | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   36045000 | PA      | $34146639.97  | 0.15%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                       | Coca-Cola Femsa SAB de CV                                                                                                                  | CUSIP: 191241AK4<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |   13391000 | PA      | $13257625.64  | 0.06%             | 2035-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Cognex Corp                                                  | Cognex Corp                                                                                                                                | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     452075 | NS      | $22147154.25  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                                          | Coinbase Global Inc                                                                                                                        | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |     118959 | NS      | $20771430.99  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC                                          | Coinbase Global Inc                                                                                                                        | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   46032000 | PA      | $43125930.79  | 0.19%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                          | Coinbase Global Inc                                                                                                                        | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   26748000 | PA      | $22633670.25  | 0.10%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Colombia Government International Bonds                      | Colombia Government International Bonds                                                                                                    | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   32824000 | PA      | $33632455.12  | 0.15%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                      | Colombia Government International Bonds                                                                                                    | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   22076000 | PA      | $22604720.20  | 0.10%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COLONIAL ENTERPRISES INC                                     | Colonial Enterprises Inc                                                                                                                   | CUSIP: 19565CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19028000 | PA      | $17825665.78  | 0.08%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                                       | Columbus McKinnon Corp/NY                                                                                                                  | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |   23028000 | PA      | $23038938.30  | 0.10%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| COMISION EJ HI RIO LEMPA                                     | Comision Ejecutiva Hidroelectrica del Rio Lempa                                                                                            | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |   21895000 | PA      | $22475217.50  | 0.10%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: —       |
| COMISION FEDERAL DE ELEC                                     | Comision Federal de Electricidad                                                                                                           | CUSIP: 200447AR1<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   18384000 | PA      | $17740560.00  | 0.08%             | 2051-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                         | Commercial Metals Co                                                                                                                       | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |   15677000 | PA      | $14511120.32  | 0.06%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                         | Commercial Metals Co                                                                                                                       | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |   22134000 | PA      | $21921989.48  | 0.10%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMPOSECURE HOLDINGS LLC                                     | CompoSecure Holdings LLC                                                                                                                   | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23083000 | PA      | $22567556.61  | 0.10%             | 2033-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                       | Comstock Resources Inc                                                                                                                     | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   23017000 | PA      | $22300234.51  | 0.10%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                       | Comstock Resources Inc                                                                                                                     | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   16698000 | PA      | $16515170.26  | 0.07%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE                                     | Concentra Health Services Inc                                                                                                              | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |   11003000 | PA      | $11389359.34  | 0.05%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| CART                                                         | CONE Trust 2024-DFW1                                                                                                                       | CUSIP: 20682AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21330000 | PA      | $21209867.31  | 0.09%             | 2041-08-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                             | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754BAJ0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    4530000 | PA      | $4731134.72   | 0.02%             | 2042-01-25      | Floating      | 11.31%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                             | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754KAJ0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    2115000 | PA      | $2164160.00   | 0.01%             | 2041-11-25      | Floating      | 9.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                             | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754MAL1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    1641100 | PA      | $1841138.60   | 0.01%             | 2042-06-25      | Floating      | 15.66%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                             | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754NAR6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   12579525 | PA      | $13736946.97  | 0.06%             | 2042-05-25      | Floating      | 14.26%                | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                     | Constellation Energy Generation LLC                                                                                                        | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   28492000 | PA      | $29856614.94  | 0.13%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COOPER-STANDARD AUTOMOTI                                     | Cooper-Standard Automotive Inc                                                                                                             | CUSIP: 216762AK0<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |   31399000 | PA      | $29530759.50  | 0.13%             | 2031-03-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                | CoreCivic Inc                                                                                                                              | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |   22853000 | PA      | $23873226.48  | 0.10%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                | CoreWeave Inc                                                                                                                              | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   24386000 | PA      | $23234222.40  | 0.10%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| CORPORACION INMOBILIARIA                                     | Corp Inmobiliaria Vesta SAB de CV                                                                                                          | CUSIP: 21989DAB8<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |   17682000 | PA      | $17129437.50  | 0.07%             | 2033-01-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H042646<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   87021000 | PA      | $84080878.91  | 0.37%             | 2056-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H042653<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   31216000 | PA      | $30123524.91  | 0.13%             | 2056-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H050649<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  114630000 | PA      | $113545224.21 | 0.50%             | 2056-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   62548000 | PA      | $61826596.39  | 0.27%             | 2056-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H052645<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   71872000 | PA      | $72340964.08  | 0.32%             | 2056-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   73482000 | PA      | $73812209.00  | 0.32%             | 2056-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H060648<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   42788000 | PA      | $43513789.31  | 0.19%             | 2056-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H060655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   60120000 | PA      | $61066980.78  | 0.27%             | 2056-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                        | Cousins Properties LP                                                                                                                      | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |   36687000 | PA      | $37173926.37  | 0.16%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                               | Consumer Portfolio Services Auto Trust 2025-D                                                                                              | CUSIP: 223936AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16965000 | PA      | $17030488.29  | 0.07%             | 2032-02-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                           | Credit Agricole SA                                                                                                                         | CUSIP: 225313AP0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   60097000 | PA      | $57255030.90  | 0.25%             | 2029-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                 | UBS Group AG                                                                                                                               | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   24139000 | PA      | $23925930.60  | 0.10%             | 2030-02-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                               | Crockett Partners Equipment Co IIA LLC                                                                                                     | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19732606 | PA      | $19983792.28  | 0.09%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                           | CrossCountry Intermediate HoldCo LLC                                                                                                       | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22022000 | PA      | $21017546.41  | 0.09%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                           | CrossCountry Intermediate HoldCo LLC                                                                                                       | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23259000 | PA      | $21908594.09  | 0.10%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SPIN HOLDCO INC                                              | Spin Holdco Inc 2026 First Lien First Out Term Loan                                                                                        | CUSIP: 22946QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4063792 | PA      | $4156080.93   | 0.02%             | 2030-09-04      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| SPIN HOLDCO INC                                              | Spin Holdco Inc 2026 First Lien Second Out Term Loan                                                                                       | CUSIP: 22946QAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   25805081 | PA      | $20386013.61  | 0.09%             | 2030-09-04      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP/CYPRIUM HOL                                     | Cyprium Corp / Cyprium Holdings Luxembourg Sarl                                                                                            | CUSIP: 23292NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   14607000 | PA      | $14436352.99  | 0.06%             | 2031-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP/CYPRIUM HOL                                     | Cyprium Corp / Cyprium Holdings Luxembourg Sarl                                                                                            | CUSIP: 23292NAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   26559000 | PA      | $25845678.91  | 0.11%             | 2034-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DAE SUKUK DIFC LTD                                           | DAE Sukuk Difc Ltd                                                                                                                         | CUSIP: 23302JAC9<br>LEI: 635400AMGMPG1J5EQD94 | Long             | DBT              | CORP              | AE        |   28880000 | PA      | $27616865.04  | 0.12%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                                  | DBC 2025-DBC Mortgage Trust                                                                                                                | CUSIP: 23306HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24460000 | PA      | $24420538.68  | 0.11%             | 2042-11-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                                  | DBC 2025-DBC Mortgage Trust                                                                                                                | CUSIP: 23306HAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10370000 | PA      | $10358223.83  | 0.05%             | 2042-11-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| DPL INC/OHIO                                                 | DPL LLC/Ohio                                                                                                                               | CUSIP: 233293AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   27939000 | PA      | $26832699.42  | 0.12%             | 2029-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                             | DT Midstream Inc                                                                                                                           | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   27064000 | PA      | $25831360.92  | 0.11%             | 2032-04-15      | Fixed         | 4.30%                 | 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        |   17280000 | PA      | $19186257.02  | 0.08%             | 2042-01-01      | Fixed         | 7.09%                 | No            |                  2 | On Loan: —       |
| DANA INC                                                     | Dana Inc                                                                                                                                   | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |   16206000 | PA      | $15370697.38  | 0.07%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| DANA INC                                                     | Dana Inc                                                                                                                                   | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |   25440000 | PA      | $23762440.61  | 0.10%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DANAOS CORP                                                  | Danaos Corp                                                                                                                                | CUSIP: 23585WAC8<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |   21643000 | PA      | $22009913.78  | 0.10%             | 2032-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| DAVITA INC                                                   | DaVita Inc                                                                                                                                 | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   35604000 | PA      | $34254615.52  | 0.15%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DBR LAND HOLDINGS LLC                                        | DBR Land Holdings LLC                                                                                                                      | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22663000 | PA      | $22960338.56  | 0.10%             | 2030-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                   | Deere & Co                                                                                                                                 | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      45206 | NS      | $25464539.80  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DELEK LOG PART/FINANCE                                       | Delek Logistics Partners LP / Delek Logistics Finance Corp                                                                                 | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   28212000 | PA      | $29206722.68  | 0.13%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                             | Deutsche Bank AG/New York NY                                                                                                               | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   63725000 | PA      | $68325270.15  | 0.30%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                            | Devon Energy Corp                                                                                                                          | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     475824 | NS      | $23943463.68  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DICK'S SPORTING GOODS                                        | Dick's Sporting Goods Inc                                                                                                                  | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   29390000 | PA      | $20835686.35  | 0.09%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIFL US LLC                                     | Digicel International Finance Ltd / Difl US LLC                                                                                            | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   21643000 | PA      | $22038547.47  | 0.10%             | 2032-08-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                        | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                                   | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11091000 | PA      | $11330779.10  | 0.05%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                | DISH DBS Corp                                                                                                                              | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   46717000 | PA      | $41800352.96  | 0.18%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                        | Directv Financing LLC                                                                                                                      | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23176000 | PA      | $23153410.35  | 0.10%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                          | Dominion Energy Inc                                                                                                                        | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   37503000 | PA      | $37187010.97  | 0.16%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                   | Driven Brands Funding LLC                                                                                                                  | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8535576 | PA      | $8015496.10   | 0.04%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                   | Driven Brands Funding LLC                                                                                                                  | CUSIP: 26209XAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13144825 | PA      | $12157506.68  | 0.05%             | 2054-10-20      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                   | Driven Brands Funding LLC                                                                                                                  | CUSIP: 26209XAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18289162 | PA      | $16418643.89  | 0.07%             | 2055-10-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                     | EMRLD Borrower LP / Emerald Co-Issuer Inc                                                                                                  | CUSIP: 26873CAB8<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |   22442000 | PA      | $23097777.68  | 0.10%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $568898.86    | 0.00%             |  |  |  | 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      | $26266.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $111654.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |          1 | NC      | $-465905.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $156074.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $62210.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CH        |          1 | NC      | $-76020.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $35183.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CH        |          1 | NC      | $-56333.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CH        |          1 | NC      | $-66878.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $3680397.44   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $142620.88    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $10266.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $54607.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CH        |          1 | NC      | $-323719.48   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $67003.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |          1 | NC      | $-42447.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CH        |          1 | NC      | $-212227.11   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |          1 | NC      | $-59852.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |          1 | NC      | $-370918.68   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CA        |          1 | NC      | $-61700.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $74967.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CH        |          1 | NC      | $-246803.76   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CA        |          1 | NC      | $-57161.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CA        |          1 | NC      | $-99726.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $76843.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $1819238.20   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $390870.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $288248.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $47171.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                             | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |          1 | NC      | $-2118235.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                             | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TH        |          1 | NC      | $-3571821.22  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | KR        |          1 | NC      | $-1195208.78  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | KR        |          1 | NC      | $-1235625.48  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                             | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KR        |          1 | NC      | $-167925.99   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |          1 | NC      | $-32126.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $2142200.74   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |          1 | NC      | $-9637.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                           | PURCHASED USD / SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $1063881.57   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                           | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NO        |          1 | NC      | $20365.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | NO        |          1 | NC      | $-154042.47   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $42097.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $2809.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $630409.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $30715.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $6444.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $1980.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-49769.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $10189.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-1139.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $192055.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $154001.87    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $43059.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $50611.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $42671.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $14343.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-693.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |          1 | NC      | $14414.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $1996.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-4362.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $23831.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $16764.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |          1 | NC      | $-12397.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                           | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $4546.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-1811.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-9602.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NO        |          1 | NC      | $314823.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NO        |          1 | NC      | $309965.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                           | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NO        |          1 | NC      | $133483.97    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-20150.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                       | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-97845.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-26909.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                | EchoStar Corp                                                                                                                              | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   70718589 | PA      | $71497059.23  | 0.31%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                 | Ecopetrol SA                                                                                                                               | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   91584000 | PA      | $67502033.91  | 0.30%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                 | Ecopetrol SA                                                                                                                               | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   25559000 | PA      | $22731019.33  | 0.10%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EFESTO BIDCO SPA/US LLC                                      | Efesto Bidco SpA Efesto US LLC                                                                                                             | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |   39324000 | PA      | $39178740.29  | 0.17%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                      | El Salvador Government International Bond                                                                                                  | CUSIP: 283875CD2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |   26503000 | PA      | $1020365.50   | 0.00%             | 2030-04-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                      | El Salvador Government International Bond                                                                                                  | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |   48251000 | PA      | $50250521.44  | 0.22%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                      | El Salvador Government International Bond                                                                                                  | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |   22062000 | PA      | $23456318.40  | 0.10%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| Element Solutions Inc                                        | Element Solutions Inc                                                                                                                      | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     880381 | NS      | $30056207.34  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                     | Embraer Netherlands Finance BV                                                                                                             | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |   31565000 | PA      | $30196025.95  | 0.13%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                     | EMRLD Borrower LP / Emerald Co-Issuer Inc                                                                                                  | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |   77265000 | PA      | $78679644.89  | 0.34%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                  | Ovintiv Inc                                                                                                                                | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   21842000 | PA      | $22931892.65  | 0.10%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGUATE TRUST 2 0                                          | Energuate Trust 2 0                                                                                                                        | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |   21292000 | PA      | $20884385.95  | 0.09%             | 2035-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ENERFLEX INC                                                 | Enerflex Inc                                                                                                                               | CUSIP: 29281WAA6<br>LEI: 549300SQCOV1LC1GBK07 | Long             | DBT              | CORP              | US        |   20985000 | PA      | $21439841.27  | 0.09%             | 2031-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                 | Entergy Corp                                                                                                                               | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     223658 | NS      | $25130212.88  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                                                 | Entergy Corp                                                                                                                               | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   22812000 | PA      | $22524632.67  | 0.10%             | 2056-06-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                 | Entegris Inc                                                                                                                               | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   34142000 | PA      | $33773136.66  | 0.15%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE ENTRE RIOS                                      | Provincia de Entre Rios Argentina                                                                                                          | CUSIP: 29384NAB0<br>LEI: 529900YISSWARKQRS409 | Long             | DBT              | NUSS              | AR        |   22842000 | PA      | $22156740.00  | 0.10%             | 2033-03-04      | Fixed         | 9.55%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                  | Equinor ASA                                                                                                                                | CUSIP: 29446M102<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     285495 | NS      | $12047889.00  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                       | EquipmentShare.com Inc                                                                                                                     | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   52191000 | PA      | $53974940.57  | 0.24%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                       | EquipmentShare.com Inc                                                                                                                     | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   21214000 | PA      | $22168820.93  | 0.10%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                   | Evergy Inc                                                                                                                                 | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   31929000 | PA      | $32168898.54  | 0.14%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                     | Constellation Energy Generation LLC                                                                                                        | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   42389000 | PA      | $44735616.04  | 0.20%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                     | Constellation Energy Generation LLC                                                                                                        | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   21992000 | PA      | $21649475.04  | 0.09%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                          | Exeter Automobile Receivables Trust 2025-5                                                                                                 | CUSIP: 30166VAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   33730000 | PA      | $33619632.07  | 0.15%             | 2032-03-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                          | Exeter Automobile Receivables Trust 2025-5                                                                                                 | CUSIP: 30166VAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   28335000 | PA      | $28150170.80  | 0.12%             | 2032-03-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                     | FMC Corp                                                                                                                                   | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    1826000 | PA      | $1617637.88   | 0.01%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                     | Fortescue Treasury Pty Ltd                                                                                                                 | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   18375000 | PA      | $17378055.19  | 0.08%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                     | Fortescue Treasury Pty Ltd                                                                                                                 | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   28083000 | PA      | $28721260.31  | 0.13%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FNB CORP                                                     | FNB Corp/PA                                                                                                                                | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |   25429000 | PA      | $25594550.93  | 0.11%             | 2030-12-11      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                    | Forvia SE                                                                                                                                  | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |   21920000 | PA      | $21414849.22  | 0.09%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                   | FedEx Corp                                                                                                                                 | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      71380 | NS      | $25424128.40  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX FREIGHT HOLDING CO                                     | Fedex Freight Holding Co Inc                                                                                                               | CUSIP: 314352AE5<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   18260000 | PA      | $17815656.41  | 0.08%             | 2033-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fidelity Investments                                         | Fidelity Investments Money Market Government Portfolio                                                                                     | CUSIP: 31607A703<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |  356255758 | NS      | $356255758.44 | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| FIESTA PURCHASER INC                                         | Fiesta Purchaser Inc                                                                                                                       | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21508000 | PA      | $21914350.64  | 0.10%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                       | First Brands Group LLC 2021 Term Loan                                                                                                      | CUSIP: 31935HAD9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |   10570139 | PA      | $36008.03     | 0.00%             | 2027-03-30      | Floating      | 10.78%                | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                       | First Brands Group LLC 2022 Incremental Term Loan                                                                                          | CUSIP: 31935HAG2<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |    2562790 | PA      | $8730.35      | 0.00%             | 2027-03-30      | Floating      | 10.78%                | No            |                  2 | On Loan: No      |
| First Brands Group, LLC                                      | First Brands Group LLC 2025 DIP Term Loan                                                                                                  | CUSIP: 31935HAM9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |      26089 | PA      | $6359.09      | 0.00%             | 2026-06-29      | Floating      | 13.67%                | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                     | First Citizens BancShares Inc/NC                                                                                                           | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   23783000 | PA      | $23266877.98  | 0.10%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                     | First Citizens BancShares Inc/NC                                                                                                           | CUSIP: 31959XAG8<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   43676000 | PA      | $43751646.83  | 0.19%             | 2030-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP                                           | First Horizon Corp                                                                                                                         | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |   17030000 | PA      | $17277034.80  | 0.08%             | 2031-03-07      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL LP                                          | First Industrial LP                                                                                                                        | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              |  | US        |   16881000 | PA      | $17065983.01  | 0.07%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                             | First Investors Auto Owner Trust 2025-1                                                                                                    | CUSIP: 32059WAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13195000 | PA      | $13241757.80  | 0.06%             | 2033-12-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                     | First Quantum Minerals Ltd                                                                                                                 | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   26808000 | PA      | $27829223.95  | 0.12%             | 2031-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                     | First Quantum Minerals Ltd                                                                                                                 | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   23148000 | PA      | $24157322.24  | 0.11%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                     | First Quantum Minerals Ltd                                                                                                                 | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   20941000 | PA      | $21335779.73  | 0.09%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                     | First Quantum Minerals Ltd                                                                                                                 | CUSIP: 335934AY1<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   26728000 | PA      | $25733365.59  | 0.11%             | 2036-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                                          | First Republic Bank/CA                                                                                                                     | CUSIP: 33616CAB6<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | DBT              | CORP              | US        |   20817000 | PA      | $11449.35     | 0.00%             | 2046-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                                          | First Republic Bank/CA                                                                                                                     | CUSIP: 33616CAC4<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | DBT              | CORP              | US        |   15410000 | PA      | $8475.50      | 0.00%             | 2047-02-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                            | Flash Compute LLC                                                                                                                          | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   30753000 | PA      | $31000284.87  | 0.14%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                     | Flex Ltd                                                                                                                                   | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   18019000 | PA      | $18097591.49  | 0.08%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                     | Flex Ltd                                                                                                                                   | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   22851000 | PA      | $22465396.00  | 0.10%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION                                     | Florida Gas Transmission Co LLC                                                                                                            | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |   16800000 | PA      | $17244992.86  | 0.08%             | 2035-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FLUOR CORP                                                   | Fluor Corp                                                                                                                                 | CUSIP: 343412AF9<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |   23125000 | PA      | $22768997.56  | 0.10%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                                             | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   25327000 | PA      | $22832153.73  | 0.10%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                     | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   56032000 | PA      | $55523916.95  | 0.24%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                      | FTAI Aviation Investors LLC                                                                                                                | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   20510000 | PA      | $21040286.05  | 0.09%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                      | FTAI Aviation Investors LLC                                                                                                                | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   42548000 | PA      | $41679956.98  | 0.18%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fortiva Retail Prime Master Note Business Trust              | FORTIVA RETAIL PRIME MASTER                                                                                                                | CUSIP: 34990DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   48500000 | PA      | $48771600.00  | 0.21%             | 2029-09-17      | Fixed         | 6.60%                 | No            |                  3 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                        | Foundry JV Holdco LLC                                                                                                                      | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   27988000 | PA      | $29343348.85  | 0.13%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                        | Foundry JV Holdco LLC                                                                                                                      | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   26883000 | PA      | $28056930.88  | 0.12%             | 2038-01-25      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                        | Foundry JV Holdco LLC                                                                                                                      | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   37174000 | PA      | $37980997.36  | 0.17%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                          | Freddie Mac STACR Trust 2019-DNA1                                                                                                          | CUSIP: 35563KBE9<br>LEI: 5493007222WHFWMBOC78 | Long             | ABS-MBS          | USGSE             | US        |   34420000 | PA      | $42226135.89  | 0.18%             | 2049-01-25      | Floating      | 14.53%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                          | Freddie Mac STACR Trust 2019-HQA1                                                                                                          | CUSIP: 35563MBE5<br>LEI: 54930047IR7X5WWFY307 | Long             | ABS-MBS          | USGSE             | US        |   27483000 | PA      | $32606276.42  | 0.14%             | 2049-02-25      | Floating      | 16.03%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                          | Freddie Mac STACR REMIC Trust 2021-DNA1                                                                                                    | CUSIP: 35564KBE8<br>LEI: 5493000IT1PBTE7DAT80 | Long             | ABS-MBS          | USGSE             | US        |    7216000 | PA      | $8073065.97   | 0.04%             | 2051-01-25      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                          | Freddie Mac STACR REMIC Trust 2021-HQA1                                                                                                    | CUSIP: 35564KCP2<br>LEI: 5493000ISMYB8CLVZD05 | Long             | ABS-MBS          | USGSE             | US        |    9285000 | PA      | $10925831.27  | 0.05%             | 2033-08-25      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                          | Freddie Mac STACR REMIC Trust 2021-DNA2                                                                                                    | CUSIP: 35564KDY2<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | USGSE             | US        |   20035000 | PA      | $24967088.08  | 0.11%             | 2033-08-25      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                          | Freddie Mac STACR REMIC Trust 2021-DNA3                                                                                                    | CUSIP: 35564KFH7<br>LEI: 5493000ISUYHCRLRBE46 | Long             | ABS-MBS          | USGSE             | US        |   10000000 | PA      | $12618843.00  | 0.06%             | 2033-10-25      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                          | Freddie Mac STACR REMIC Trust 2021-HQA3                                                                                                    | CUSIP: 35564KKL2<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | USGSE             | US        |    3310000 | PA      | $3371257.51   | 0.01%             | 2041-09-25      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                          | Freddie Mac STACR REMIC Trust 2021-HQA4                                                                                                    | CUSIP: 35564KPP8<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | USGSE             | US        |    4420000 | PA      | $4560673.57   | 0.02%             | 2041-12-25      | Floating      | 10.66%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                          | Freddie Mac STACR REMIC Trust 2022-DNA2                                                                                                    | CUSIP: 35564KSQ3<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |   10675000 | PA      | $11242771.23  | 0.05%             | 2042-02-25      | Floating      | 12.16%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                          | Freddie Mac STACR REMIC Trust 2022-HQA1                                                                                                    | CUSIP: 35564KUL1<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | USGSE             | US        |   45932260 | PA      | $49594613.63  | 0.22%             | 2042-03-25      | Floating      | 14.66%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                          | Freddie Mac STACR Trust 2019-DNA3                                                                                                          | CUSIP: 35564TBE9<br>LEI: 549300KB1O80CETXGJ21 | Long             | ABS-MBS          | USGSE             | US        |   29363000 | PA      | $32574768.98  | 0.14%             | 2049-07-25      | Floating      | 11.93%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                          | Freddie Mac STACR REMIC Trust 2020-HQA1                                                                                                    | CUSIP: 35565JBE0<br>LEI: 549300TCRXCIFPAC3B85 | Long             | ABS-MBS          | USGSE             | US        |    5440000 | PA      | $6018843.74   | 0.03%             | 2050-01-25      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                          | Freddie Mac STACR REMIC Trust 2020-HQA5                                                                                                    | CUSIP: 35565TBE8<br>LEI: 5493000IT2BRJ2Q9YQ96 | Long             | ABS-MBS          | USGSE             | US        |   19450000 | PA      | $23789024.65  | 0.10%             | 2050-11-25      | Floating      | 11.06%                | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                        | Freedom Mortgage Holdings LLC                                                                                                              | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   24430000 | PA      | $24863632.50  | 0.11%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                         | Freeport-McMoRan Inc                                                                                                                       | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   34970000 | PA      | $35502630.87  | 0.16%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                                       | Full House Resorts Inc                                                                                                                     | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |   31880000 | PA      | $29090500.00  | 0.13%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                            | GEO Group Inc/The                                                                                                                          | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |   31106000 | PA      | $32326051.97  | 0.14%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                             | GGAM Finance Ltd                                                                                                                           | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |   30343000 | PA      | $31514755.63  | 0.14%             | 2028-06-15      | Fixed         | 8.00%                 | 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              |  | US        |   17444000 | PA      | $17720452.51  | 0.08%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                      | GLP Capital LP / GLP Financing II Inc                                                                                                      | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              |  | US        |   26711000 | PA      | $25652998.66  | 0.11%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                      | GLP Capital LP / GLP Financing II Inc                                                                                                      | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |   19738000 | PA      | $18724854.38  | 0.08%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GPS HOSPITALITY HOLDING                                      | GPS Hospitality Holding Co LLC / GPS Finco Inc                                                                                             | CUSIP: 36262BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3544000 | PA      | $1736560.00   | 0.01%             | 2028-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                            | GXO Logistics Inc                                                                                                                          | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   25082000 | PA      | $22348627.60  | 0.10%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                            | GXO Logistics Inc                                                                                                                          | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   20719000 | PA      | $21495405.78  | 0.09%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                                | Clue Opco LLC                                                                                                                              | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16367000 | PA      | $15861307.16  | 0.07%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                         | Garda World Security Corp                                                                                                                  | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   21821000 | PA      | $22139193.82  | 0.10%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                               | GE Vernova Inc                                                                                                                             | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      31686 | NS      | $27658709.40  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc                                         | Generac Holdings Inc                                                                                                                       | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |     142761 | NS      | $27885506.13  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                       | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   21269000 | PA      | $21106195.16  | 0.09%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                        | Genesis Energy LP / Genesis Energy Finance Corp                                                                                            | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20761000 | PA      | $21364522.27  | 0.09%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                        | Genesis Energy LP / Genesis Energy Finance Corp                                                                                            | CUSIP: 37185LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   30436000 | PA      | $30313056.82  | 0.13%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                        | GENMAB A/S/GENMAB FINANCE LLC                                                                                                              | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |   21978000 | PA      | $22548482.95  | 0.10%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                        | GENMAB A/S/GENMAB FINANCE LLC                                                                                                              | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |   26047000 | PA      | $27288035.36  | 0.12%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                                     | Genting New York LLC / GENNY Capital Inc                                                                                                   | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20699000 | PA      | $20794010.48  | 0.09%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| J PAUL GETTY TRUST                                           | J Paul Getty Trust/The                                                                                                                     | CUSIP: 374288AC2<br>LEI: 72TDDU3K225INPK3EI14 | Long             | DBT              | CORP              | US        |   22551000 | PA      | $22617800.12  | 0.10%             | 2035-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                        | Gildan Activewear Inc                                                                                                                      | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |   22807000 | PA      | $22257848.26  | 0.10%             | 2035-10-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                         | Glencore Funding LLC                                                                                                                       | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   16827000 | PA      | $17197208.98  | 0.08%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| GLOBAL MARINE INC                                            | Global Marine Inc                                                                                                                          | CUSIP: 379352AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4034000 | PA      | $4075126.63   | 0.02%             | 2028-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                      | Global Partners LP / GLP Finance Corp                                                                                                      | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22323000 | PA      | $22519286.14  | 0.10%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   22552000 | PA      | $23001641.78  | 0.10%             | 2030-02-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FIN FIVE LLC                                      | Goodman US Finance Five LLC                                                                                                                | CUSIP: 38239PAA5<br>LEI: N/A                  | Long             | DBT              |  | US        |   26424000 | PA      | $26007804.30  | 0.11%             | 2032-05-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                       | Goodyear Tire & Rubber Co/The                                                                                                              | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   16946000 | PA      | $16585041.73  | 0.07%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| GRAFTECH GLOBAL ENTERPRI                                     | GrafTech Global Enterprises Inc                                                                                                            | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25856000 | PA      | $16643411.53  | 0.07%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| GRAY MEDIA INC                                               | Gray Media Inc                                                                                                                             | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   71445000 | PA      | $53108283.53  | 0.23%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                               | Gray Media Inc                                                                                                                             | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   14633000 | PA      | $14645679.49  | 0.06%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| GRUMA SAB DE CV                                              | Gruma SAB de CV                                                                                                                            | CUSIP: 400131AH1<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |   22138000 | PA      | $22053888.66  | 0.10%             | 2034-12-09      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| GRUPO NUTRESA SA                                             | Grupo Nutresa SA                                                                                                                           | CUSIP: 40055CAB9<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |   20351000 | PA      | $22673049.10  | 0.10%             | 2035-05-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GULFSTREAM NATURAL GAS                                       | Gulfstream Natural Gas System LLC                                                                                                          | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12433000 | PA      | $12608209.19  | 0.06%             | 2035-07-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                             | HF Sinclair Corp                                                                                                                           | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   21609000 | PA      | $21666807.96  | 0.09%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                                                                                    | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   20707000 | PA      | $21297487.44  | 0.09%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280EJ4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   21818000 | PA      | $21880770.39  | 0.10%             | 2034-03-11      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| HA SUSTAINABLE INF CAP                                       | HA Sustainable Infrastructure Capital Inc                                                                                                  | CUSIP: 41068XAH3<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   23996000 | PA      | $23889673.72  | 0.10%             | 2056-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Hardee's Funding                                             | Hardee's Funding LLC                                                                                                                       | CUSIP: 411707AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21617250 | PA      | $21381407.96  | 0.09%             | 2048-06-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| CKE Restaurants Holdings Inc                                 | Hardee's Funding LLC                                                                                                                       | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6414100 | PA      | $6557481.43   | 0.03%             | 2054-03-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Harmony Gold Mining Co Ltd                                   | Harmony Gold Mining Co Ltd                                                                                                                 | CUSIP: 413216300<br>LEI: 378900986D05F0C29811 | Long             | EC               | CORP              | ZA        |    1210535 | NS      | $18605922.95  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HECLA MINING CO                                              | Hecla Mining Co                                                                                                                            | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |   14048000 | PA      | $14046493.77  | 0.06%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                                   | HEICO Corp                                                                                                                                 | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |   23809000 | PA      | $24262062.41  | 0.11%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                            | Herc Holdings Inc                                                                                                                          | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   19089000 | PA      | $19577525.69  | 0.09%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| HERC HOLDINGS INC                                            | Herc Holdings Inc                                                                                                                          | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   16453000 | PA      | $15922946.86  | 0.07%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| HERTZ CORP/THE                                               | Hertz Corp/The                                                                                                                             | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |   15894000 | PA      | $6730632.18   | 0.03%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| HERTZ CORP/THE                                               | Hertz Corp/The                                                                                                                             | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |   33985000 | PA      | $29848138.15  | 0.13%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: —       |
| ESC GCB144A HERTZ CORP                                       | ESC GCB144A HERTZ CORP                                                                                                                     | CUSIP: 428ESCAB3<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |   16775000 | PA      | $0.00         | 0.00%             | 2049-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ESC 144A HERTZ CORP                                          | ESC 144A HERTZ CORP                                                                                                                        | CUSIP: 428ESCAD9<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |   33436000 | PA      | $0.00         | 0.00%             | 2028-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                     | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                   | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   46789000 | PA      | $45805032.01  | 0.20%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                     | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                   | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   35445000 | PA      | $35364344.90  | 0.15%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                     | Hilton Domestic Operating Co Inc                                                                                                           | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   25286000 | PA      | $24217170.89  | 0.11%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                     | Hilton Domestic Operating Co Inc                                                                                                           | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   34765000 | PA      | $31623985.73  | 0.14%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                     | Hilton Domestic Operating Co Inc                                                                                                           | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   35162000 | PA      | $35396706.35  | 0.15%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                     | Hilton Domestic Operating Co Inc                                                                                                           | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   32954000 | PA      | $32221165.65  | 0.14%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                     | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc                                                                  | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25419000 | PA      | $25132062.19  | 0.11%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                        | Amrize Finance US LLC                                                                                                                      | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   12616000 | PA      | $12834277.99  | 0.06%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME BANCSHARES INC                                          | Home BancShares Inc/AR                                                                                                                     | CUSIP: 436893AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22552000 | PA      | $21333768.92  | 0.09%             | 2032-01-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                           | Howard Hughes Corp/The                                                                                                                     | CUSIP: 44267DAG2<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   23101000 | PA      | $22253442.79  | 0.10%             | 2032-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                        | HUB International Ltd                                                                                                                      | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   17259000 | PA      | $17614328.29  | 0.08%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                                     | Hughes Satellite Systems Corp                                                                                                              | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16709000 | PA      | $14871839.10  | 0.07%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                                     | Hughes Satellite Systems Corp                                                                                                              | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   29131000 | PA      | $21947004.09  | 0.10%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HUNT COS INC                                                 | Hunt Cos Inc                                                                                                                               | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |   27346000 | PA      | $25680398.89  | 0.11%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JB Hunt Transport Services Inc                               | JB Hunt Transport Services Inc                                                                                                             | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |     109446 | NS      | $23191607.40  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES                                        | Huntington Bancshares Inc/OH                                                                                                               | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   30918000 | PA      | $31570061.55  | 0.14%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                        | Huntington Bancshares Inc/OH                                                                                                               | CUSIP: 446150BG8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   28025000 | PA      | $27632526.69  | 0.12%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                            | Huntington Ingalls Industries Inc                                                                                                          | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      47584 | NS      | $18077161.60  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                     | Huntington Ingalls Industries Inc                                                                                                          | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   21770000 | PA      | $21366862.05  | 0.09%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                     | Huntington Ingalls Industries Inc                                                                                                          | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   18243000 | PA      | $18603372.22  | 0.08%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                     | Huntington Ingalls Industries Inc                                                                                                          | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   17057000 | PA      | $17680230.03  | 0.08%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                 | Hudson Yards 2025-SPRL Mortgage Trust                                                                                                      | CUSIP: 44855PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11210000 | PA      | $11519666.16  | 0.05%             | 2040-01-13      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                 | Hudson Yards 2025-SPRL Mortgage Trust                                                                                                      | CUSIP: 44855PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4650000 | PA      | $4660685.70   | 0.02%             | 2040-01-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| ILFC E-CAPITAL TRUST I                                       | ILFC E-Capital Trust I                                                                                                                     | CUSIP: 44965TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   28720000 | PA      | $24488593.37  | 0.11%             | 2065-12-21      | Variable      | 6.38%                 | No            |                  2 | On Loan: —       |
| ILFC E-CAPITAL TRUST II                                      | ILFC E-Capital Trust II                                                                                                                    | CUSIP: 44965UAA2<br>LEI: N/A                  | Long             | SN               | CORP              | US        |   20873000 | PA      | $18235420.93  | 0.08%             | 2065-12-21      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                            | INEOS Finance PLC                                                                                                                          | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |   22787000 | PA      | $22127279.89  | 0.10%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| ITR CONCESSION CO LLC                                        | ITR Concession Co LLC                                                                                                                      | CUSIP: 450636AC9<br>LEI: 5493007GBY3OBTILCX44 | Long             | DBT              | CORP              | US        |   12438000 | PA      | $12167677.48  | 0.05%             | 2035-07-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| IDACORP Inc                                                  | IDACORP Inc                                                                                                                                | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     202568 | NS      | $28961146.96  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| IDAHO POWER CO                                               | Idaho Power Co                                                                                                                             | CUSIP: 45138LBK8<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |   21255000 | PA      | $21585979.03  | 0.09%             | 2034-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                               | Idaho Power Co                                                                                                                             | CUSIP: 45138LBL6<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |   25247000 | PA      | $24885664.43  | 0.11%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                 | Illumina Inc                                                                                                                               | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   16300000 | PA      | $16230129.89  | 0.07%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                            | Imola Merger Corp                                                                                                                          | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18106000 | PA      | $17609872.06  | 0.08%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                      | Imperial Brands Finance PLC                                                                                                                | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   16234000 | PA      | $16377744.60  | 0.07%             | 2035-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                      | Crescent Energy Finance LLC                                                                                                                | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   48661000 | PA      | $48685053.13  | 0.21%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                      | Crescent Energy Finance LLC                                                                                                                | CUSIP: 45344LAH6<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   12476000 | PA      | $12577804.16  | 0.05%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                            | Iron Mountain Inc                                                                                                                          | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   22889000 | PA      | $22283778.22  | 0.10%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                            | Iron Mountain Inc                                                                                                                          | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   67416000 | PA      | $63340224.15  | 0.28%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                            | Iron Mountain Inc                                                                                                                          | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   23442000 | PA      | $23385793.12  | 0.10%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ISTANBUL METROPOLITAN MU                                     | Istanbul Metropolitan Municipality                                                                                                         | CUSIP: 46522TAC2<br>LEI: 213800T1VDQSNKA2MD76 | Long             | DBT              | NUSS              | TR        |   20592000 | PA      | $22046610.44  | 0.10%             | 2028-12-06      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                            | Ivanhoe Mines Ltd                                                                                                                          | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |   20682000 | PA      | $20922345.52  | 0.09%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                | J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-BOLT                                                                           | CUSIP: 46653HAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   41665000 | PA      | $600625.97    | 0.00%             | 2033-08-15      | Floating      | 11.14%                | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                                     | Jacobs Engineering Group Inc                                                                                                               | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |   27604000 | PA      | $28590356.62  | 0.12%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                      | Jane Street Group / JSG Finance Inc                                                                                                        | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21694000 | PA      | $22313710.80  | 0.10%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                      | Jane Street Group / JSG Finance Inc                                                                                                        | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   36068000 | PA      | $36619046.90  | 0.16%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                            | Japan Tobacco Inc                                                                                                                          | CUSIP: 471105AE6<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   30426000 | PA      | $31939894.01  | 0.14%             | 2035-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                                     | Jersey Mike's Funding LLC                                                                                                                  | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17572500 | PA      | $17797691.59  | 0.08%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                      | JetBlue Airways Corp / JetBlue Loyalty LP                                                                                                  | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   57309000 | PA      | $54238288.65  | 0.24%             | 2031-09-20      | Fixed         | 9.88%                 | 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        |    9611220 | PA      | $8997888.11   | 0.04%             | 2028-05-15      | Fixed         | 2.95%                 | 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        |   11613523 | PA      | $11722174.45  | 0.05%             | 2029-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                                      | JT International Financial Services BV                                                                                                     | CUSIP: 480914AA8<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |   12475000 | PA      | $13871753.89  | 0.06%             | 2032-10-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                         | Kaiser Aluminum Corp                                                                                                                       | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   29297000 | PA      | $27705636.76  | 0.12%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                      | KeyCorp                                                                                                                                    | CUSIP: 49326EER0<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   22797000 | PA      | $22337073.94  | 0.10%             | 2037-01-28      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| CATURUS ENERGY LLC                                           | Caturus Energy LLC                                                                                                                         | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |   20966000 | PA      | $21769731.61  | 0.10%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORP                                            | Kinross Gold Corp                                                                                                                          | CUSIP: 496902AT4<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |   37165000 | PA      | $39661228.85  | 0.17%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kirby Corp                                                   | Kirby Corp                                                                                                                                 | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      95170 | NS      | $12646189.60  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAKEN OIL & GAS PARTNER                                     | Kraken Oil & Gas Partners LLC                                                                                                              | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |   27878000 | PA      | $28484430.13  | 0.12%             | 2029-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                     | LABL Inc                                                                                                                                   | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |   24003000 | PA      | $11641455.00  | 0.05%             | 2028-11-01      | None          | 5.88%                 | No            |                  2 | On Loan: —       |
| LABL INC                                                     | LABL Inc                                                                                                                                   | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |   24248000 | PA      | $12124000.00  | 0.05%             | 2031-10-01      | None          | 8.62%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                | LGI Homes Inc                                                                                                                              | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |   33895000 | PA      | $31480398.16  | 0.14%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| LKQ CORP                                                     | LKQ Corp                                                                                                                                   | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |   27041000 | PA      | $27871903.14  | 0.12%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                             | LPL Holdings Inc                                                                                                                           | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   30180000 | PA      | $30796932.92  | 0.13%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                             | LPL Holdings Inc                                                                                                                           | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   16822000 | PA      | $16763425.12  | 0.07%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                          | LYB International Finance III LLC                                                                                                          | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   46059000 | PA      | $46235949.47  | 0.20%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| LADDER CAP FIN LLLP/CORP                                     | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                                         | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              |  | US        |   20758000 | PA      | $20810288.78  | 0.09%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                              | Lamb Weston Holdings Inc                                                                                                                   | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |   29214000 | PA      | $27832814.67  | 0.12%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                          | LBM Acquisition LLC                                                                                                                        | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |   45893000 | PA      | $40004772.06  | 0.17%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                        | Level 3 Financing Inc                                                                                                                      | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   12696000 | PA      | $12313646.63  | 0.05%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                        | Level 3 Financing Inc                                                                                                                      | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   60034000 | PA      | $56431960.00  | 0.25%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                        | Level 3 Financing Inc                                                                                                                      | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   18460000 | PA      | $17190875.00  | 0.08%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                        | Level 3 Financing Inc                                                                                                                      | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   45668197 | PA      | $47694116.31  | 0.21%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                         | LifePoint Health Inc                                                                                                                       | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   18973000 | PA      | $20428608.56  | 0.09%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                          | Lightning Power LLC                                                                                                                        | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |   52794000 | PA      | $54918839.71  | 0.24%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LIGHTPATH FIBER ISSUER LLC                                   | Lightpath Fiber Issuer LLC                                                                                                                 | CUSIP: 53229YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   47220000 | PA      | $47204266.30  | 0.21%             | 2056-03-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Lincoln Electric Holdings Inc                                | Lincoln Electric Holdings Inc                                                                                                              | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      76142 | NS      | $18965449.36  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                     | Lindblad Expeditions LLC                                                                                                                   | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |   36149000 | PA      | $36929673.80  | 0.16%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lineage Inc                                                  | Lineage Inc                                                                                                                                | CUSIP: 53566V106<br>LEI: N/A                  | Long             | EC               |  | US        |      29773 | NS      | $975363.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LLOYDS BANKING GROUP PLC                                     | Lloyds Banking Group PLC                                                                                                                   | CUSIP: 539439BF5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   20798000 | PA      | $19869040.69  | 0.09%             | 2035-09-27      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| LONG RIDGE ENERGY LLC                                        | Long Ridge Energy LLC                                                                                                                      | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |   30323000 | PA      | $31835147.36  | 0.14%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                       | Lumen Technologies Inc                                                                                                                     | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   13889000 | PA      | $13170072.58  | 0.06%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                                            | MC Brazil Downstream Trading SARL                                                                                                          | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |   24914199 | PA      | $22472856.63  | 0.10%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                                       | MIWD Holdco II LLC / MIWD Finance Corp                                                                                                     | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   29775000 | PA      | $25749038.88  | 0.11%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| MA'ADEN SUKUK LTD                                            | Ma'aden Sukuk Ltd                                                                                                                          | CUSIP: 55407NAB8<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |   13392000 | PA      | $13434386.22  | 0.06%             | 2035-02-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                     | Macquarie Airfinance Holdings Ltd                                                                                                          | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   41484000 | PA      | $43464996.24  | 0.19%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                         | MAD Commercial Mortgage Trust 2025-11MD                                                                                                    | CUSIP: 55616AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   45035000 | PA      | $45381719.96  | 0.20%             | 2042-10-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Madison Square Garden Entertainment Corp                     | Madison Square Garden Entertainment Corp                                                                                                   | CUSIP: 558256103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     190330 | NS      | $11212340.30  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                       | Discovery Global Holdings Inc                                                                                                              | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   31044000 | PA      | $27512745.00  | 0.12%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                       | Discovery Global Holdings Inc                                                                                                              | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   44991000 | PA      | $27388271.25  | 0.12%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                       | Discovery Global Holdings Inc                                                                                                              | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   87721000 | PA      | $58010399.06  | 0.25%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MARUBENI CORP                                                | Marubeni Corp                                                                                                                              | CUSIP: 573810AE8<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | DBT              | CORP              | JP        |   20673000 | PA      | $21132776.20  | 0.09%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| MARVELL TECHNOLOGY INC                                       | Marvell Technology Inc                                                                                                                     | CUSIP: 573874AQ7<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |   21787000 | PA      | $23066081.00  | 0.10%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST STADIUM AUTH REVENUE                             | Maryland Stadium Authority                                                                                                                 | CUSIP: 574296FU8<br>LEI: 549300VA283TTQRDNF71 | Long             | DBT              | MUN               | US        |   21620000 | PA      | $21361269.14  | 0.09%             | 2055-06-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                                   | MasTec Inc                                                                                                                                 | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   19917000 | PA      | $20585761.08  | 0.09%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                         | Matador Resources Co                                                                                                                       | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   22263000 | PA      | $22521696.73  | 0.10%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                         | Matador Resources Co                                                                                                                       | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   14359000 | PA      | $14276969.47  | 0.06%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                       | Mauser Packaging Solutions Holding Co                                                                                                      | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   25576000 | PA      | $25594286.84  | 0.11%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                       | Mauser Packaging Solutions Holding Co                                                                                                      | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   21334000 | PA      | $19840146.39  | 0.09%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                               | McCormick & Co Inc/MD                                                                                                                      | CUSIP: 579780AT4<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |   14652000 | PA      | $14496595.91  | 0.06%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                        | McGraw-Hill Education Inc                                                                                                                  | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   21389000 | PA      | $21849013.22  | 0.10%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                                      | Meituan                                                                                                                                    | CUSIP: 58533EAF0<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |   32443000 | PA      | $32265879.39  | 0.14%             | 2029-10-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                        | Melco Resorts Finance Ltd                                                                                                                  | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |   11666000 | PA      | $11848285.57  | 0.05%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                        | Melco Resorts Finance Ltd                                                                                                                  | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |   22695000 | PA      | $21802649.17  | 0.10%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MEMPHIS-SHELBY CNTY TN INDL DEV BRD ECON DEV GROWTH ENGINE T | Memphis-Shelby County Industrial Development Board                                                                                         | CUSIP: 58611YAD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   22085000 | PA      | $16688371.24  | 0.07%             | 2045-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                             | MercadoLibre Inc                                                                                                                           | CUSIP: 58733RAG7<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |   22865000 | PA      | $22217920.50  | 0.10%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                         | Michaels Cos Inc/The                                                                                                                       | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   34317000 | PA      | $33443598.03  | 0.15%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                        | Micron Technology Inc                                                                                                                      | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   12583000 | PA      | $13175128.42  | 0.06%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                                     | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                                                                                  | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   44276000 | PA      | $42964062.27  | 0.19%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                      | Millrose Properties Inc                                                                                                                    | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              |  | US        |   21478000 | PA      | $21485815.84  | 0.09%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                      | Millrose Properties Inc                                                                                                                    | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              |  | US        |   17633000 | PA      | $17332054.06  | 0.08%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                          | Minejesa Capital BV                                                                                                                        | CUSIP: 602736AA8<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |   19812672 | PA      | $19614951.44  | 0.09%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV                                       | Minera Mexico SA de CV                                                                                                                     | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |   45208000 | PA      | $45782141.60  | 0.20%             | 2032-02-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MOBILE CNTY AL INDL DEV AUTH SOL WST DISP REVENUE            | Mobile County Industrial Development Authority                                                                                             | CUSIP: 60733UAB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   22700000 | PA      | $20868625.29  | 0.09%             | 2054-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                             | Modena Buyer LLC Term Loan                                                                                                                 | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |          0 | PA      | $0.01         | 0.00%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                        | Molina Healthcare Inc                                                                                                                      | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   25404000 | PA      | $22729842.86  | 0.10%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc                                 | Monolithic Power Systems Inc                                                                                                               | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      26171 | NS      | $28614062.85  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTEGO BAY AIRPORT REVE                                     | Montego Bay Airport Revenue Finance Ltd                                                                                                    | CUSIP: 61238BAA9<br>LEI: 2549008BQQ5ON8H2UC19 | Long             | DBT              | CORP              | KY        |   22156000 | PA      | $21312521.08  | 0.09%             | 2035-06-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                     | Moog Inc                                                                                                                                   | CUSIP: 615394AP8<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |   23304000 | PA      | $23435472.31  | 0.10%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                          | NCL Corp Ltd                                                                                                                               | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   32970000 | PA      | $32743914.82  | 0.14%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                              | NGPL PipeCo LLC                                                                                                                            | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   20780000 | PA      | $20826554.68  | 0.09%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS                                                 | NMI Holdings Inc                                                                                                                           | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |   18009000 | PA      | $18432572.58  | 0.08%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                              | NGPL PipeCo LLC                                                                                                                            | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   24487000 | PA      | $22525737.98  | 0.10%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                               | NRG Energy Inc                                                                                                                             | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   28728000 | PA      | $31115727.72  | 0.14%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                               | NRG Energy Inc                                                                                                                             | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   40754000 | PA      | $43986851.80  | 0.19%             | 2028-03-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                               | NRG Energy Inc                                                                                                                             | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   24526000 | PA      | $24317580.50  | 0.11%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NYO Commercial Mortgage Trust                                | NYO Commercial Mortgage Trust 2021-1290                                                                                                    | CUSIP: 62955HAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9480000 | PA      | $9444770.42   | 0.04%             | 2038-12-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| NYO Commercial Mortgage Trust                                | NYO Commercial Mortgage Trust 2021-1290                                                                                                    | CUSIP: 62955HAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16430000 | PA      | $16252439.35  | 0.07%             | 2038-11-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| NY Commercial Mortgage Trust                                 | NY Commercial Mortgage Trust 2025-299P                                                                                                     | CUSIP: 62957FAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12525000 | PA      | $12877973.29  | 0.06%             | 2047-02-10      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                       | NYC Commercial Mortgage Trust 2026-1PARK                                                                                                   | CUSIP: 62979QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6560000 | PA      | $6545428.27   | 0.03%             | 2043-02-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                       | NYC Commercial Mortgage Trust 2026-1PARK                                                                                                   | CUSIP: 62979QAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6980000 | PA      | $7025008.65   | 0.03%             | 2043-02-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| FANUC Corp                                                   | FANUC Corp                                                                                                                                 | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |     618600 | NS      | $21562496.40  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                         | National Fuel Gas Co                                                                                                                       | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   21799000 | PA      | $22307242.81  | 0.10%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                     | Navoi Mining & Metallurgical Combinat                                                                                                      | CUSIP: 63890CAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |   35021000 | PA      | $36102667.36  | 0.16%             | 2030-05-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                            | NatWest Group PLC                                                                                                                          | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   22107000 | PA      | $23941593.61  | 0.10%             | 2033-11-10      | Fixed         | 8.12%                 | No            |                  2 | On Loan: —       |
| NETAPP INC                                                   | NetApp Inc                                                                                                                                 | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |   21843000 | PA      | $20072159.16  | 0.09%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN GRP/FIN                                     | Neuberger Berman Group LLC / Neuberger Berman Finance Corp                                                                                 | CUSIP: 64128XAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25846000 | PA      | $22108429.58  | 0.10%             | 2045-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Frontera Generation Holdings LLC                             | Frontera Generation Holdings LLC 2021 2nd Lien Term Loan                                                                                   | CUSIP: 64440DAD7<br>LEI: 549300Z0VKX5FIRQMN80 | Long             | LON              | CORP              | US        |    1720948 | PA      | $1686528.79   | 0.01%             | 2028-07-28      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                                            | Japan Tobacco Inc                                                                                                                          | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |     666200 | NS      | $25558008.98  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                                        | Kirin Holdings Co Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |    1522700 | NS      | $24220351.59  | 0.11%             |  |  |  | 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        |    8768000 | PA      | $9645198.07   | 0.04%             | 2029-03-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                                            | Newmark Group Inc                                                                                                                          | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20249000 | PA      | $21240289.80  | 0.09%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                            | Nexa Resources SA                                                                                                                          | CUSIP: 65290DAC7<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |   31023000 | PA      | $32203968.67  | 0.14%             | 2037-04-08      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| Nextpower Inc                                                | Nextpower Inc                                                                                                                              | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     234953 | NS      | $28323584.15  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                                 | NiSource Inc                                                                                                                               | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   21623000 | PA      | $22201501.74  | 0.10%             | 2055-03-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                              | Nissan Motor Co Ltd                                                                                                                        | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   12134000 | PA      | $11812816.66  | 0.05%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                              | Nissan Motor Co Ltd                                                                                                                        | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   66482000 | PA      | $60427962.27  | 0.26%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                      | Nissan Motor Acceptance Co LLC                                                                                                             | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   12329000 | PA      | $12528664.83  | 0.05%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                      | Nissan Motor Acceptance Co LLC                                                                                                             | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   33247000 | PA      | $31980488.78  | 0.14%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                              | Nissan Motor Co Ltd                                                                                                                        | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   18465000 | PA      | $18716392.48  | 0.08%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                              | Nissan Motor Co Ltd                                                                                                                        | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   22492000 | PA      | $23160941.99  | 0.10%             | 2035-07-17      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                              | Nordea Bank Abp                                                                                                                            | CUSIP: 65558RAK5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   12996000 | PA      | $12935720.65  | 0.06%             | 2031-09-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| Continental Credit Card llc                                  | Continental Finance Credit Card ABS Master Trust                                                                                           | CUSIP: 66981PAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   33925000 | PA      | $34073197.97  | 0.15%             | 2032-12-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                 | Novelis Corp                                                                                                                               | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   36313000 | PA      | $34379796.83  | 0.15%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                 | Novelis Corp                                                                                                                               | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   33912000 | PA      | $34232502.31  | 0.15%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                           | nVent Finance Sarl                                                                                                                         | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |   20244000 | PA      | $18000463.36  | 0.08%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                           | nVent Finance Sarl                                                                                                                         | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |   36050000 | PA      | $37011447.73  | 0.16%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OGX AUSTRIA GMBH                                             | OGX Austria GmbH                                                                                                                           | CUSIP: 670849AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |   20000000 | PA      | $400.00       | 0.00%             | 2018-06-01      | None          | 8.50%                 | No            |                  3 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                      | OAK-Eagle Acquireco Inc                                                                                                                    | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |   20848000 | PA      | $21614047.88  | 0.09%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                      | OAK-Eagle Acquireco Inc                                                                                                                    | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |   20616000 | PA      | $21596222.15  | 0.09%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                    | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     428271 | NS      | $27837615.00  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   18501000 | PA      | $20600548.98  | 0.09%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   42677000 | PA      | $44235307.98  | 0.19%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   17825000 | PA      | $20299591.28  | 0.09%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   18612000 | PA      | $18901933.27  | 0.08%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   19839000 | PA      | $20188781.41  | 0.09%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| OCEANEERING INTL INC                                         | Oceaneering International Inc                                                                                                              | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |   32636000 | PA      | $32789454.47  | 0.14%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                       | Old Republic International Corp                                                                                                            | CUSIP: 680223AM6<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |   20916000 | PA      | $21374430.19  | 0.09%             | 2034-03-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                     | Olympus Water US Holding Corp                                                                                                              | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   27168000 | PA      | $26563044.71  | 0.12%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                     | 1011778 BC ULC / New Red Finance Inc                                                                                                       | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   20619000 | PA      | $20963955.87  | 0.09%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                                                                                  | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   20473000 | PA      | $21474694.96  | 0.09%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                                                                                  | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   19886000 | PA      | $21057065.66  | 0.09%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                         | OneMain Finance Corp                                                                                                                       | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   22340000 | PA      | $22473481.50  | 0.10%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                         | OneMain Finance Corp                                                                                                                       | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   18166000 | PA      | $17775901.50  | 0.08%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                         | OneMain Finance Corp                                                                                                                       | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   23130000 | PA      | $22207173.14  | 0.10%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                               | 1261229 BC Ltd                                                                                                                             | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   56491000 | PA      | $57885706.30  | 0.25%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OPAL BIDCO                                                   | OPAL BIDCO                                                                                                                                 | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |   30469000 | PA      | $30516805.86  | 0.13%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                 | Fibercop SpA                                                                                                                               | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |   22020000 | PA      | $21002369.92  | 0.09%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                                                                                | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   71742000 | PA      | $67329813.19  | 0.29%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                                                                                | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   26453000 | PA      | $24570264.07  | 0.11%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                     | ORLEN SA                                                                                                                                   | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |   19122000 | PA      | $19518112.99  | 0.09%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                               | OWN Equipment Fund I LLC                                                                                                                   | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   28174756 | PA      | $28385785.05  | 0.12%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PLYM Commercial Mortgage Trust                               | PLYM Commercial Mortgage Trust 2026-IND                                                                                                    | CUSIP: 69292BAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28080000 | PA      | $27869975.64  | 0.12%             | 2043-03-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                    | PG&E Corp                                                                                                                                  | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   23010000 | PA      | $22746841.53  | 0.10%             | 2056-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| TXNM ENERGY INC                                              | TXNM Energy Inc                                                                                                                            | CUSIP: 69349HAJ6<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | DBT              | CORP              | US        |   25854000 | PA      | $25790617.63  | 0.11%             | 2056-07-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings Grantor Trust                  | Pagaya Point of Sale Holdings Grantor Trust 2025-1                                                                                         | CUSIP: 694952AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22375000 | PA      | $22459523.80  | 0.10%             | 2034-01-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BANC OF CALIFORNIA                                           | Banc of California                                                                                                                         | CUSIP: 69506YSC4<br>LEI: 549300A7DTSCJLJ33451 | Long             | SN               | CORP              | US        |   17879000 | PA      | $17923697.50  | 0.08%             | 2031-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PALOMINO FUNDING TRUST I                                     | Palomino Funding Trust I                                                                                                                   | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   44964000 | PA      | $46996317.49  | 0.21%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                        | Panama Government International Bonds                                                                                                      | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   38693000 | PA      | $40253101.76  | 0.18%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                        | Panther Escrow Issuer LLC                                                                                                                  | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20598000 | PA      | $20677590.67  | 0.09%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                      | Park River Holdings Inc                                                                                                                    | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |   43468000 | PA      | $43300309.15  | 0.19%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                       | Patrick Industries Inc                                                                                                                     | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |   21182000 | PA      | $21209768.33  | 0.09%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                        | PennyMac Financial Services Inc                                                                                                            | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   22745000 | PA      | $23281008.67  | 0.10%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                        | PennyMac Financial Services Inc                                                                                                            | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   21685000 | PA      | $21566270.29  | 0.09%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                        | PennyMac Financial Services Inc                                                                                                            | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   23229000 | PA      | $22439616.79  | 0.10%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                     | Performance Food Group Inc                                                                                                                 | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   33766000 | PA      | $33870573.30  | 0.15%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Perimeter Master Note Business Trust                         | Perimeter Master Note Business Trust                                                                                                       | CUSIP: 71384PBC4<br>LEI: 5493005H6EB040833X54 | Long             | ABS-O            | CORP              | US        |   30000000 | PA      | $29878914.00  | 0.13%             | 2030-12-16      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                     | Perrigo Finance Unlimited Co                                                                                                               | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |   18176000 | PA      | $16428507.38  | 0.07%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                          | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   54024000 | PA      | $43151413.39  | 0.19%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                          | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   67793000 | PA      | $77280291.39  | 0.34%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                     | PetSmart LLC / PetSmart Finance Corp                                                                                                       | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22481000 | PA      | $22607230.82  | 0.10%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                      | Phillips Edison Grocery Center Operating Partnership I LP                                                                                  | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |   16479000 | PA      | $16937160.20  | 0.07%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                      | Phillips Edison Grocery Center Operating Partnership I LP                                                                                  | CUSIP: 71845JAC2<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |   14635000 | PA      | $14203968.81  | 0.06%             | 2035-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                     | Piedmont Operating Partnership LP                                                                                                          | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |   33284000 | PA      | $36351536.98  | 0.16%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| PIEDMONT OPERATING PARTN                                     | Piedmont Operating Partnership LP                                                                                                          | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |   13496000 | PA      | $13122267.69  | 0.06%             | 2033-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                                                  | Polaris Inc                                                                                                                                | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |   22499000 | PA      | $22309674.96  | 0.10%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PROAMPAC PG BORROWER LLC                                     | Proampac PG Borrower LLC 2026 USD Term Loan B                                                                                              | CUSIP: 74274NAM5<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |   37112596 | PA      | $35934271.29  | 0.16%             | 2033-03-07      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                         | Provincia de Cordoba                                                                                                                       | CUSIP: 74408DAF1<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |   30534000 | PA      | $31279029.60  | 0.14%             | 2032-07-02      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                         | Provincia de Cordoba                                                                                                                       | CUSIP: 74408DAG9<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |   27287000 | PA      | $26093193.75  | 0.11%             | 2035-02-03      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI TOLL REVENUE                              | Public Finance Authority                                                                                                                   | CUSIP: 74448UAD0<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   24515000 | PA      | $25039113.54  | 0.11%             | 2065-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                             | Puget Energy Inc                                                                                                                           | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   26045000 | PA      | $25274483.68  | 0.11%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                             | Puget Energy Inc                                                                                                                           | CUSIP: 745310AT9<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   18253000 | PA      | $18184456.33  | 0.08%             | 2056-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                               | PulteGroup Inc                                                                                                                             | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12176000 | PA      | $13067132.46  | 0.06%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                    | Qorvo Inc                                                                                                                                  | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   21594000 | PA      | $21143803.97  | 0.09%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                    | Qorvo Inc                                                                                                                                  | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   22864000 | PA      | $20695038.88  | 0.09%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                          | Quanta Services Inc                                                                                                                        | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   21175000 | PA      | $21312834.85  | 0.09%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                        | QXO Building Products Inc                                                                                                                  | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |   33053000 | PA      | $33742683.90  | 0.15%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                        | Quikrete Holdings Inc                                                                                                                      | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   31693000 | PA      | $32160566.83  | 0.14%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                     | RHP Hotel Properties LP / RHP Finance Corp                                                                                                 | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              |  | US        |   15178000 | PA      | $15466169.51  | 0.07%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                   | ROCK Trust 2024-CNTR                                                                                                                       | CUSIP: 74970WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13410000 | PA      | $13727048.61  | 0.06%             | 2041-11-13      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                   | ROCK Trust 2024-CNTR                                                                                                                       | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   56095000 | PA      | $58519650.28  | 0.26%             | 2041-11-13      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                     | RHP Hotel Properties LP / RHP Finance Corp                                                                                                 | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              |  | US        |   24067000 | PA      | $23769620.93  | 0.10%             | 2034-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                            | Rakuten Group Inc                                                                                                                          | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    9045000 | PA      | $9648217.74   | 0.04%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                              | Rand Parent LLC                                                                                                                            | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   39771000 | PA      | $40856947.16  | 0.18%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RAYONIER LP                                                  | Rayonier LP                                                                                                                                | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              |  | US        |   45499000 | PA      | $40916609.16  | 0.18%             | 2031-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                           | Regal Rexnord Corp                                                                                                                         | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   20719000 | PA      | $21261900.58  | 0.09%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                           | Regal Rexnord Corp                                                                                                                         | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   36534000 | PA      | $38633056.22  | 0.17%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                       | Regions Financial Corp                                                                                                                     | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   18018000 | PA      | $18050011.68  | 0.08%             | 2035-09-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC                                        | Rentokil Terminix Funding LLC                                                                                                              | CUSIP: 760130AB0<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   26944000 | PA      | $27145749.94  | 0.12%             | 2035-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAP MARKETS                                       | Repsol E&P Capital Markets US LLC                                                                                                          | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |   11506000 | PA      | $11717516.29  | 0.05%             | 2035-09-16      | Fixed         | 5.98%                 | 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        |   42245000 | PA      | $36344098.85  | 0.16%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RIVIAN HLD/AUTO LLC                                          | Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC                                                                                       | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24777000 | PA      | $24095020.51  | 0.11%             | 2031-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| ROBLOX CORP                                                  | ROBLOX Corp                                                                                                                                | CUSIP: 771049AA1<br>LEI: 529900ANZDBDFU91SO19 | Long             | DBT              | CORP              | US        |   25180000 | PA      | $23677831.70  | 0.10%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                           | Roche Holdings Inc                                                                                                                         | CUSIP: 771196CU4<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   27046000 | PA      | $26587393.69  | 0.12%             | 2035-12-02      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                                     | TGNR Intermediate Holdings LLC                                                                                                             | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    8193000 | PA      | $8016990.60   | 0.04%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                               | Rocket Cos Inc                                                                                                                             | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   31943000 | PA      | $32326124.34  | 0.14%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                     | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                                        | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23911000 | PA      | $21451203.70  | 0.09%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                                       | Yara International ASA                                                                                                                     | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |     285497 | NS      | $16688547.88  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ROLLINS INC                                                  | Rollins Inc                                                                                                                                | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |   21393000 | PA      | $21389054.92  | 0.09%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                      | Romanian Government International Bond                                                                                                     | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   26324000 | PA      | $26182091.53  | 0.11%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                      | Royal Caribbean Cruises Ltd                                                                                                                | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   21096000 | PA      | $21311962.49  | 0.09%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                      | Royal Caribbean Cruises Ltd                                                                                                                | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   60389000 | PA      | $60999138.45  | 0.27%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                           | Royalty Pharma PLC                                                                                                                         | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   32027000 | PA      | $32306230.28  | 0.14%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                                         | SCG Trust 2025-SNIP                                                                                                                        | CUSIP: 78398JAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12650000 | PA      | $12696658.26  | 0.06%             | 2042-09-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| SESI LLC                                                     | SESI LLC                                                                                                                                   | CUSIP: 78412FAX2<br>LEI: XDZ56K6RXS5J1ESBZS35 | Long             | DBT              | CORP              | US        |   33755000 | PA      | $34444175.84  | 0.15%             | 2030-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                              | SEB Funding LLC                                                                                                                            | CUSIP: 78433DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   45810000 | PA      | $45557495.28  | 0.20%             | 2056-01-30      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                 | SM Energy Co                                                                                                                               | CUSIP: 78454LAZ3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   23615000 | PA      | $23567170.65  | 0.10%             | 2034-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SV RNO PROPERTY OWNER 1                                      | SV RNO Property Owner 1 LLC                                                                                                                | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23665000 | PA      | $23406757.11  | 0.10%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                               | SWCH Commercial Mortgage Trust 2025-DATA                                                                                                   | CUSIP: 78489CAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   38430000 | PA      | $37891138.38  | 0.17%             | 2042-02-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                               | SNF Group SACA                                                                                                                             | CUSIP: 784944AA8<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |   26987000 | PA      | $27324337.50  | 0.12%             | 2031-03-31      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                                          | SVB Financial Trust                                                                                                                        | CUSIP: 78500B403<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    3121160 | NS      | $202875.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SABAL TRAIL TRANS                                            | Sabal Trail Transmission LLC                                                                                                               | CUSIP: 78516FAA7<br>LEI: 5493002DWITGSZFUI977 | Long             | DBT              | CORP              | US        |   16996000 | PA      | $16797188.10  | 0.07%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SABESP LUX SARL                                              | Sabesp Lux Sarl                                                                                                                            | CUSIP: 785170AB7<br>LEI: 984500C7VFFH4QD3B757 | Long             | DBT              | CORP              | LU        |   21449000 | PA      | $21183421.27  | 0.09%             | 2030-08-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                              | Sands China Ltd                                                                                                                            | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   25193000 | PA      | $25397516.77  | 0.11%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                              | Sands China Ltd                                                                                                                            | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   35200000 | PA      | $33988384.32  | 0.15%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                              | Sands China Ltd                                                                                                                            | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   57502000 | PA      | $54183381.32  | 0.24%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SATURN OIL & GAS INC                                         | Saturn Oil & Gas Inc                                                                                                                       | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |   21474000 | PA      | $22491287.80  | 0.10%             | 2029-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| SLB Ltd                                                      | SLB Ltd                                                                                                                                    | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     547231 | NS      | $28122201.09  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EW SCRIPPS CO                                                | EW Scripps Co/The                                                                                                                          | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |   22684000 | PA      | $22043015.94  | 0.10%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| SEADRILL FINANCE LTD                                         | Seadrill Finance Ltd                                                                                                                       | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |    3000000 | PA      | $3104604.48   | 0.01%             | 2030-08-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                              | Sealed Air Corp                                                                                                                            | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   22562000 | PA      | $21575354.72  | 0.09%             | 2033-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                                     | SeaWorld Parks & Entertainment Inc                                                                                                         | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |   47179000 | PA      | $45090819.72  | 0.20%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                       | Sempra                                                                                                                                     | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   45425000 | PA      | $45298232.45  | 0.20%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| DCP RIGHTS, LLC                                              | SHOW Trust 2022-BIZ                                                                                                                        | CUSIP: 82539LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   81900000 | PA      | $44210610.99  | 0.19%             | 2027-01-15      | Floating      | 6.65%                 | No            |                  3 | On Loan: No      |
| SHRN Trust                                                   | SHRN Trust 2025-MF18                                                                                                                       | CUSIP: 82556AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8370000 | PA      | $8388397.26   | 0.04%             | 2040-10-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| SHRN Trust                                                   | SHRN Trust 2025-MF18                                                                                                                       | CUSIP: 82556AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9400000 | PA      | $9408967.60   | 0.04%             | 2040-10-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group Inc                                | Sinclair Television Group Inc 2025 Term Loan B6                                                                                            | CUSIP: 829229AU7<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |   39969739 | PA      | $36022927.51  | 0.16%             | 2029-12-31      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group Inc                                | Sinclair Television Group Inc 2025 Term Loan B7                                                                                            | CUSIP: 829229AV5<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |   38855857 | PA      | $34970271.51  | 0.15%             | 2030-12-31      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                     | Sinclair Television Group Inc                                                                                                              | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |   21898000 | PA      | $22281215.00  | 0.10%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CAN WON/MILLEN                                     | Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC                                                              | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   34669000 | PA      | $34748681.15  | 0.15%             | 2032-01-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                     | South Bow USA Infrastructure Holdings LLC                                                                                                  | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   21521000 | PA      | $21384945.53  | 0.09%             | 2034-10-01      | Fixed         | 5.58%                 | 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        |   27165491 | PA      | $27135990.02  | 0.12%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                         | Smithfield Foods Inc                                                                                                                       | CUSIP: 832248BB3<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   28037000 | PA      | $28299658.75  | 0.12%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                                  | Snap-on Inc                                                                                                                                | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      61844 | NS      | $22462977.68  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAM SPA                                                     | Snam SpA                                                                                                                                   | CUSIP: 83304JAB3<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |   23501000 | PA      | $23976718.99  | 0.10%             | 2035-05-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                     | Snam SpA                                                                                                                                   | CUSIP: 83304JAC1<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |   20010000 | PA      | $20628765.23  | 0.09%             | 2055-05-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA                        | Sociedad Quimica y Minera de Chile SA                                                                                                      | CUSIP: 833635105<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | EC               | CORP              | CL        |     380679 | NS      | $30812158.26  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                     | Sociedad Quimica y Minera de Chile SA                                                                                                      | CUSIP: 833636AQ6<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |   35200000 | PA      | $34326627.46  | 0.15%             | 2056-04-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                             | Societe Generale SA                                                                                                                        | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   20817000 | PA      | $21505978.38  | 0.09%             | 2035-01-19      | Fixed         | 6.07%                 | No            |                  2 | On Loan: —       |
| SOLSTICE ADVANCED MATERI                                     | Solstice Advanced Materials Inc                                                                                                            | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |   33758000 | PA      | $33320233.01  | 0.15%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                                                    | Sotheby's                                                                                                                                  | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |   18248000 | PA      | $18171989.78  | 0.08%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sothebys ArtFi Master Trust                                  | Sotheby's Artfi Master Trust                                                                                                               | CUSIP: 83589DAE6<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |   16315000 | PA      | $16308656.73  | 0.07%             | 2033-06-20      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                     | South Bow Canadian Infrastructure Holdings Ltd                                                                                             | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |   21644000 | PA      | $22549455.10  | 0.10%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                         | Southern Copper Corp                                                                                                                       | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |     167083 | NS      | $28748300.98  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                        | Southwest Airlines Co                                                                                                                      | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   23525000 | PA      | $22094364.29  | 0.10%             | 2035-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                           | Southwest Gas Corp                                                                                                                         | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |   22297000 | PA      | $21321574.92  | 0.09%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                     | Smyrna Ready Mix Concrete LLC                                                                                                              | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   22756000 | PA      | $22598603.57  | 0.10%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                       | Standard Chartered PLC                                                                                                                     | CUSIP: 853254CZ1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   27561000 | PA      | $28650236.90  | 0.13%             | 2035-01-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| STAPLES INC                                                  | Staples Inc                                                                                                                                | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   14837000 | PA      | $13732968.44  | 0.06%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Star Holding LLC                                             | Star Holding LLC 2024 1st Lien Term Loan B                                                                                                 | CUSIP: 85512FAC2<br>LEI: 254900BDGPE9N1WAKD59 | Long             | LON              | CORP              | US        |    8579554 | PA      | $8491613.75   | 0.04%             | 2031-07-31      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| STAR HOLDING LLC                                             | Star Holding LLC                                                                                                                           | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |   14271000 | PA      | $14496267.74  | 0.06%             | 2031-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                      | Starwood Property Trust Inc                                                                                                                | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   29186000 | PA      | $29619528.84  | 0.13%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                                       | Montenegro Government International Bond                                                                                                   | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |   17532000 | PA      | $18269557.39  | 0.08%             | 2031-03-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                            | State Street Corp                                                                                                                          | CUSIP: 857477CS0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   25847000 | PA      | $26244423.47  | 0.11%             | 2030-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp.                                  | FIXED INC CLEARING CORP.REPO                                                                                                               | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |    8056622 | PA      | $8056621.83   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                           | Steel Dynamics Inc                                                                                                                         | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     199857 | NS      | $35974260.00  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEBRIAR ABF LLC                                           | Stonebriar ABF Issuer LLC                                                                                                                  | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22871000 | PA      | $23655635.40  | 0.10%             | 2030-12-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| StoneX Group Inc                                             | StoneX Group Inc                                                                                                                           | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     356883 | NS      | $28782613.95  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                              | Stream Innovations 2024-1 Issuer Trust                                                                                                     | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6780798 | PA      | $6986790.63   | 0.03%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                     | Sumitomo Mitsui Financial Group Inc                                                                                                        | CUSIP: 86562MDK3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   24044000 | PA      | $23769706.05  | 0.10%             | 2034-06-05      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                            | Suncor Energy Inc                                                                                                                          | CUSIP: 867224107<br>LEI: 894500XO86FKXQGPYV71 | Long             | EC               | CORP              | CA        |     333084 | NS      | $22030809.32  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCOR ENERGY INC                                            | Suncor Energy Inc                                                                                                                          | CUSIP: 867229AC0<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |   28398000 | PA      | $31473001.04  | 0.14%             | 2032-02-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                                           | SunCoke Energy Inc                                                                                                                         | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |   24865000 | PA      | $22462130.94  | 0.10%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                    | Sunoco LP                                                                                                                                  | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   33039000 | PA      | $33209216.93  | 0.15%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                     | Suriname Government International Bond                                                                                                     | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |   32637000 | PA      | $33676651.64  | 0.15%             | 2035-11-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SWISS RE SUB FIN PLC                                         | Swiss RE Subordinated Finance PLC                                                                                                          | CUSIP: 87088QAA2<br>LEI: 636700H29EH5Z8ZU8L04 | Long             | DBT              | CORP              | GB        |   20200000 | PA      | $20467390.63  | 0.09%             | 2035-04-05      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                                       | Sydney Airport Finance Co Pty Ltd                                                                                                          | CUSIP: 87124VAG4<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |   32403000 | PA      | $32146966.08  | 0.14%             | 2036-03-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PINNACLE FINANCL PARTNRS                                     | Pinnacle Financial Partners Inc                                                                                                            | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |   18009000 | PA      | $18366087.31  | 0.08%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                               | TD SYNNEX Corp                                                                                                                             | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   27001000 | PA      | $26173841.92  | 0.11%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                          | Synchrony Financial                                                                                                                        | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   19190000 | PA      | $19614099.38  | 0.09%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE H                                     | Synergy Infrastructure Holdings LLC                                                                                                        | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21821000 | PA      | $22297199.68  | 0.10%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TAV HAVALIMANLARI HOLDIN                                     | TAV Havalimanlari Holding AS                                                                                                               | CUSIP: 87216EAA4<br>LEI: 789000PBM9TT5D88M597 | Long             | DBT              | CORP              | TR        |   20581000 | PA      | $20989849.80  | 0.09%             | 2028-12-07      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust                    | TCO Commercial Mortgage Trust 2024-DPM                                                                                                     | CUSIP: 87231EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15070000 | PA      | $15034862.79  | 0.07%             | 2039-12-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust                    | TCO Commercial Mortgage Trust 2024-DPM                                                                                                     | CUSIP: 87231EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8730000 | PA      | $8733741.68   | 0.04%             | 2039-12-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Talen Energy Corp                                            | Talen Energy Corp                                                                                                                          | CUSIP: 87422Q109<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | EC               | CORP              | US        |      76139 | NS      | $24305852.97  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                      | Talen Energy Supply LLC                                                                                                                    | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   24852000 | PA      | $26083093.52  | 0.11%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                      | Talen Energy Supply LLC                                                                                                                    | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   14966000 | PA      | $14809805.84  | 0.06%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                      | Talen Energy Supply LLC                                                                                                                    | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   40491000 | PA      | $40793902.24  | 0.18%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                            | Tampa Electric Co                                                                                                                          | CUSIP: 875127BN1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |   42089000 | PA      | $42236999.66  | 0.18%             | 2035-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Tank Holding Corp                                            | Tank Holding Corp 2022 Term Loan                                                                                                           | CUSIP: 87583FAN8<br>LEI: 549300WQKU58ILVYFJ26 | Long             | LON              | CORP              | US        |   21431988 | PA      | $19248711.81  | 0.08%             | 2028-03-31      | Floating      | 9.52%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                     | Team Health Holdings Inc                                                                                                                   | CUSIP: 87817AAE7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |    9757000 | PA      | $9638863.71   | 0.04%             | 2028-06-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                  | Tenneco Inc                                                                                                                                | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |   32145000 | PA      | $32050278.33  | 0.14%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CMG Media Corporation                                        | CMG Media Corporation 2024 Term Loan                                                                                                       | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   23198814 | PA      | $21830083.96  | 0.10%             | 2029-06-18      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                     | Texas Capital Bancshares Inc                                                                                                               | CUSIP: 88224QAC1<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |   22348000 | PA      | $22042386.18  | 0.10%             | 2032-02-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TEXAS Commercial Mortgage Trust                              | TEXAS Commercial Mortgage Trust 2025-TWR                                                                                                   | CUSIP: 88231WAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11830000 | PA      | $11779676.36  | 0.05%             | 2042-04-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                                         | Thaioil Treasury Center Co Ltd                                                                                                             | CUSIP: 88323RAC9<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |   23425000 | PA      | $22613277.13  | 0.10%             | 2031-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TIFFANY & CO                                                 | Tiffany & Co                                                                                                                               | CUSIP: 886546AD2<br>LEI: 549300EJG9IEYQL5XT21 | Long             | DBT              | CORP              | US        |   15113000 | PA      | $13790241.32  | 0.06%             | 2044-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HELLAS II                                                    | Hellas Telecommunications Luxembourg II SCA                                                                                                | CUSIP: 88706QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   15000000 | PA      | $0.00         | 0.00%             | 2015-01-15      | None          | 6.05%                 | No            |                  3 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                        | Topaz Solar Farms LLC                                                                                                                      | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   46643112 | PA      | $46435316.94  | 0.20%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                        | Toronto-Dominion Bank/The                                                                                                                  | CUSIP: 89116C4H7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   21086000 | PA      | $20763245.03  | 0.09%             | 2085-10-31      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| TRANSATLANTIC HOLDINGS                                       | Transatlantic Holdings Inc                                                                                                                 | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |   15659000 | PA      | $18962019.58  | 0.08%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                      | Transcontinental Gas Pipe Line Co LLC                                                                                                      | CUSIP: 893574AS2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   21975000 | PA      | $21789421.78  | 0.10%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                | TransDigm Inc                                                                                                                              | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   38257000 | PA      | $37612715.01  | 0.16%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                | TransDigm Inc                                                                                                                              | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   31150000 | PA      | $31937876.95  | 0.14%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                | TransDigm Inc                                                                                                                              | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   46216000 | PA      | $46241585.18  | 0.20%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                | TransDigm Inc                                                                                                                              | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   22756000 | PA      | $23071284.38  | 0.10%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                | TransDigm Inc                                                                                                                              | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   22841000 | PA      | $22493643.21  | 0.10%             | 2034-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| TRANSOCEAN INTERNTNL LTD                                     | Transocean International Ltd                                                                                                               | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |   21993000 | PA      | $23514695.67  | 0.10%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                     | Transocean International Ltd                                                                                                               | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |   28885000 | PA      | $27769836.81  | 0.12%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: —       |
| TRANSOCEAN INTERNTNL LTD                                     | Transocean International Ltd                                                                                                               | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |   37638000 | PA      | $39497806.49  | 0.17%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                          | Travel + Leisure Co                                                                                                                        | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |   22732000 | PA      | $22453523.91  | 0.10%             | 2033-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                                  | Trimble Inc                                                                                                                                | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |   31018000 | PA      | $32465489.40  | 0.14%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                            | Trinidad & Tobago Government International Bond                                                                                            | CUSIP: 896292AM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |   30657000 | PA      | $30611014.50  | 0.13%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT                                     | Triton Container International Ltd / TAL International Container Corp                                                                      | CUSIP: 89681LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   29178000 | PA      | $28588426.41  | 0.12%             | 2033-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                        | Trivium Packaging Finance BV                                                                                                               | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |   25922000 | PA      | $27141707.87  | 0.12%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                   | Tronox Inc                                                                                                                                 | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |   52194000 | PA      | $41851242.18  | 0.18%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                      | X Corp Term Loan                                                                                                                           | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |          0 | PA      | $0.01         | 0.00%             | 2029-10-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                 | UBS Group AG                                                                                                                               | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   13301000 | PA      | $14984893.30  | 0.07%             | 2033-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                 | UBS Group AG                                                                                                                               | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   24151000 | PA      | $25755960.02  | 0.11%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                                           | Sunrise FinCo I BV                                                                                                                         | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |   53571000 | PA      | $51059323.67  | 0.22%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                             | UWM Holdings LLC                                                                                                                           | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23267000 | PA      | $21208463.81  | 0.09%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                               | US Bank NA                                                                                                                                 | CUSIP: 90357PBC7<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |   12051836 | PA      | $12114451.03  | 0.05%             | 2032-02-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                | UniCredit SpA                                                                                                                              | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   45208000 | PA      | $47586589.99  | 0.21%             | 2034-04-02      | Fixed         | 7.30%                 | 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        |   15558443 | PA      | $15828734.05  | 0.07%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                          | United Airlines Inc                                                                                                                        | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   14775000 | PA      | $14505783.25  | 0.06%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                      | United Airlines 2023-1 Class A Pass Through Trust                                                                                          | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21896961 | PA      | $22614533.55  | 0.10%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2024-1 AA PTT                                     | United Airlines 2024-1 Class AA Pass Through Trust                                                                                         | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   41399546 | PA      | $42322855.24  | 0.19%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS                                     | United Airlines Holdings Inc                                                                                                               | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |   29625000 | PA      | $29049288.49  | 0.13%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                      | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                                                                            | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   46057000 | PA      | $46941329.86  | 0.21%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                        | Universal Health Services Inc                                                                                                              | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   22783000 | PA      | $21763465.76  | 0.10%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                     | Univision Communications Inc                                                                                                               | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   28463000 | PA      | $26761097.61  | 0.12%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                     | USA Compression Partners LP / USA Compression Finance Corp                                                                                 | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13193000 | PA      | $13506547.08  | 0.06%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                     | USA Compression Partners LP / USA Compression Finance Corp                                                                                 | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21772000 | PA      | $21739015.42  | 0.10%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                         | Republic of Uzbekistan International Bond                                                                                                  | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   26666000 | PA      | $27958904.48  | 0.12%             | 2032-05-25      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                                        | VFH Parent LLC / Valor Co-Issuer Inc                                                                                                       | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24820000 | PA      | $25519874.36  | 0.11%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                             | VB-S1 Issuer LLC                                                                                                                           | CUSIP: 91825HAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   33055000 | PA      | $32558414.74  | 0.14%             | 2056-03-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| VSP OPTICAL GROUP INC                                        | VSP Optical Group Inc                                                                                                                      | CUSIP: 91836LAA0<br>LEI: 549300PHX8USLM2BT742 | Long             | DBT              | CORP              | US        |   22340000 | PA      | $21907764.34  | 0.10%             | 2035-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                      | VZ Secured Financing BV                                                                                                                    | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   46331000 | PA      | $39759920.60  | 0.17%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                        | Vale Overseas Ltd                                                                                                                          | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   26500000 | PA      | $26102500.00  | 0.11%             | 2056-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SACA                                               | Vallourec SACA                                                                                                                             | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |    8848000 | PA      | $9283879.02   | 0.04%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                       | Velocity Commercial Capital Loan Trust 2024-2                                                                                              | CUSIP: 92259QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10954659 | PA      | $11067651.71  | 0.05%             | 2054-06-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                        | Venture Global Plaquemines LNG LLC                                                                                                         | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   42640000 | PA      | $44476900.50  | 0.19%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                        | Venture Global Plaquemines LNG LLC                                                                                                         | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   11350000 | PA      | $12028752.70  | 0.05%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                       | Venture Global LNG Inc                                                                                                                     | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   85375000 | PA      | $92358623.78  | 0.40%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                       | Venture Global LNG Inc                                                                                                                     | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   19332000 | PA      | $19270740.18  | 0.08%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                                         | Vermilion Energy Inc                                                                                                                       | CUSIP: 923725AD7<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | CORP              | CA        |   22035000 | PA      | $22306845.80  | 0.10%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                                         | Vermilion Energy Inc                                                                                                                       | CUSIP: 923725AE5<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | CORP              | CA        |   13205000 | PA      | $13329190.65  | 0.06%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| VERTIV HOLDINGS CO                                           | Vertiv Holdings Co                                                                                                                         | CUSIP: 92537NAC2<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |   23719000 | PA      | $22817394.08  | 0.10%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ACPRODUCTS HOLDINGS INC                                      | ACProducts Holdings Inc                                                                                                                    | CUSIP: 92641PAA4<br>LEI: 254900KTNXVUUHWHBF39 | Long             | DBT              | CORP              | US        |   27943000 | PA      | $13412640.00  | 0.06%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                           | Viking Cruises Ltd                                                                                                                         | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   19914000 | PA      | $21018828.72  | 0.09%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                     | Viper Energy Partners LLC                                                                                                                  | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |   18717000 | PA      | $18874316.39  | 0.08%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                     | Virgin Media Finance PLC                                                                                                                   | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |   37963000 | PA      | $31150756.04  | 0.14%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                  | Vistra Corp                                                                                                                                | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   21649000 | PA      | $21691907.45  | 0.09%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                  | Vistra Corp                                                                                                                                | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    7229000 | PA      | $7798146.40   | 0.03%             | 2029-01-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                     | Vistra Operations Co LLC                                                                                                                   | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   34565000 | PA      | $33764064.31  | 0.15%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                             | Vmed O2 UK Financing I PLC                                                                                                                 | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   55119000 | PA      | $47386581.48  | 0.21%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                             | Vmed O2 UK Financing I PLC                                                                                                                 | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   24505000 | PA      | $21109373.52  | 0.09%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                | VoltaGrid LLC                                                                                                                              | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |   21999000 | PA      | $22730884.73  | 0.10%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                            | Vornado Realty LP                                                                                                                          | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |   24364000 | PA      | $21710399.57  | 0.09%             | 2031-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| VORNADO REALTY LP                                            | Vornado Realty LP                                                                                                                          | CUSIP: 929043AN7<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |   22627000 | PA      | $22202130.11  | 0.10%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                         | WEC Energy Group Inc                                                                                                                       | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   34056000 | PA      | $33409273.15  | 0.15%             | 2056-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                         | WR Grace Holdings LLC                                                                                                                      | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |   42181000 | PA      | $41138510.08  | 0.18%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                            | WBI Operating LLC                                                                                                                          | CUSIP: 92944BAB7<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |   25347000 | PA      | $25170965.09  | 0.11%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES                                                | LUXCO3 SHARES                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     561251 | NS      | $9552432.81   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Claires Holdings LLC                                         | CLAIRES HOLDINGS                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      15164 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Gibson Brands                                                | GIBSON BRANDS PRIVATE EQUITY                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     106902 | NS      | $6948630.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WARRIOR MET COAL INC                                         | Warrior Met Coal Inc                                                                                                                       | CUSIP: 93627CAB7<br>LEI: 549300152B1S9YKBYV79 | Long             | DBT              | CORP              | US        |   17451000 | PA      | $17668003.19  | 0.08%             | 2028-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL BANK F                                     | Washington Mutual Bank / Debt not acquired by JPMorgan                                                                                     | CUSIP: 93933WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22500000 | PA      | $0.00         | 0.00%             | 2011-06-15      | None          | 6.88%                 | No            |                  3 | On Loan: No      |
| WATCO COS LLC/FINANCE CO                                     | Watco Cos LLC / Watco Finance Corp                                                                                                         | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25527000 | PA      | $26241628.37  | 0.11%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UTEX                                                         | UTEX                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     113840 | NS      | $3244440.00   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FRONTERA GENERATION                                          | FRONTERA GENERATION                                                                                                                        | CUSIP: 000000000<br>LEI: 549300Z0VKX5FIRQMN80 | Long             | EC               | CORP              | US        |     125994 | NS      | $3338841.00   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                  | Wayfair LLC                                                                                                                                | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |   12821000 | PA      | $13358289.65  | 0.06%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                  | Wayfair LLC                                                                                                                                | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |   22033000 | PA      | $22217897.85  | 0.10%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FGI Operating Company LLC                                    | FGI Operating Company LLC Exit Term Loan                                                                                                   | CUSIP: 30252KAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     687414 | PA      | $0.00         | 0.00%             | 2026-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                     | Weatherford International Ltd                                                                                                              | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |   33114000 | PA      | $33856382.77  | 0.15%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORP                                       | Webster Financial Corp                                                                                                                     | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |   34898000 | PA      | $34110735.67  | 0.15%             | 2029-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LORD ABBETT PVT CR FUND 1 LP                                 | LORD ABBETT PVT CR FUND 1 LP                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | RF                | US        |   14265419 | NS      | $355208945.28 | 1.55%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                                     | Western Alliance Bancorp                                                                                                                   | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |   51424000 | PA      | $49404579.52  | 0.22%             | 2031-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                     | Western Midstream Operating LP                                                                                                             | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   38019000 | PA      | $36931500.72  | 0.16%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                     | Western Midstream Operating LP                                                                                                             | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   20497000 | PA      | $21348927.47  | 0.09%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                | Westlake Corp                                                                                                                              | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   22807000 | PA      | $22744280.29  | 0.10%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                                        | Whistler Pipeline LLC                                                                                                                      | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |   45092000 | PA      | $46221122.62  | 0.20%             | 2034-09-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WILLIAM CARTER                                               | William Carter Co/The                                                                                                                      | CUSIP: 96926JAG2<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |   32277000 | PA      | $32961459.28  | 0.14%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WINDFALL MINING GROUP                                        | Windfall Mining Group Inc / Groupe Minier Windfall Inc                                                                                     | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |   20566000 | PA      | $20919341.98  | 0.09%             | 2032-05-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| RBC Dominion Securities Inc. (London, GB, Branch)            | RBC CAPITAL MARKETS REPO                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |  518000000 | PA      | $518000000.00 | 2.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                         | Wingstop Funding LLC                                                                                                                       | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25092875 | PA      | $24310602.11  | 0.11%             | 2050-12-05      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| WINGSTOP FUNDING LLC                                         | Wingstop Funding LLC                                                                                                                       | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19375000 | PA      | $19712338.13  | 0.09%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                      | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        | 3146800000 | PA      | $167443822.97 | 0.73%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Woodward Inc                                                 | Woodward Inc                                                                                                                               | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      69635 | NS      | $24923759.20  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WULF COMPUTE LLC                                             | WULF Compute LLC                                                                                                                           | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   42769000 | PA      | $45220305.24  | 0.20%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                               | Wynn Macau Ltd                                                                                                                             | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   23813000 | PA      | $23594977.22  | 0.10%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                               | Wynn Macau Ltd                                                                                                                             | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   21688000 | PA      | $21185349.37  | 0.09%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                      | XPO Inc                                                                                                                                    | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   18350000 | PA      | $18939236.85  | 0.08%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                       | XPLR Infrastructure Operating Partners LP                                                                                                  | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   20740000 | PA      | $21844322.04  | 0.10%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| XPLR INFRAST OPERATING                                       | XPLR Infrastructure Operating Partners LP                                                                                                  | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   21746000 | PA      | $22987567.43  | 0.10%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                | ZF North America Capital Inc                                                                                                               | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   21422000 | PA      | $21741359.18  | 0.10%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                | ZF North America Capital Inc                                                                                                               | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   44919000 | PA      | $44322794.60  | 0.19%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                | ZF North America Capital Inc                                                                                                               | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   22555000 | PA      | $21835096.28  | 0.10%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                                      | Zebra Technologies Corp                                                                                                                    | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |   28485000 | PA      | $28701941.76  | 0.13%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                                          | Zaxbys Funding LLC                                                                                                                         | CUSIP: 98920MAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9224525 | PA      | $9365864.09   | 0.04%             | 2054-04-30      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                           | Zegona Finance PLC                                                                                                                         | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |   27622000 | PA      | $29019341.74  | 0.13%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                                             | Zions Bancorp NA                                                                                                                           | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   21981000 | PA      | $22590666.55  | 0.10%             | 2035-11-19      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                                             | Zions Bancorp NA                                                                                                                           | CUSIP: 98971DAE0<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    8742000 | PA      | $8679982.15   | 0.04%             | 2029-02-09      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| ANASTASIA PARENT, LLC                                        | ANASTASIA PARENT, LLC                                                                                                                      | CUSIP: 000000000<br>LEI: 254900JLBMA86EYGCG20 | Long             | EC               | CORP              | US        |     152350 | NS      | $1713937.50   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | 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: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   60151898 | OU      | $-301410.33   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | 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: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   29848102 | OU      | $-149563.47   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | 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: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  128000000 | OU      | $-6919205.12  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | 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: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   97080000 | OU      | $-3851747.05  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | Long: B64129770 IRS USD R V 12MUSCPI 264129772 CCPINFLATIONZERO / Short: B64129770 IRS USD P F  2.66500 264129771 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  200000000 | OU      | $376406.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                              | Long: B33706749 CDS USD R V 03MEVENT 633706751 CCPCORPORATE / Short: B33706749 CDS USD P F  1.00000 633706750 CCPCORPORATE                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   13751000 | OU      | $-43021.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                              | Long: B33706548 CDS USD R V 03MEVENT 633706550 CCPCORPORATE / Short: B33706548 CDS USD P F  1.00000 633706549 CCPCORPORATE                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   22918000 | OU      | $487508.64    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                              | Long: B33706579 CDS USD R V 03MEVENT 633706581 CCPCORPORATE / Short: B33706579 CDS USD P F  1.00000 633706580 CCPCORPORATE                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    9167000 | OU      | $-64567.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | Long: B51360842 IRS USD R V 12MUSCPI 651360844 CCPINFLATIONZERO / Short: B51360842 IRS USD P F  2.81327 651360843 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 2130054000 | OU      | $50375.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                     | Long: S51360846 IRS USD R F  3.18000 651360848 CCPINFLATIONZERO / Short: S51360846 IRS USD P V 12MUSCPI 651360847 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 2130054000 | OU      | $-882332.27   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                              | ASML Holding NV                                                                                                                            | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      20462 | NS      | $27209467.20  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                     | Brazil Notas do Tesouro Nacional Serie F                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  728720000 | PA      | $126371772.57 | 0.55%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                     | Provincia de Buenos Aires/Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |   25673268 | PA      | $19415409.15  | 0.08%             | 2037-09-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Angola Government International Bonds                        | Angola Government International Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   25956000 | PA      | $25237483.15  | 0.11%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| HEATHROW FINANCE PLC                                         | Heathrow Finance PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |   42080000 | PA      | $55349909.89  | 0.24%             | 2031-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Zambia Government International Bonds                        | Zambia Government International Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |   45925668 | PA      | $43131509.16  | 0.19%             | 2033-06-30      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                                         | Republic of Cameroon International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |   32016000 | PA      | $31224903.85  | 0.14%             | 2031-07-31      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| STONEGATE PUB FIN                                            | Stonegate Pub Co Financing 2019 PLC                                                                                                        | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |   16556000 | PA      | $21788866.61  | 0.10%             | 2029-07-31      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds                       | Ukraine Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   74349729 | PA      | $34703662.41  | 0.15%             | 2035-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Romania Government International Bonds                       | Romania Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   22564000 | PA      | $21385517.48  | 0.09%             | 2035-03-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Ghana Government International Bonds                         | Ghana Government International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |   87817293 | PA      | $75121282.62  | 0.33%             | 2035-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                     | Navoi Mining & Metallurgical Combinat                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |   21252000 | PA      | $22244754.88  | 0.10%             | 2031-10-17      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                       | Brazil Letras do Tesouro Nacional                                                                                                          | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  578800000 | PA      | $98228619.15  | 0.43%             | 2027-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PUNCH FINANCE PLC                                            | Punch Finance PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 2138006IJRIU1Q5DN388 | Long             | DBT              | CORP              | GB        |   19851000 | PA      | $26201044.86  | 0.11%             | 2030-12-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                           | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |  140379000 | PA      | $41101026.81  | 0.18%             | 2035-08-12      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP                                           | Czechoslovak Group AS                                                                                                                      | CUSIP: 000000000<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |   26122000 | PA      | $26726740.23  | 0.12%             | 2031-01-10      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                           | Angolan Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   39838000 | PA      | $40365381.02  | 0.18%             | 2031-01-15      | Fixed         | 9.24%                 | Yes           |                  2 | On Loan: No      |
| CORPORACIAN QUIPORT SA                                       | Corp Quiport SA                                                                                                                            | CUSIP: 000000000<br>LEI: 9845008C1QFC4A49E084 | Long             | DBT              | CORP              | EC        |    8218000 | PA      | $8846677.00   | 0.04%             | 2037-12-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                          | Nigeria Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   44378000 | PA      | $46269916.24  | 0.20%             | 2036-01-13      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| BANK HAPOALIM                                                | Bank Hapoalim BM                                                                                                                           | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |   22809000 | PA      | $22545661.66  | 0.10%             | 2033-01-14      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                          | Ecuador Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   48311000 | PA      | $47465557.50  | 0.21%             | 2039-01-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                          | Ecuador Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   48494000 | PA      | $47645355.00  | 0.21%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                             | Roche Holding AG                                                                                                                           | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      80868 | NS      | $32273678.29  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                  | NASDAQ 100 E-MINI JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       -930 | NC      | $6914085.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                       | US LONG BOND(CBT) JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       1291 | NC      | $-4328494.62  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                       | US 5YR NOTE (CBT) JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       3361 | NC      | $-5165169.94  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                       | US 2YR NOTE (CBT) JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      21528 | NC      | $-21323812.50 | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                       | US 10YR ULTRA FUT JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       5892 | NC      | $-13255819.01 | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                     | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   23821000 | PA      | $7975270.80   | 0.03%             | 2027-04-12      | None          | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Fresnillo PLC                                                | Fresnillo PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | GB        |     556340 | NS      | $24660343.12  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Bellis Acquisition Company PLC                               | Bellis Acquisition Company PLC 2024 EUR Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | LON              | CORP              | GB        |   28107692 | PA      | $29061418.33  | 0.13%             | 2031-05-14      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                  | HOLOGIC INC 2026 USD 2nd LIEN TERM LOAN                                                                                                    | CUSIP: 000000000<br>LEI: 9845009E9B4548A5N478 | Long             | LON              | CORP              | US        |   23227000 | PA      | $22994730.00  | 0.10%             | 2034-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SWEETWATER BORROWER LLC                                      | Sweetwater Borrower LLC 2026 Term Loan B                                                                                                   | CUSIP: 000000000<br>LEI: 254900JJU57789DC8283 | Long             | LON              | CORP              | US        |    8231000 | PA      | $8246474.28   | 0.04%             | 2033-02-17      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                     | LABL Inc 2026 USD Interim New Money DIP Term Loan                                                                                          | CUSIP: 000000000<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |    2084953 | PA      | $2089299.90   | 0.01%             | 2026-12-02      | Floating      | 10.38%                | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                     | Provincia de Buenos Aires/Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |    2406868 | PA      | $1820194.29   | 0.01%             | 2037-09-01      | Fixed         | 6.62%                 | Yes           |                  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      | $0.00         | 0.00%             | 2031-10-26      | Variable      | 5.50%                 | Yes           |                  3 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                     | AL Candelaria -spain- SA                                                                                                                   | CUSIP: 000000000<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |    4247000 | PA      | $3748296.03   | 0.02%             | 2033-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Saab AB                                                      | Saab AB                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |     361626 | NS      | $23668332.87  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                 | SK hynix Inc                                                                                                                               | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   13204000 | PA      | $14376034.97  | 0.06%             | 2033-01-17      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                           | Dominican Republic International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |  100000000 | PA      | $1738608.12   | 0.01%             | 2036-06-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                           | Dominican Republic International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |  378950000 | PA      | $6498034.92   | 0.03%             | 2037-03-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Bausch Health Companies Inc                                  | Bausch Health Companies Inc 2025 Term Loan B                                                                                               | CUSIP: 000000000<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | LON              | CORP              | CA        |   23520754 | PA      | $22762797.48  | 0.10%             | 2030-10-08      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                     | AL Candelaria -spain- SA                                                                                                                   | CUSIP: 000000000<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |   19229000 | PA      | $16971034.68  | 0.07%             | 2033-06-15      | Fixed         | 5.75%                 | Yes           |                  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        |   23759296 | PA      | $81108296.89  | 0.35%             | 2028-03-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Arcos Dorados Holdings Inc                                   | Arcos Dorados Holdings Inc                                                                                                                 | CUSIP: 000000000<br>LEI: 54930023P2MIZN13DQ85 | Long             | EC               | CORP              | VG        |    1713013 | NS      | $14132357.25  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CSN ISLANDS XI CORP                                          | CSN Inova Ventures                                                                                                                         | CUSIP: 000000000<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |   43376000 | PA      | $31876152.28  | 0.14%             | 2028-01-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ineos US Finance LLC                                         | Ineos US Finance LLC 2023 USD Term Loan B                                                                                                  | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   16333446 | PA      | $14322390.87  | 0.06%             | 2030-02-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Holdings UK Ltd                                | INEOS Quattro Holdings UK Ltd 2023 USD 1st Lien Term Loan B                                                                                | CUSIP: 000000000<br>LEI: 213800HKSMBSJQ32CA45 | Long             | LON              | CORP              | US        |   45531000 | PA      | $35855662.50  | 0.16%             | 2029-04-02      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                        | Melco Resorts Finance Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |   22496000 | PA      | $21626029.06  | 0.09%             | 2029-12-04      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                      | Studio City Finance Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |   35436000 | PA      | $33259288.07  | 0.15%             | 2029-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                     | Virgin Media Bristol LLC 2023 USD Term Loan Y                                                                                              | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    5836420 | PA      | $5343388.79   | 0.02%             | 2031-03-31      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Viking Holdings Ltd                                          | Viking Holdings Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: 52990032GOPN7BVQMN13 | Long             | EC               | CORP              | BM        |     135085 | NS      | $9926045.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AEGEA FINANCE SARL                                           | Aegea Finance Sarl                                                                                                                         | CUSIP: 000000000<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |   32567000 | PA      | $31744357.58  | 0.14%             | 2031-01-20      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Elbit Systems Ltd                                            | Elbit Systems Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 529900Q9CB1REUMZSS32 | Long             | EC               | CORP              | IL        |       7138 | NS      | $6060804.42   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JFrog Ltd                                                    | JFrog Ltd                                                                                                                                  | CUSIP: 000000000<br>LEI: 2549002N8E00AY49G567 | Long             | EC               | CORP              | IL        |     536246 | NS      | $25166024.78  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                                 | LyondellBasell Industries NV                                                                                                               | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |     333126 | NS      | $26836630.56  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                      | El Salvador Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |   50361000 | PA      | $52576380.39  | 0.23%             | 2029-02-28      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                     | AES Panama Generation Holdings SRL                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |   23477754 | PA      | $21751786.86  | 0.10%             | 2030-05-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                        | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |   58725800 | PA      | $26573424.50  | 0.12%             | 2023-05-07      | None          | 9.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                        | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |   21097100 | PA      | $10706778.25  | 0.05%             | 2022-08-23      | None          | 12.75%                | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                        | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |   79222500 | PA      | $40997643.75  | 0.18%             | 2026-10-21      | None          | 11.75%                | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bonds                       | Dominican Republic International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   43282000 | PA      | $42295170.40  | 0.18%             | 2033-02-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                           | Dominican Republic International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |  214650000 | PA      | $3894272.06   | 0.02%             | 2036-06-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                           | Dominican Republic International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        | 2013400000 | PA      | $35632609.40  | 0.16%             | 2037-03-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Costa Rica Government International Bonds                    | Costa Rica Government International Bonds                                                                                                  | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |   20224000 | PA      | $21883075.84  | 0.10%             | 2054-11-13      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Bolivia Government International Bonds                       | Bolivia Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 529900TGIRPY3SZXEB56 | Long             | DBT              | NUSS              | BO        |   23971865 | PA      | $22473863.34  | 0.10%             | 2028-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| HONDURAS GOVERNMENT                                          | Honduras Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |   24796000 | PA      | $24634826.00  | 0.11%             | 2030-06-24      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MINSUR SA                                                    | Minsur SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 254900C69MVC7SXO2G61 | Long             | DBT              | CORP              | PE        |    6357000 | PA      | $5985737.85   | 0.03%             | 2031-10-28      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| PETROLEOS DE VENEZUELA S                                     | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   26789400 | PA      | $8969091.12   | 0.04%             | 2027-04-12      | None          | 5.38%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                     | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   38247112 | PA      | $13160831.24  | 0.06%             | 2026-11-15      | None          | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                     | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |  115754943 | PA      | $39842851.38  | 0.17%             | 2049-05-16      | None          | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                         | Provincia de Cordoba                                                                                                                       | CUSIP: 000000000<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |   14069170 | PA      | $13682267.83  | 0.06%             | 2029-02-01      | Variable      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                         | Samarco Mineracao SA                                                                                                                       | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |   50668121 | PA      | $49884381.44  | 0.22%             | 2031-06-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                         | YPF SA                                                                                                                                     | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |   22845000 | PA      | $23327947.87  | 0.10%             | 2034-01-17      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: —       |
| MACQUARIE BANK LONDON                                        | Macquarie Bank Ltd/London                                                                                                                  | CUSIP: 000000000<br>LEI: 549300MPRNPO6FWNKN78 | Long             | DBT              | CORP              | AU        |   10748000 | PA      | $10822161.20  | 0.05%             | 2027-03-08      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| NICKEL INDUSTRIES LTD                                        | Nickel Industries Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 54930007K0WX53TSIK16 | Long             | DBT              | CORP              | AU        |   27653000 | PA      | $27717085.83  | 0.12%             | 2030-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                        | Freeport Indonesia PT                                                                                                                      | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |   21420000 | PA      | $20776750.97  | 0.09%             | 2052-04-14      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: —       |
| Citibank NA                                                  | CITIBANK NA DDCA                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |   39583973 | NS      | $39583973.16  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-29

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

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer